Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
12,226 documents
This A-share stock screen combines a metaverse sector classification, prior-day turnover above 8%, and a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than 10%. The rationale is to bring together sector exposure, trading activity,…
This A-share stock screen combines an intraday range filter, an exact closing-price condition, and a 15-minute MACD histogram condition. The post describes the intended screen as selecting stocks with an amplitude above one percent, a price of 18.5 yuan, and…
This A-share screening idea combines recent price-limit events with a measure of trading activity. It defines capital strength as yesterday’s turnover multiplied by the ratio of today’s opening-auction volume to yesterday’s volume, then keeps values between…
The document describes an A-share stock screen combining turnover, market capitalization, profitability, and a weekly price crossover. It selects companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, no losses, and a weekly…
This note proposes screening Chinese stocks for daily amplitude above 1%, evidence described as main-force control on the previous day, and growth in the KDJ indicator’s K value. The rationale is to combine elevated short-term price movement and signs of…
This note describes a Chinese stock screening rule combining daily price amplitude above 1%, afternoon large-order net inflow, and a MACD condition from two days earlier. It presents the filters as a way to find stocks showing both price movement and buying…
This article describes a technical stock screen seeking high daily price ranges, at least one daily gain of 10% or more within the previous 25 trading days, and an upward alignment of moving averages. Its suggested refinement requires the close to be above…
This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…
This article translates Steve Leuthold’s value-investing approach into a monthly stock-selection method for Chinese equities. It ranks candidates using low price-to-book, price-to-earnings, and price-to-cash-flow ratios relative to market averages, alongside…
This post presents a short-term equity selection screen using three signals: more than two limit-up sessions in the prior ten days, RSI below 65, and ranking by capital-flow strength. It interprets the RSI threshold as leaving room for further gains, capital…
This Chinese-language post describes an equity screen combining daily price range, five years of return on equity above 15%, and a daily price change between −5% and 2.6%. It also proposes adding a price-to-book ratio no higher than five and revenue growth…
This document proposes screening stocks in the metaverse sector for a recent limit-up event and greater volume on the best bid than on the best ask. It specifies selecting during the morning, before 10:00, for same-day trading. The post includes example…
This document proposes a Chinese A-share selection screen combining a relative strength index below 65 with a ratio of external to internal trades above 1.3. It also filters for a product of the prior day’s turnover rate and the ratio of current auction…
The strategy rotates among China’s four largest banks using each stock’s current price relative to the previous close. When flat, it buys the bank with the weakest ratio if the spread between the strongest and weakest ratios exceeds a preset threshold. When…
This A-share selection method requires MACD to be above its zero line, parent-company net profit growth to be greater than 20% and no more than 100%, and more than two limit-up days within the past ten days. The examples show a possible weekly screening…
This document describes an A-share stock screen combining turnover of 3%–12%, a daily gain above 1%, main-board listing, and a top-50% return rank for 2021. It explains the turnover band as a way to focus on active stocks while avoiding extreme activity, and…
This Chinese-language post describes a stock screen combining daily price range, positive institutional net flow, and a relative-volume band. The stated rules select stocks with an amplitude above one, institutional flow above zero, and volume ratio between…
This stock-screening idea selects companies whose codes begin with 60, whose amplitude exceeds one, and which were described as under major-player control on the previous day. The rationale is to narrow attention to volatile stocks with a potentially notable…
The document describes a Chinese A-share watchlist screen using three conditions: daily price amplitude above 1%, at least one limit-up event in a recent lookback period, and revenue in 2021 more than 1.1 times revenue in 2018. It provides example indicator…
The article reviews the progression from earlier GPT language models to GPT-3, emphasizing scale and the ability to perform varied tasks from prompts or examples without task-specific fine-tuning. It describes code generation alongside broader language…
The document proposes screening Chinese equities for membership in the metaverse sector, a rounded price pattern, and a specified share price. Its later explanation shifts from a fixed price to comparing the current price with a historical low, using a…
The document describes a Chinese stock screen combining a daily price-range condition, prior-day turnover within a specified band, and return on equity above 15% for five consecutive years. It presents the screen as a way to pair recent trading activity and…
This Chinese-language post proposes placing a stock in a candidate pool when its amplitude exceeds 1%, it recorded at least one limit-up day in the prior 25 days, and the weekly five-period moving average crosses above the ten-period average. The stated…
This Chinese-language post describes an equity screening rule combining three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and the 20-day average above the 120-day average. The rationale…