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 stock-screening approach selects equities with turnover between 3% and 12%, a K indicator below 20, and a rising 30-day moving average. It combines a trading-activity filter, an indicator threshold, and a short trend check to identify candidates that…
This post describes a Chinese equity screening rule for stocks associated with the robotics concept. It selects shares with turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and a ten-day price change above zero but below…
This document describes a short-term stock screen combining a prior-day amplitude threshold, appearance on the previous day's market activity list, current trading volume above a stated threshold, and an open price above the close. It explains the intended…
This draft presents a research framework for estimating short-horizon crypto prices from fixed-interval data. It resamples futures and spot mid-prices at 100-millisecond intervals, derives returns, and preprocesses order-book imbalance features. The proposed…
This note proposes screening Chinese stocks for turnover between 3% and 12%, a reversal pattern described as an engulfing move, and three consecutive declining closes. The stated idea is to look for short-term opportunities after a run of falling prices…
This note describes a Chinese equity screen combining a daily price range greater than one, a three-day limit-up pattern on the prior day, and an indicator intended to identify institutional buying. It explains the intended rationale: a large range may…
This stock-selection rule targets main-board shares with turnover between 3% and 12%, a daily gain above 1% relative to stocks in the same sector, and previous-day auction turnover above 0.26. The article presents the auction-turnover filter as a way to…
The article outlines a Chinese equity screening idea that combines three signals: a high daily increase in position share, reported institutional buying near lows, and repeated limit-up sessions within a recent window. It interprets these conditions as signs…
This screening idea combines three conditions: price amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and at least five moving averages converging or crossing. The article interprets the shrinking histogram as a possible change…
This Chinese stock-screening proposal selects shares with an amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and the weekly close crossing above its 30-week average. The article frames the amplitude filter as a…
This stock-screening proposal combines a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry and exclusion of stocks marked ST. It adds a five-step limit-up method to look for candidates before or shortly after the open,…
The document describes a technical equity screen based on price amplitude, ranking by net large-order flow, and daily MACD above zero. It presents these as indicators of movement, trading activity, and directional momentum, and includes a sample formula and…
The document proposes an equity screening rule that combines price amplitude above a threshold, MACD above its zero line, and a gradually rising, arc-shaped price pattern. It interprets amplitude as a measure of movement, positive MACD as a bullish signal,…
This stock-selection rule combines three technical conditions: RSI below 65, weekly MACD above the zero line, and a shortening green MACD histogram on a 15-minute chart. The accompanying screening logic also ranks candidates by daily price change and retains…
This Chinese stock-selection post proposes screening shares using turnover between 3% and 12%, a positive 10-day gain below 35%, and weekly MACD above zero. Its accompanying example adds practical filters such as excluding certain board listings, recently…
This stock-screening proposal selects non-ST, non-suspended shares using a price-range condition, prior-day turnover between 3% and 28%, and a rule described as the five-step limit-up method. The stated aim is to focus on active shares showing short-term…
This Chinese stock-selection idea combines a daily price-range threshold, three consecutive limit-up sessions through the prior day, and a rising moving-average sequence intended to identify the start of a strong advance. The accompanying indicator example…
This note describes a Chinese equity screen combining daily range, a reversal or engulfing-style pattern, and exclusion of stocks that hit the upper price limit on the prior day. The refined rule checks for a reversal within the recent three trading days. It…
This Chinese-language post outlines a stock screen using five moving averages: 5, 10, 20, 30, and 60 days. It selects stocks whose averages converge, constrains the ten-day price change to be positive and below 35, and proposes ranking candidates by…
This post describes a Chinese equity screen that selects stocks using three price conditions: daily amplitude above 1%, a positive but less than 35% return over ten days, and a price move below 6% at the 9:25 reference point. It explains amplitude as a proxy…
This note outlines a Chinese equity screen combining a ranking by capital strength with company characteristics and a year-specific filter. It describes capital strength as a measure related to trading volume and turnover value, and suggests taking the top…
This Chinese stock-screening note describes a rule set for selecting stocks classified in the metaverse theme. The initial criteria are a positive daily price return and a positive institutional-flow ranking. It explains the rationale that institutional…
This Chinese stock-selection proposal focuses on metaverse-related shares that meet three technical crossover conditions: MACD crosses its signal line, the 5-day moving average crosses above the 10-day average, and the 5-day average crosses above the 20-day…
This Chinese equity screening rule combines three conditions: the stock’s daily amplitude exceeds 1%, it appeared on the prior day’s top-traded-stock list, and its 20-day moving average is above its 120-day moving average. The rationale is to find active…