diff --git a/cmd/cli/main.go b/cmd/cli/main.go
index 24c1f96..2173533 100644
--- a/cmd/cli/main.go
+++ b/cmd/cli/main.go
@@ -36,7 +36,7 @@ func main() {
 			stratRule.RunRsi(code)
 
 			// 过滤无需AI分析
-			if model.StScore > 0 && model.IndustryScore > 0 && model.GtPrice > 0 && model.GtAmount > 0 && model.GtRoe > 0 {
+			if model.StScore > 0 && model.IndustryScore > 0 && model.GtPrice > 0 && model.GtAmount > 0 && model.GtRoe > 0 && model.ScoreRsi > 0 {
 				stratRule.RunAi(code)
 			} else {
 				model.AiScrore = -2
diff --git a/internal/logic/strategy/rule/rsi.go b/internal/logic/strategy/rule/rsi.go
index 684bf66..9c2bc52 100644
--- a/internal/logic/strategy/rule/rsi.go
+++ b/internal/logic/strategy/rule/rsi.go
@@ -10,6 +10,10 @@ import (
 	talib "github.com/markcheno/go-talib"
 )
 
+var (
+	offset = 3 // 偏移量
+)
+
 type StockArgConf struct {
 	BestByDrawdown string `json:"best_by_drawdown"`
 	BestByProfit   string `json:"best_by_profit"`
@@ -57,6 +61,7 @@ func (r *RuleFactory) RunRsi(code string) {
 	}
 
 	newCloses := reverseSlice(close)
+	args.RsiOversold = args.RsiOversold + offset
 
 	rsiResult := talib.Rsi(newCloses, args.RsiPeriod)
 	prveRsi := utils.FloatRound(rsiResult[len(rsiResult)-2], 2)