Stock Screening with RSI, Seven Down Days, and a Recent Limit-Up
Summary
This Chinese-language post describes an A-share stock screen requiring RSI below 65, seven consecutive down sessions, and at least one limit-up session within the preceding 25 days. It presents the combination as a way to find stocks that have recently risen sharply but then experienced sustained weakness, and includes a Python example using market-data interfaces to approximate the filters.
The post supplies no historical performance results or controlled comparison. It cautions that the approach is high risk, depends heavily on technical conditions, and does not assess company fundamentals. A recent limit-up is not evidence of lasting strength. The author suggests adding fundamental and volume considerations, while noting that extra indicators can also become unsuitable as market conditions change. The sample code’s data calls and date ranges are implementation examples, not evidence that the screen is robust or executable as written.
Key ideas
- The screen combines RSI below 65 with seven consecutive down sessions.
- It also requires a limit-up session within the prior 25 days.
- The post offers sample code but reports no backtest or performance evidence.
- It warns that the screen omits fundamentals and may be vulnerable to changing conditions.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.