A-Share Screening with RSI, Seven Down Days, and Company Characteristics

Summary

This A-share screening idea combines a relative strength index below 65 with seven consecutive down sessions and a filter based on company characteristics. The article describes company characteristics broadly, including industry, company scale, and position in the supply chain, and proposes using them alongside price behavior to identify stocks for further consideration. Its sample code also illustrates excluding selected industries and sorting the results by industry, though those implementation details do not fully define how the broader company-characteristics filter should be built.

The article provides no performance results or backtest evidence. It cautions that company classifications depend on changing policy, industry conditions, and market developments, and that broad categories can be imprecise. It suggests enriching the fundamental analysis with financial data, governance, and competitive position, and periodically reviewing the criteria. The stated technical and fundamental filters are therefore a screening concept, not a tested strategy; the article does not establish that seven down sessions followed by an RSI below 65 predict a rebound or superior returns.

Key ideas

• The proposed screen looks for an RSI below 65 and seven consecutive down sessions.
• It adds company characteristics such as industry, scale, and supply-chain position as a fundamental filter.
• The example code excludes some industries, but does not provide a precise general definition of company quality.
• The article recommends refining fundamental inputs and updating classifications as market conditions change.
• No backtest or performance evidence is reported.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.