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.
12,140 documents
This stock selection rule screens Chinese A-shares for a daily high-low range above one percent, a newly formed KDJ crossover, and a positive daily MACD condition. The accompanying explanation treats the range as a sign of volatility, the KDJ cross as a…
This Chinese equity screening proposal selects stocks with MACD above the zero axis, a specified company-type condition, and a large product of price change and net volume from very large orders. The accompanying formula expresses the price-change and…
This Chinese stock-selection post proposes ranking companies by capital-flow strength and market attention, while limiting the universe to firms with market capitalization below 10 billion yuan and no losses. Its final suggested logic adds a return threshold…
This Chinese stock-screening note proposes finding main-board shares with a daily high-low range above 1%, at least one daily gain of 10% or more during the prior 25 trading days, and a current-day gain above 1%. It frames these conditions as filters for…
This Chinese stock-screening note describes a short-term filter for mainland equities. It starts with robot-related companies whose circulating market capitalization is below 10 billion yuan, whose daily high-to-low range exceeds 1%, and whose shares had…
This Chinese-language post describes a stock screen that combines a daily price-range condition, weekly MACD above zero, and year-over-year net profit growth attributable to parent-company shareholders within a stated interval. It presents the combination as…
This Chinese-language post describes a stock screen requiring amplitude above 1, more than a year since listing, and daily MACD above zero. It presents the positive MACD condition as a sign of an upward price trend, while amplitude and listing age serve as…
This post outlines a simple Chinese stock screening idea: select stocks whose MACD is above zero, whose short-term moving averages are rising or spreading upward, and whose codes begin with 60. It presents indicator definitions, a screening concept, and a…
This article offers a discretionary framework for narrowing a watchlist around active Chinese market themes. It distinguishes an initiating leader, a later catch-up leader, a larger-cap trend anchor, and passive follower stocks. The suggested cues include…
The document examines whether CTA strategies that resemble their peers perform differently from more distinctive strategies. It defines a strategy distinctiveness index (SDI) using rolling return correlations to peer groups formed by clustering, then…
INERCIA_bars is a chart indicator that colors each price bar according to the size and direction of its price change relative to a user-supplied threshold, measured in points. Bars are blue when the rise exceeds the threshold, red when the fall exceeds it,…
This daily stock-selection screen combines a positive MACD reading, positive trailing earnings valuation, and alignment among moving averages. It lists averages from short to long horizons, spanning 5 to 250 trading days, and describes selecting stocks after…
This stock-screening idea combines a ranking by trading activity, a share-price filter near 18.5 yuan, and a shortening MACD histogram on a 15-minute chart. The post interprets stronger trading activity as greater market attention and a contracting negative…
This Chinese-language article describes an A-share screening rule combining turnover, a newly formed KDJ bullish crossover, and upward separation of moving averages. Its stated conditions use a turnover range of 3% to 12%, a KDJ cross, and a short moving…
This Chinese-language post describes a stock-selection screen using three conditions: amplitude above 1, rising bottoms, and turnover between 3% and 12%. It provides corresponding indicator logic for a Chinese trading platform and a Python example. The…
This brief description outlines a bullish Heikin Ashi engulfing setup. A candidate candle must close above the prior bearish candle’s high, while the Heikin Ashi open is above a 20-period EMA and that EMA is above a 30-period EMA. Two RSI filters, with…
The screen seeks Chinese stocks with RSI below a stated ceiling, positive main-fund flow on the prior day, and more than two limit-up sessions within ten days. The post frames recent limit-ups as a sign of strong price action and describes RSI and capital…
This A-share screening idea combines a positive MACD condition, upward separation of the day’s moving averages, and net buying pressure from the opening auction. The accompanying explanation treats MACD and moving averages as signals about price direction,…
This Chinese stock-screening example selects main board shares when MACD is above zero, the short and longer moving averages show an upward separation, and the stock’s daily gain exceeds 1%. Its example implementation uses 12- and 26-period exponential…
This document presents a long-only strategy that compares the daily close with a price from roughly six months earlier. It enters when the close crosses above a level 44% higher than that reference price, then exits after about one year, described as…
This Chinese-language post outlines a stock screen for companies in the metaverse concept category. It selects stocks whose price is above the five-day moving average and that appeared on the prior day’s trading leaderboard. The post gives equivalent…
This Chinese equity screen combines three conditions: daily price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a positive product of price change and a large-order volume measure. The stated rationale is…
This article proposes a Chinese stock screen requiring price amplitude above 1, three technical indicators to produce bullish crosses, and an opening auction return between −2% and 5%. It frames the opening move as an additional filter on stocks selected by…
The post describes a proposed A-share screen combining at least five overlapping moving averages with a positive but limited ten-day price gain during 2021. Its stated rationale is to find stocks with relatively aligned averages and room for further…