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-selection rule combines valuation filters with short-term technical signals. It screens Shenzhen main-board shares for positive price-to-earnings and price-to-book ratios below stated upper bounds, RSI below 65, and a shrinking negative MACD…
This stock-selection idea combines three filters: daily range relative to an average true range measure, a large single-day gain within the recent 25 trading days, and a weekly moving-average crossover intended to identify a longer-term uptrend. The…
This post describes an equity screen requiring MACD to be above its zero line, a two-day high condition, market capitalization below a stated ceiling, and positive net profits over five years. It discusses the rationale for combining a momentum-style…
The post outlines a Chinese equity screening rule that combines metaverse-sector membership, positive institutional flow, and a condition based on rolling 20-period lows and closes. It describes the price condition as a way to find comparatively low prices,…
This Chinese stock-selection note proposes screening for shares with turnover between 3% and 12%, three consecutive declining sessions, and circulating market capitalization above 10 billion yuan. It frames the filters as a combination of trading activity,…
This Chinese equity screening idea combines reported net profit growth, an estimate of current buying interest, and a history of limit-up moves. Its stated criteria require buying activity above 5%, year-over-year net profit growth above 20% and no more than…
This note describes a Chinese stock selection screen combining daily price range, a history of limit-up moves, and a rising 30-day moving average. It selects shares whose high-to-low range exceeds 1% of the previous close, that recorded at least two…
The document describes a stock screen requiring price amplitude above 1%, turnover greater than 2% and below 9%, and a 2019 dividend payout ratio above 25%. It presents amplitude and turnover as measures of market activity and uses the historical payout…
This proposed Chinese mainland equity screen selects main-board stocks with a 14-period RSI below 65, a daily gain above 1%, and turnover between 3% and 12%. The accompanying examples show how to calculate RSI and daily returns, filter for listed shares…
This A-share screening recipe combines three conditions: daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and return on equity above 15% for five consecutive years. It is intended to pair a price-movement filter with a…
This note describes an A-share stock screen focused on the metaverse industry. It selects stocks with a volume ratio above 1.5 and below 6, a reversal-pattern measure above 0.5, and market capitalization between 1 billion and 10 billion yuan. The article…
The document describes an A-share stock screen combining three technical conditions: price amplitude above a threshold, MACD below zero two days earlier, and the 20-day moving average above the 120-day average. The moving-average relationship is intended to…
The document proposes a short-term stock screen combining three conditions: daily amplitude above 1, upward movement or divergence in moving averages, and appearance on the previous day’s 龙虎榜, a list of stocks with notable trading activity. It frames the…
This A-share screening rule requires turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and at least one session with a gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…
This intraday A-share screen selects non-ST stocks with price amplitude above 1, ranks candidates by the day’s opening auction amount, and keeps the top five before 10 a.m. It also cites a “five-step limit-up” condition, expressed as a sequence of rising…
This A-share screening method combines three price-based conditions: RSI below 65, seven consecutive sessions with down candles, and a positive gain below 35% over the latest 10 sessions. The document explains the intent as filtering for stocks that have not…
This post outlines a Chinese stock screen requiring turnover within a specified band, a daily gain above a threshold, main-board listing, and minimum company size. Its stated rationale is to focus on actively traded stocks that are rising while avoiding very…
This post describes a stock selection screen for Chinese equities. It selects stocks with a daily high-low range above a threshold, positive afternoon large-order net inflow, and exclusion of the STAR Market. It treats a wide range as a sign of greater price…
This Chinese equity screen looks for stocks associated with the robotics concept, with daily amplitude above 1%, circulating market value below 10 billion, and a close above the previous session’s low. The article explains the last condition as a possible…
This stock screen combines three conditions: turnover between 3% and 12%, a reversal pattern described as an engulfing move, and a short-term price average above a longer moving average. The accompanying examples outline how to filter for turnover, calculate…
This post describes a Chinese equity screen focused on companies classified in the metaverse theme. It selects shares whose relative volume falls within a specified band and whose MACD DEA line is rising. The post explains the volume condition as a way to…
This post proposes screening Chinese equities using a historical dividend measure alongside price activity: a stated 2019 dividend ratio above 25%, intraday amplitude above 1, and a 9:25 price rise below 6%. It frames the combination as a way to find active…
This short-stock-screening strategy selects shares with daily amplitude above a threshold, apparent control by major traders on the previous day, and a high ranking by net large-order volume. The rationale is that amplitude indicates price movement, the…
This equity screening proposal combines a price-amplitude threshold with institutional participation and positive net buying by major participants during the opening auction. Its final stated conditions specify amplitude above 1, institutional participation…