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 A-share screening proposal combines a positive MACD reading, a price high over the latest two sessions, and a revenue comparison across years. The main description specifies that 2021 revenue divided by 2018 revenue should exceed 1.1, while the headline…
This A-share screening rule looks for turnover between three and twelve percent, an opening price within five percent of the ten-day moving average, and daily MACD above zero. The article presents the turnover band as a way to avoid unusually inactive or…
This A-share screening proposal combines a positive but limited ten-day price gain, positive institutional net buying based on exchange trading disclosures, and strong relative trading volume. The article describes ranking by volume ratio and selecting the…
This Chinese A-share screening proposal combines three signals: a shortening green histogram on 15-minute MACD, positive net buying attributed to major investors during the opening auction, and a recent increase in holdings above five percent. The article…
This proposed Chinese equity screen looks for prices clustered around five moving averages, then filters for a high cash-dividend-to-market-cap ratio. It compares the latest close with the 5-, 10-, 20-, 50-, and 200-day averages, sums the absolute…
This proposed Chinese equity screen combines daily amplitude, an opening-auction price-change or order-imbalance signal, large-order buying, and a historical year filter. The stated thresholds include amplitude above 1, an auction-related change above 3…
This proposed Chinese stock screen ranks candidates by capital strength, excludes stocks designated as special treatment, and combines a five-limit-up pattern with a ten-day return between zero and 35. The article presents these conditions as signs of buying…
This proposed Chinese equity screen combines daily price range, recent limit-up frequency, and a 15-minute MACD condition. It selects stocks with an amplitude above 1, more than two limit-up days in the prior ten days, and a shortening MACD histogram below…
This Chinese equities screening note describes a strategy for stocks with market capitalization below 10 billion, no reported losses, and an ownership-concentration condition expressed as “70<20%” in the source. It also selects for stronger fund-flow…
This Chinese equities screening note combines three technical filters: rank stocks by volume ratio and retain the top 100, look for a Bollinger Band condition described as the middle band crossing above the lower band, and require the 30-day moving average…
This Chinese stock-screening note describes a short-term equities filter combining turnover, circulating share count, and a relationship between yesterday’s turnover and today’s auction volume relative to yesterday’s volume. It gives a turnover range of 3%…
This note proposes selecting stocks with MACD above zero, displayed best-bid volume greater than best-ask volume, and a 9:25 a.m. price change below 6%. The MACD condition is intended to identify positive momentum, while the order-book volume comparison is…
This note describes a historical Chinese equity screen that combines an RSI reading below 65 with metaverse-sector membership and a 2021 date filter. The RSI condition is presented as a way to avoid stocks with especially strong short-term readings, while…
This note proposes screening Chinese A-shares using three conditions: a 9:25 a.m. price change below 6%, more than two limit-up sessions in the previous ten days, and at least five moving averages meeting a stated alignment condition. It frames the…
This note describes a Chinese A-share screen that requires turnover between 3% and 12%, appearance on the previous day’s trading leaderboard, and more than two limit-up sessions during the prior ten trading days. The author presents turnover and leaderboard…
This A-share selection proposal combines capital-flow strength, recent limit-up activity, and a historical dividend ratio. It first describes ranking by capital strength, selecting stocks with more than two limit-up sessions in a ten-day window, and…
This proposed A-share screen combines a year filter, a requirement that a company have a nonempty outstanding convertible-bond name, and a condition described as having at least five overlapping moving averages. It then suggests narrowing the candidates…
This A-share screening proposal combines three signals: market capitalization below 10 billion yuan, positive company earnings, upward-spreading moving averages, and daily position growth above 5%. It interprets position growth as a sign of incoming capital,…
This document outlines a Chinese stock screen for companies valued below 10 billion yuan that have not reported losses, alongside positive institutional activity and a daily position-increase share above 5%. The rationale is that buying activity may signal…
This document describes a Chinese equity selection approach combining market activity with a historical revenue comparison. The stated criteria are ranking in the top 10% for capital strength over 500 days, at least two limit-up sessions during that period,…
This document presents a Chinese stock screen combining a short-term RSI ceiling, a positive weekly MACD condition, and a limit on the opening gain. It seeks stocks with RSI below 65, weekly MACD above its zero line, and a 9:25 indicated gain below 6%. The…
This document describes a Chinese equity screening rule combining trading activity, opening price, and recent performance. It selects stocks with turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, and a ten-day gain above…
This short-term stock screen combines a shrinking negative MACD histogram on a 15-minute chart with turnover between the stated bounds and daily price amplitude above its threshold. The intended interpretation is that a contracting negative histogram may…
This proposed A-share screen combines three filters: at least five moving averages converging, a positive but bounded return over ten days, and a dividend ratio above the stated level for 2019. The article presents convergence as a way to find stocks with…