Stock Screening with RSI, Three Bearish Candles, and Prior-Day Leaderboard Activity

Summary

This Chinese-language post describes an equity screen combining three conditions: a 14-period RSI below 65, three consecutive sessions in which the close is below the open, and an appearance on the prior day’s securities activity leaderboard. The proposed rationale is to identify technically weak shares that have also attracted market attention. The post includes example screening logic in a Chinese trading platform formula and Python, including a data lookup for leaderboard constituents.

The post offers no backtest results or evidence that the combination predicts returns. It acknowledges that sentiment measures can be subjective or delayed, leaderboard data can be misleading, and market direction and company fundamentals matter. It recommends testing across multiple periods and refining the filters with additional technical, sentiment, or fundamental information. The examples also leave implementation details to resolve, including the precise leaderboard data definition and date handling. Treat the conditions as a screening hypothesis rather than a validated trading strategy.

Key ideas

• The screen combines RSI below 65 with three consecutive bearish sessions and prior-day leaderboard activity.
• The post interprets leaderboard inclusion as a possible sign of short-term market attention.
• It supplies example formula and Python implementations for filtering shares.
• The post reports no performance tests and flags sentiment, data quality, and market-condition risks.
• It recommends multi-period backtesting and considering additional technical or fundamental measures.

Tags

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