A-Share Stock Screen Using RSI, Seven Down Days, and Limit-Ups

Summary

The document outlines a Chinese A-share stock screen combining three conditions: RSI below 65, seven consecutive sessions classified as down days, and at least two limit-up sessions within the prior 500 days. It describes the aim as finding stocks with recent weakness alongside a history of sharp upward moves. The article also offers example formulas and code references, but these are implementation illustrations rather than evidence that the screen produces an advantage.

The author notes that the rules simplify company fundamentals and industry conditions, and that relying on limit-up events can overemphasize isolated moves. The suggested refinements include reviewing fundamentals and industry context, considering additional factors, and re-evaluating parameters through backtesting. The document does not report a tested return series or define full portfolio construction, execution, and risk controls. Its selection criteria should therefore be treated as a screening hypothesis, not a complete or validated investment strategy.

Key ideas

• The screen requires RSI below 65 and seven consecutive down sessions.
• It also requires at least two limit-up sessions during the preceding 500 days.
• The author warns that the rules simplify fundamental and industry analysis.
• The document suggests adding context and reviewing parameters with backtesting.
• It does not provide evidence of returns or a complete portfolio and risk plan.

Tags

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