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
The document proposes a Chinese equity screen that selects stocks with a daily high-low range above a threshold, excludes stocks that closed at the daily limit-up on the prior day, and requires appearance on the previous day's trading leaderboard. Its…
This note presents a stock screen combining three conditions: price amplitude above 1%, a prior session 9:15 matched auction price at the limit-down level, and the 20-day moving average above the 120-day average. It suggests selecting the top n qualifying…
This note outlines an equity selection rule for stocks associated with the robotics concept. Candidates must have price amplitude above 1%, circulating market value below 10 billion, and a MACD reading below zero two sessions earlier. Example indicator and…
This note describes an equity screen that selects stocks with daily turnover between 3% and 12%, three consecutive declining sessions, and company size above 200 million. It provides example rule implementations and ranks qualifying stocks by size in the…
This document proposes screening stocks for a daily price range above a threshold, positive institutional flow, current volume above a threshold, and a gap up at the open. It frames range as a measure of movement, institutional flow as a sign of investor…
This document outlines an equity screen combining three conditions: the day's increase in holdings must exceed a stated threshold, the previous day must show institutional control, and the 20-day moving average must be above the 120-day average. The…
This document describes a daily A-share selection screen that keeps stocks with MACD above zero, then ranks candidates by stock attention and capital strength. It presents MACD as a momentum filter and attention and fund flow as ways to favor active, liquid,…
This A-share screening proposal combines an amplitude threshold above 1, a requirement that the outstanding convertible-bond name field is nonempty, and a same-day candlestick reversal condition described as a morning star. The document says to rank…
This A-share screening idea focuses on stocks classified in the metaverse theme. It looks for at least one limit-up event within the preceding 25 days and a strict ascending arrangement of six moving averages, spanning short to longer lookback periods. The…
This A-share stock screen combines an RSI reading below 65 with a price-change measure multiplied by net volume from very large orders, applied to 2021 data. The accompanying example describes filtering historical index constituents using RSI and a…
The article describes a Chinese equity screening idea that combines daily price amplitude, simultaneous moving-average golden crosses, and more than two limit-up sessions within a ten-day window. It explains these filters as measures of volatility, trend…
This Chinese-language article outlines a stock-selection rule for companies in the metaverse industry. It filters for previous-day actual turnover between 3% and 28% and a K value below 20, describing the turnover range as a sign of trading activity and the…
This Chinese-language article proposes a stock screen combining a 14-period RSI below 65, three consecutive bearish candles, and a condition described as at least five moving averages overlapping. It frames the down candles as a way to identify technically…
The page describes an equity screen combining three filters: daily price amplitude above one, prior-day trading value above 60 million, and turnover between 3% and 12%. It frames amplitude as a measure of price movement, trading value as an indicator of…
The document describes a simple Chinese equity screen: select stocks whose daily high-to-low range exceeds 1% of the opening price, whose codes begin with 60, and whose turnover lies between 2% and 9%. It also suggests ranking qualifying stocks by turnover.…
This proposed A-share screen combines a price-range condition, a recent large daily gain, and a dividend payout criterion. The initial logic looks for an intraday range exceeding a volatility-based threshold, at least one daily gain of 10% or more within the…
This A-share stock screen selects shares with a 14-period RSI below 65, a 20-day moving average above the 120-day average, and no limit-up move on the prior day. The final version adds a rising 20-day average as a trend condition. The accompanying examples…
This stock-selection rule screens A-shares for turnover between 3% and 12%, an opening price within roughly 5% of the ten-day moving average of closing prices, and exclusion of Beijing-listed shares. The article presents the thresholds as a way to combine…
This document outlines an equity screen for companies associated with the metaverse concept. It requires an upward-moving 30-day moving average and a positive institutional activity reading, using the combination as a basic trend and flow filter. It also…
This Chinese-language post outlines a short-term stock screen run before 10 a.m. It selects shares with daily high-low amplitude above 1%, at least two limit-up events in the prior 500 days, and an intraday low between 4% and 5% below the previous close. The…
This Chinese stock selection example combines turnover, earnings growth, and recent money flow. It screens for stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to shareholders between 20% and 100%, and positive…
This note describes a Chinese equity screen for stocks with RSI below 65, negotiable market value between 5 billion and 10 billion yuan, and a nonempty field indicating an outstanding convertible bond. The Python example calculates a 14-period RSI, applies…
This note proposes a Chinese stock screen for companies associated with the metaverse theme, with price above the five-day moving average and membership in a beverage and alcohol import-export industry classification. The idea combines thematic exposure, a…
This note outlines a Chinese equity screen requiring turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and the share price above its five-day moving average. The accompanying selection logic also describes ranking…