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 equity-screening post combines three dimensions: a 20-day moving average above the 120-day moving average, market capitalization below 10 billion yuan with no losses, and fund-flow strength ranked from high to low. The proposed procedure ranks…
This post proposes a Chinese equity screen using turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and revenue growth: 2021 revenue must exceed 1.1 times 2018 revenue. It frames turnover and the opening-price condition as…
This Chinese stock-screening post describes a rule combining daily price amplitude above 1, an indicator of main-force control on the previous day, and a circulating market capitalization between 5 billion and 10 billion yuan. It presents the conditions as a…
This Chinese-language article proposes an equity screen that selects main-board stocks with RSI below 65 and a daily gain above 1%, then filters by company characteristics such as quality or high growth. It frames the RSI condition as indicating an oversold…
This Chinese equity screening note combines four conditions: MACD above its zero line, a daily gain greater than 1%, membership in the main board, and a 9:25 a.m. price increase below 6%. It presents the first three as directional or market-universe filters…
This Chinese stock-screening note proposes selecting non-Star Market shares with daily amplitude above 1 and a rising short-term average pattern. It describes the screen as a way to find volatile stocks showing near-term upward price movement. Its indicator…
The proposed stock screen combines a technical condition with valuation and dividend criteria: select shares with RSI below 65, positive price-to-earnings ratios, and a dividend payout ratio above 25% for 2019. The accompanying rationale treats the RSI…
The document describes a stock screen using daily price amplitude above 1%, data from 2021, and an external-to-internal trading volume ratio above 1.3. It interprets larger amplitude as greater volatility and the volume ratio as a possible indication of…
The document proposes screening Chinese equities using three signals: a daily increase in holdings above 5%, a weekly five-period moving average crossing above the ten-period average, and a shortening MACD histogram on a 15-minute chart. It presents these as…
The document proposes screening Chinese stocks for daily amplitude above 1%, observations dated in 2021, and alignment among five moving averages based on 5, 10, 20, 30, and 60 periods. It interprets higher amplitude as greater volatility and moving-average…
The document describes a simple A-share stock screen using daily amplitude above 1%, a closing price set at 18.5 yuan, and an opening auction change from -2% up to but not including 5%. It presents these conditions as filters for price movement, nominal…
This stock-selection proposal combines a price-amplitude threshold, a KDJ condition with K below 20, a market-value ceiling of 10 billion yuan, and a requirement for positive profits. The rationale is to find smaller companies with substantial price movement…
This stock screen combines a daily price-range condition, a weekly MACD condition, and a profitability filter. It seeks shares with an amplitude above 1, weekly MACD above zero, and return on equity greater than 15% in each of the previous five years. The…
This stock selection rule combines three filters: daily price amplitude above 1, a listing history longer than one year, and at least one limit-up event in the prior 25 days. The accompanying explanation treats recent limit-ups as a possible sign of market…
This overview proposes using machine learning to support value investing by combining financial statements, market data, and macroeconomic information. It lists a broad set of candidate measures, spanning performance and risk statistics, valuation and…
This document describes a Chinese equity screen combining turnover between 3% and 12%, seven consecutive down days, and a morning price condition below 6%. It presents the setup as a way to find stocks in a pullback while accounting for trading activity and…
This Chinese-language article proposes screening mainland Chinese stocks in the metaverse sector using two price conditions: the 9:25 price change must be below 6%, and the stock must have more than two limit-up days within the prior ten days. The first…
The proposed screen uses Chinese A-share data from 2021 onward, compares the 20-day and 120-day moving averages, and keeps stocks where the shorter average is above the longer one. It then ranks candidates by capital strength and selects the top 100. The…
The screen selects Chinese A-share stocks using three conditions: buying-position share above five percent on the current day, no limit-up session on the prior day, and more than two limit-up sessions during the past ten days. The accompanying explanation…
This document outlines a Chinese stock screen for companies associated with the metaverse concept. It selects shares with circulating capital no greater than 5.5 billion shares and at least one limit-up event during the preceding 25 days. The rationale is…
This document describes a Chinese A-share screening rule combining three conditions: RSI below 65, the ratio of external to internal trading volume above 1.3, and the closing price above its five-day moving average. The indicators are presented as a way to…
The document describes a stock-selection screen combining MACD above zero, upward alignment among current moving averages, and a weekly five-period average crossing above a ten-period average. It interprets these conditions as evidence of positive momentum…
The document introduces moving averages as a way to smooth price data and describe trends. It distinguishes shorter and longer averaging periods, gives the arithmetic average as the basic calculation, and also describes a weighted recursive SMA convention…
This note proposes a Chinese stock selection screen requiring MACD’s DIF line to be above zero, a short moving average to be rising, and positive institutional net buying. It interprets these conditions as evidence of an upward trend and institutional…