A-Share Screening with RSI, Three Down Days, and Control Ratio

Summary

This A-share stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, plus a stated control-ratio threshold. The article frames the conditions as a way to find technically weak stocks that may rebound while showing buying sentiment. Its final selection logic lowers the control-ratio cutoff from the higher threshold in the headline and initial description, so the rule is presented inconsistently.

The post gives indicator formulas and a Python example for calculating RSI, identifying the three declining sessions, and comparing volume measures. It offers no backtest, performance figures, or evidence that the screen predicts rebounds. It also notes that the technical focus may omit other market and fundamental influences, and that a strict control-ratio filter could exclude candidates. The suggestions to add sentiment, fundamental, or other technical measures are untested, and the provided code’s volume calculation does not clearly match the control-ratio formula described in the text.

Key ideas

• The screen uses a 14-period RSI below 65 and three consecutive sessions where each close is below its open.
• The article also applies a control-ratio filter, but gives different cutoff values in its headline and final rule.
• The post provides formula and Python examples but reports no backtest or measured trading results.
• The author identifies limited coverage of fundamentals and other market sentiment as potential weaknesses.

Tags

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