A-Share Screening with RSI, Seven Losing Sessions, and 10-Day Gains

Summary

This A-share screening method combines three price-based conditions: RSI below 65, seven consecutive sessions with down candles, and a positive gain below 35% over the latest 10 sessions. The document explains the intent as filtering for stocks that have not reached an extreme RSI reading but have recently weakened while retaining a positive medium-short-term return. It includes example indicator definitions and a Python sketch for applying the rules to market data.

The article gives no backtest, performance statistics, or evidence that the filters predict returns. It also notes that the screen omits company fundamentals and may miss longer-term market behavior; the listed code and data fields may require adjustment to work with actual data sources. The approach is therefore a candidate selection rule rather than a complete entry, exit, or risk-management plan. The author suggests adding fundamental and market variables and recalibrating the rules as conditions change.

Key ideas

• The screen requires RSI below 65 and seven consecutive bearish candlesticks.
• It also restricts the 10-session return to a positive value below 35%.
• The method combines technical indicators with recent price performance, but provides no measured performance evidence.
• Fundamental factors and longer-horizon price behavior are absent from the stated rules.

Tags

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