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 Chinese stock-screening strategy combines three filters: daily amplitude above 1%, weekly MACD above its zero line, and a ratio between yesterday’s turnover rate and today’s auction activity within a stated band. The article frames the filters as a way…
This post proposes a stock screen using three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and a positive weekly candle with volume above the prior week. The weekly condition therefore combines price direction with a…
This post describes a daily stock screen for Shenzhen Main Board listings. It selects stocks with price amplitude above one, excludes stocks that closed at the daily limit-up on the prior session, and applies positive price-to-earnings and price-to-book…
The proposed screen selects stocks whose price is near five moving averages, that were not limit-up stocks the previous day, and whose indicated price at 9:25 is less than 6% above the prior close. The article suggests that clustered averages may represent a…
This stock screen combines three conditions: daily price amplitude above 1%, at least one limit-up event during the previous 25 days, and a weekly price crossing a 30-week moving average. The article interprets high amplitude and a recent limit-up as signs…
This stock screen combines a price-range threshold, a geographic exclusion, and a moving-average trend filter. It removes Beijing-listed stocks, selects shares whose high-to-low range exceeds one percent, and seeks an upward short-term trend using moving…
This A-share screening method combines a relative strength index threshold with order-book volume and simultaneous bullish crossovers. It selects stocks with RSI below 65, bid-side volume greater than ask-side volume, and bullish conditions across MACD, KDJ,…
This note outlines an equity screen for stocks with a daily high-low range of at least 1% of the low, relative volume between 1.5 and 6 times its five-day average, and no limit-up close on the prior day. Its final stated selection rule also requires the…
This document describes a historical A-share selection rule combining daily turnover, the opening price relative to the 10-day moving average, and a calendar filter. It selects stocks with turnover between 3% and 12% whose open is within 5% of the 10-day…
This post outlines a Chinese A-share stock screen combining turnover between 3% and 12%, a rising DEA signal, and a previous closing price above the 250-day moving average. The filters combine trading activity with a technical momentum and trend check. The…
This post describes a Chinese A-share selection screen that keeps stocks with turnover between 3% and 12%, an outside-to-inside trade volume ratio above 1.3, and codes beginning with 60. The turnover band is presented as a way to focus on stocks with trading…
The document presents a Chinese stock screening idea combining a MACD condition, money flow strength ranking, and a focus on stocks that performed well during 2021. Its final stated logic adds a market capitalization floor of 10 billion yuan. The…
This stock screen selects Shenzhen Main Board shares using a mix of recent price activity, trading liquidity, and valuation. It requires an amplitude above 1, prior-day turnover above 60 million, a price-to-earnings ratio between 0 and 29.01, and a…
This post proposes screening metaverse-related stocks using positive institutional activity and a ranking based on large-order net volume. It presents these flow measures as indicators of investor attention and concentrated buying, then describes selecting…
This post outlines an equity screen combining three signals: reported buying activity above a threshold, seven consecutive sessions with falling closing prices, and a positive but capped return over the prior ten sessions. The intended interpretation is to…
This post describes a proposed screen for stocks associated with the metaverse theme. It combines a simultaneous bullish crossover condition across three technical indicators with a specified range for the day’s largest decline, aiming to identify stocks…
This Chinese-language post outlines an equity screen intended to find possible short-term rebounds among stocks in a pullback. It combines three filters: prior-session amplitude above 1%, an opening price within 5% above or below the 10-day moving average,…
This Chinese equity screen selects stocks whose codes begin with the Shanghai prefix, with turnover between 3% and 12% and a volume ratio between 1.5 and 6. The rationale is to seek shares with meaningful trading activity and market attention without…
This note describes a short-term Chinese equity screen combining daily price range, large-order net flow ranking, and a limit-up event within the prior 25 days. It presents these conditions as proxies for trading activity, capital interest, and market…
The document presents a Chinese A-share screening idea that combines a positive MACD reading, upward separation of short moving averages, and a session high matching the highest level over the prior two days. It explains these conditions as signals of…
This Chinese stock-screening strategy combines a positive MACD reading with a company-type filter and a ratio of external to internal trading volume above 1.3. It is framed as a way to select stocks using both technical conditions and trading activity. The…
This Chinese equity screen selects stocks with turnover between specified bounds, a listing year of 2021, and at least five overlapping moving averages. The article presents turnover as a liquidity consideration and moving-average overlap as a technical…
This Chinese equity-screening proposal combines several technical and activity filters: at least five moving averages are described as overlapping, trading activity must exceed a stated threshold, the stock must open higher, and its gain at 9:25 must remain…
This Chinese stock-screening example combines metaverse concept membership with a simple price condition: the current close must exceed the prior session’s low. It also limits candidates to companies below a stated market-cap threshold and requires positive…