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 community post describes a Chinese stock screen based on three conditions: a prior-day trading range above a threshold, an opening price near the ten-day moving average, and a recent run of consecutive limit-up sessions. The moving-average condition is…
This community post proposes a Chinese equity screen combining a daily price-range threshold, a recent reversal or engulfing pattern, robot-concept classification, and a circulating market capitalization below 10 billion yuan. The stated intent is to find…
This Chinese equity screen selects stocks with a price range greater than one, more than three years since listing, and prior-day auction turnover above 0.26. It presents range as a proxy for attention and trading activity, while the listing-age condition is…
The post describes a China-focused stock screen combining reported institutional buying, a recent increase in buying activity above five percent, market capitalization below 10 billion yuan, and a history without losses. It then presents a more restrictive…
This Chinese-market screening rule selects stocks whose codes begin with 60, whose turnover rate falls within a specified band, and whose ten-day return is positive but below a stated ceiling. The post frames turnover as a liquidity filter and the return…
This proposed stock-selection rule combines a 14-period RSI below a stated ceiling, greater volume on the best bid than on the best ask, and a positive price-to-earnings ratio. The post presents the combination as a way to consider price conditions,…
This Chinese-market stock screen combines price behavior and a control-related measure with valuation and profitability filters. Its initial criteria select stocks with amplitude above a threshold, today’s control measure above a threshold, and a positive…
The proposed equity screen selects stocks with an RSI below 65, seven consecutive sessions in which the close is no higher than the open, and strong combined large and extra-large buy volume during the opening auction. It combines a momentum indicator, a run…
This A-share selection rule combines a relative strength index below 65 with an industry concentration measure above 70% or below 20%, plus a dividend payout ratio above 25% for 2019. The post frames the approach as combining a technical condition with a…
This proposed A-share screen combines a turnover band of 3% to 12%, market capitalization below 10 billion yuan, and positive earnings conditions with MACD-based trend criteria. Stocks are filtered for DIF above DEA and ranked by the DIF-to-DEA ratio. The…
The document presents an equity screening rule combining three conditions: intraday amplitude above a threshold, circulating market capitalization above a stated floor, and a shortening MACD histogram bar on a 15-minute chart. It interprets histogram…
This document outlines a Chinese stock screen combining a reported increase in buying activity, Shenzhen main-board membership, valuation limits, and a positive but capped 10-day return. It also specifies price-to-earnings and price-to-book ranges. The…
This document proposes a Chinese equity selection rule that filters for daily amplitude above 1 and a control-activity measure above 21, then ranks qualifying stocks by market heat. Its examples refer to a heat index and controlling-shareholder activity…
This document describes a Chinese equity screen based on three daily conditions: amplitude above 1, a daily percentage change between -5% and -4%, and a closing price below 12 yuan. It presents the method as a way to identify stocks with notable price…
This screening rule selects stocks with a daily price range of at least 1%, circulating market value above 10 billion yuan, and turnover between 3% and 12%. The stated intent is to combine price activity and liquidity with company scale. The article includes…
This A-share screen combines turnover between 3% and 12%, a circulating market capitalization range stated as 1 to 55 billion yuan, and a bullish reversal pattern: the previous session closes below its open, while the current session closes above its open.…
This stock screen combines a daily turnover range of 3% to 12%, exclusion of Beijing-listed A-shares, and a 15-minute MACD histogram whose negative bars are getting shorter. The document interprets that histogram change as a possible short-term rebound…
The document outlines a framework for monitoring stablecoin risk through price deviation from the peg, trading volume, liquidity, and transfer velocity. It explains that there is no single universal price threshold for declaring a depeg, and recommends…
This stock-selection rule screens for shares with daily amplitude above 1%, RSI below 65, and closing price above the five-day moving average. The conditions combine a volatility filter, a momentum indicator intended to avoid high RSI readings, and a…
The document outlines a stock screen that combines a price movement filter with a low closing-price threshold and simultaneous bullish crossovers among three moving averages. It presents the idea as a way to find stocks that may be starting an upward move,…
This Chinese equities screen combines a price-range condition, a rounded price pattern, and ranking by the day’s auction trading value. It proposes selecting the top five stocks by auction value, interpreting that ranking as a sign of current capital…
This Chinese equities screening approach selects stocks with a price range above 1%, prior-day actual turnover between 3% and 28%, and turnover between 3% and 12%. It treats price range and turnover as signs of short-term trading activity while limiting…
This Chinese equities screening rule combines daily price range, circulating market capitalization, and a 14-period RSI. It selects stocks whose range exceeds 1%, circulating market value is above 10 billion yuan, and RSI is below 65. The article presents…
This Chinese stock screen selects shares with daily amplitude above 1%, a day's low between 4% and 5% below the prior close, and an external-to-internal volume ratio above 1.3. The accompanying example estimates the decline from daily price data and derives…