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 selection example screens for shares with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a rising DEA line. The stated rationale is to combine an upward-moving MACD component with…
This post proposes screening metaverse-category equities for positive recent returns and a rising KDJ K value. It describes KDJ as a short-term price-trend indicator and gives a combined screening expression using a twenty-period KDJ setting. A Python…
The post describes a stock screen combining three criteria: at least five overlapping moving averages, a company-selection condition based on business characteristics, and a positive but capped return over ten days. It names five-, ten-, twenty-, sixty-, and…
The document outlines a Chinese equity screening rule focused on stocks classified in a metaverse-related category. It selects for an elevated turnover measure, circulating market capitalization above a stated threshold, and positive cumulative price change…
This Chinese A-share screening example combines three conditions: price amplitude above 1%, a prior-day 9:15 matching price at the daily limit-down level, and turnover between 3% and 12%. The document presents the combination as a way to filter for unusual…
The document describes a simple Chinese A-share screening rule: select stocks whose high-to-low range exceeds 1%, restrict the data to 2021, and exclude stocks associated with Beijing. It gives example implementations for a charting platform and Python, and…
This Chinese equity screening idea combines three conditions: a dividend payout ratio above 25% in 2019, an auction-stage price change between -2% and 5%, and a stated increase in buying activity above 5%. The article interprets the latter as possible…
This stock screen combines three filters: turnover between 3% and 12%, a 2021 listing year, and a positive price-to-earnings ratio. The article presents the idea as a way to find recently listed companies with moderate trading activity and positive earnings…
This A-share screening proposal looks for stocks with RSI below 65, positive price-to-earnings values, and at least two limit-up sessions within the preceding 500 days. The article presents the limit-up condition as a way to identify actively traded or…
This A-share screening proposal selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and a top-ten ranking by large-order net flow. It combines a liquidity-related measure, recent price weakness, and a money-flow ranking.…
This Chinese A-share screening idea combines three conditions: MACD above zero, upward-diverging moving averages, and float market capitalization above 10 billion yuan. The article interprets the first two as signs of an upward trend and the capitalization…
This proposed stock screen orders candidates by a capital-strength measure, then filters for a daily decline between 4% and 5% and a 2019 dividend ratio above 25%. The rationale is to combine evidence of capital inflows with a recent price setback and a…
The document describes a weekly rotation strategy based on relative performance in two Chinese equity indexes: the CSI 300 and the CSI 500. It calculates each index’s return over a 20-trading-day lookback and compares the two signals. The strategy invests…
This stock-screening proposal combines a short-versus-long trend filter, a positive price-to-earnings ratio, and a ranking by capital-flow strength. It treats a 20-day moving average above the 120-day moving average as evidence that the shorter-term trend is…
This Chinese stock-selection example screens companies in the metaverse industry using two conditions: ranking among the day’s top five by auction amount and a weekly price cross above the 30-week moving average. It describes the approach as a way to combine…
The post describes a Chinese equity screening idea that combines a turnover range of 3% to 12%, three consecutive declining closes, and first-level bid volume greater than ask volume. It frames these conditions as a way to find stocks with potential for…
This article presents a China A-share stock screen that selects securities with turnover rates from 3% to 12%, excludes Beijing-listed shares, and omits the STAR Market. It frames the turnover band as a way to focus on stocks with moderate trading activity,…
This document describes a Chinese A-share screening rule combining a turnover band, a recent limit-up event, and a price breakout condition. Its initial description uses turnover between 3% and 12%, at least one limit-up in the prior 25 days, and a high…
The discussion explains why a natural-language stock query accepted by a web screening service may fail when used to initialize a stock universe in a backtest. The example is a daily TD buy-setup query: it works on the website, but the backtest reports that…
This document describes a short-term screening rule for main-board Chinese stocks. Candidates must have turnover between 3% and 12%, gain more than 1% on the day relative to a comparison benchmark or group, and meet a condition described as the start of a…
The document explains the traditional 60/40 allocation: 60% in equities and 40% in bonds, periodically rebalanced to restore those weights. It presents the portfolio as a simple, low-cost benchmark that can use domestic or global assets. Its rationale is…
This A-share selection method focuses on metaverse-related companies, ranks them by the day's opening auction amount, and chooses the top five, subject to a revenue-growth condition. The original description compares 2021 revenue with 2018 revenue and…
This EUR/USD expert advisor averages losing positions in one chosen direction, buying or selling at the user's setting. When price moves against the open position by a specified step, it adds an order of fixed volume. After accumulated positions reach a…
This A-share stock screen combines three conditions: a 14-period RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and price proximity to five moving averages. The article presents the combination as a way to find stocks…