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-language post describes a daily stock screen using three conditions: MACD above its zero line, share price below a stated threshold, and no limit-up close on the previous day. It says screening is scheduled before the market opens. The rationale…
This post proposes an A-share stock screen using three conditions: daily amplitude above 1, a rising bottom pattern, and a daily position-increase share above 5%. The text frames amplitude and rising lows as technical filters and the position-increase…
This Chinese-language post outlines an A-share stock screen combining a 14-period RSI below 65, a ratio of external to internal trading volume of at least 1.3, and a high rank for large-order net inflows. Its example selection formula ranks second-level net…
The document describes a Chinese A-share screening strategy that filters stocks by daily turnover and circulating market value, then selects those at a recent price high. Its initial description refers to a two-day high, while the proposed final rule extends…
The document describes a Chinese equity screen for stocks associated with the metaverse theme. It combines a circulating market value range of 5–10 billion yuan with a condition described as the 9:25 a.m. price rise being below 6%. The stated intent is to…
The document outlines an equity screening rule for stocks whose codes begin with 60. It first requires the high-to-low range, divided by the previous close, to exceed 1%, then ranks qualifying stocks by the day’s auction amount and selects the top five. The…
This stock selection rule screens for shares with an intraday amplitude above the stated threshold, prior-day turnover above the stated amount, and no limit-up close on the prior day. The article presents the screen as a way to find active, liquid stocks…
The document describes a stock selection rule that combines daily turnover, a three-session decline, and a price ceiling. It seeks shares with turnover between 3% and 12%, falling prices over three consecutive sessions, and a closing price below 12 yuan. It…
This Chinese stock screen selects main-board shares with daily amplitude above 1%, a closing price above the five day moving average, and a daily gain greater than 1%. The article describes amplitude as a way to find volatile candidates and the price and…
This Chinese equity screening idea targets stocks classified in the metaverse sector whose opening price moves around the ten day moving average, with turnover between 3% and 12%. The stated formula expresses a move from below the average toward or above it,…
This Chinese equity screen combines three conditions: daily price amplitude above 1%, a large order net-volume ranking threshold, and revenue in 2021 exceeding revenue in 2018 by more than a stated ratio of 1.1. The article describes the revenue comparison…
This Chinese equity screening note combines a turnover band of 3% to 12% with a positive product of the daily price change and large order net volume. It also requires a bullish ordering of five moving averages, from the five day average above the ten day…
This article describes a stock-selection screen that combines a favorable company profile with RSI below 65 and shrinking negative MACD histogram bars on a 15-minute chart. The proposed interpretation is that contracting negative bars may signal a short-term…
This guide explains common measures in quantitative strategy backtests: total and annualized return, maximum drawdown, Sharpe ratio, win rate, and the ratio of average winning to losing trades. It frames them as complementary views of performance, risk, and…
This Chinese equity screening idea combines a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and an opening move below 6%. The article presents RSI as a short-term price-strength filter and the industry choice as a…
This Chinese-language article describes a stock screen that combines a metaverse-industry filter with a price condition around the ten-day moving average and a rising K value from the KDJ oscillator. Its example formula checks whether recent closing and…
This Chinese A-share screening idea selects stocks in the metaverse sector that had a limit-up event within the prior 25 days and whose short-term moving average is above a longer one. The post frames recent limit-ups as a signal of market attention and…
This A-share screening proposal combines three filters: at least five moving averages are aligned or overlapping, the stock’s 20-day average is above its 120-day average, and a convertible-bond-related field is nonempty. The author interprets clustered…
This A-share stock screen selects for daily price amplitude above 1%, at least one limit-up event in the prior 25 trading days, and prior-day auction turnover above 0.26. The document frames amplitude as a volatility filter, a recent limit-up as evidence of…
This A-share stock screen combines three conditions: daily price amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move during the past month. It treats volatility, a developing weekly…
This proposed Chinese equity screen selects stocks with a 14-period RSI below 65, a stated tradable market capitalization range of 5–10 billion yuan, and appearance on the prior day’s trading leaderboard. The article interprets the size range as a liquidity…
This proposed Chinese A-share screen combines a metaverse industry classification with appearance on the previous day’s trading leaderboard and a high concentration measure. The article frames concentration as a way to identify leading firms and treats…
This A-share screening rule combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a prior-day 9:15 matching price at or below the referenced limit price. The document interprets positive MACD as an upward trend cue, positive P/E…
This A-share stock selection idea screens for turnover within a specified band, seven consecutive down days, and circulating market capitalization above a stated floor. The article presents the conditions as a way to identify stocks that have fallen…