Stock Screening with RSI, Seven Losing Sessions, and Institutional Board Activity

Summary

This Chinese-language note proposes screening stocks with RSI below 65, seven consecutive sessions classified as down days, and appearance on the previous day’s market activity list. It describes the combination as a technical and capital-flow filter, and specifies that the desired activity-list buying seats should be institutional. Example code outlines a way to screen stocks using market data interfaces.

The article reports no backtest, returns, or comparative evidence. It warns that the screen excludes company fundamentals and that activity-list classifications or institutional participation may be misleading or affected by market speculation. It suggests adding valuation measures and checking the identities and holdings of participating buyers. The example code and data calls are illustrative; the text does not establish their reliability, timing consistency, or suitability for live trading.

Key ideas

• The proposed screen combines RSI below 65, seven consecutive down sessions, and prior-day activity-list inclusion.
• The preferred activity-list signal is buying participation attributed to institutions.
• The article provides example screening code but no performance evidence.
• It cautions that fundamental information is omitted and institutional activity classifications may mislead.

Tags

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