A Stock Screen Using RSI, Seven Down Days, and Institutional Buying

Summary

This A-share screening idea combines RSI below 65, seven consecutive down sessions, and an increase in institutional holdings. The final rule described in the post also restricts market capitalization to a stated range. The proposed interpretation is that a sequence of falling sessions may indicate a pullback, while institutional accumulation could signal investor interest; the post includes example indicator definitions and a Python-style screening outline.

The document does not provide historical testing or evidence that these conditions produce positive returns. It cautions that institutional activity may not predict future company performance and that the rule omits important fundamental factors and short-term market context. The example is therefore a hypothesis for further evaluation, not a validated strategy. Its implementation details and data fields should also be verified before use, particularly because the prose and code describe some screening choices differently.

Key ideas

• The screen combines RSI below 65, seven consecutive declining sessions, and rising institutional holdings.
• The described final rule adds a market-capitalization range to the initial technical and holdings filters.
• The proposed rationale treats institutional accumulation as a possible sign of interest, not a reliable forecast.
• The post reports no backtest or return evidence and identifies omitted fundamentals and market conditions as risks.
• The example code should be checked against the stated rules and the data source before use.

Tags

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