A-Share Screening with RSI, Seven Down Days, and Weekly MA Crossover

Summary

This post outlines a Chinese A-share stock screen combining an RSI below 65, seven consecutive down days, and a weekly five-period moving average crossing above the ten-period average. It presents the conditions as a way to identify stocks with a potentially strengthening trend, and provides reference formulas and a Python example for implementing the filter.

The post acknowledges that the screen relies on technical price data, may miss fundamental factors, and focuses on relatively short-term behavior. It suggests supplementing the rules with valuation, profitability, fund flows, industry context, and longer time frames. No backtest results, transaction-cost analysis, or evidence of predictive performance are supplied. The code excerpt also does not clearly establish that its weekly crossover checks correctly identify an upward cross, so implementation should be independently reviewed.

Key ideas

• The screen combines RSI below 65, seven consecutive declining sessions, and a weekly moving-average crossover.
• The stated moving averages use five and ten weekly periods.
• The post proposes adding fundamental, flow, industry, and longer-horizon information.
• No performance validation or trading-cost analysis is provided.
• The example implementation should be checked to ensure it detects the intended crossover direction.

Tags

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