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.
29,558 documents
This analysis uses estimated institutional Bitcoin ETF cost bases to map how drawdowns could push holdings underwater and potentially amplify selling. It presents scenarios from current prices through a 30% decline, arguing that stress rises nonlinearly…
This Chinese-language post outlines a stock selection screen that ranks companies by a capital-strength measure, filters for a limit-up event within the prior 25 days, and restricts market capitalization to below 10 billion yuan. It interprets strong inflows…
The document discusses why a strategy's historical backtest may select different securities or rebalance on different dates than a submitted simulation. It describes cases where simulation begins between scheduled rebalances or after a rebalance close, and…
This Chinese-language post proposes a main-board stock screen using RSI below 65, a daily gain above 1%, and a closing price of 18.5 yuan. It frames RSI as a way to find stocks with potential for a rebound and the positive daily move as a sign of near-term…
The document describes a MetaTrader tool for inspecting custom indicators and generating alerts without editing their source. Its Explore mode samples indicator buffers and shows how often each contains values, helping distinguish continuous lines from…
This stock screen selects shares with turnover from 3% to 12%, three consecutive declining sessions, and a relative-volume reading between 1.5 and 6. The rationale is to find actively traded stocks whose prices have recently weakened, describing them as…
This stock screen combines turnover between 3% and 12%, a positive ten-day gain below 35%, and a 15-minute MACD histogram whose negative bars are shortening. It uses the improving histogram as a timing signal within stocks that have already shown some recent…
This stock-selection approach screens for turnover between 3% and 12%, three consecutive declining sessions, and membership in selected industries, with military-related and high-technology companies given as examples. It combines a trading-activity filter…
This post proposes selecting stocks classified in the metaverse sector that appeared on the previous day's trading leaderboard and have a nonempty name for an outstanding convertible bond. It frames recent leaderboard activity as a short-term attention…
This post describes a simple stock selection screen combining a 14-period Relative Strength Index below 65, membership in a beverage and alcohol import-export industry category, and a positive price-to-earnings ratio. The RSI condition is intended to capture…
The article examines how global equities, bonds, commodities, and diversified long-short style premia behave across economic growth, inflation, real-rate, volatility, and liquidity regimes. It constructs standardized macro indicators from U.S. economic and…
The article describes a Chinese equity screening idea that combines three conditions: at least five moving averages converging, a circulating share count no greater than 5.5 billion shares, and market capitalization below 10 billion yuan for companies…
This document presents a monthly directional timing system intended to limit risk while maintaining market exposure. It combines an eight-period Ehlers Supersmoother with a 40-period simple moving average. The system enters or maintains a long position when…
The document describes a script for calculating a position size from either a percentage of account value or a fixed risk amount and a user-entered stop-loss distance. For forex, it adjusts a four-digit pip input for five-digit broker quotes. For non-forex…
The document describes a MetaTrader expert advisor that can trade signals from the Stochastic oscillator across as many as four configured financial symbols. Inputs let the user enable or disable each symbol, specify symbol names, set stop-loss and…
The document argues that long-term investing depends heavily on temperament and a repeatable personal system. It identifies habits that can undermine decisions, including constant price checking, reacting strongly to losses, chasing quick gains, comparing…
A VeighNa community exchange explains how to handle overnight positions when using a DA interface. The response recommends scheduling a system restart after the overseas exchange closes, then starting the strategy again without removing and re-adding it. The…
This stock selection approach combines three filters: daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and an increase in institutional holdings relative to float shares. The document presents the crossover…
This stock-selection idea combines three conditions: MACD is above zero on the current day, a prior-day condition described as main-force control is met, and MACD was below zero two days earlier. The proposed interpretation is that the positive current…
This brief describes a trade-management tool that closes positions associated with the chart's symbol when their combined profit or loss reaches configured thresholds. It treats positions for that symbol separately from positions in other symbols, and…
This note describes a technical screen for stocks in the metaverse theme. It looks for simultaneous bullish crossovers in MACD, KDJ, and DMI, together with a minimum daily high-low range relative to the prior close. The final stated threshold is above 0.8,…
This short-term A-share screen looks for stocks with an intraday range above 1%, relative volume between 1.5 and 6 times its five-day average, current volume above 10,000 lots, and an open at the session low. The article interprets these filters as seeking…
This stock-selection screen combines three conditions: at least five moving averages converge, the tradable share count is no more than 5.5 billion shares, and the stock has hit its daily upper price limit more than twice within ten days. The stated…
This strategy trades the DAX on five-minute bars, opening positions during a specified morning window. Long entries require TEMA to turn upward while smoothed Directional Indicator values rise from below zero; shorts use the inverse conditions. It limits…