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 combines three filters: a reported measure of buying activity above 5%, the previous close above the 250-day moving average, and a market capitalization no greater than 10 billion yuan for companies without losses. The document…
This document describes a portfolio allocation overlay that uses rolling economic drawdown as a control target. It adjusts allocation weights using drawdown measured over a moving window while accounting for the time value of money, aiming to reflect…
The document proposes a short-term stock screen using four conditions: amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and an outside-to-inside volume ratio above 1.3. It frames range and volume as ways to find…
The document presents an extended version of a smoothed momentum MACD indicator with floating levels. It describes four ways the indicator can change color: when price crosses outer levels, crosses a middle level, changes slope, or crosses the zero level.…
The document describes a stock screen that combines daily amplitude above 1, a listing history longer than one year, and more than two limit-up events in a ten-day window. The rationale is that amplitude may indicate activity, while an established listing…
This post proposes screening stocks for a large daily trading range, a recent multi-session limit-up streak, and falling closing prices across the preceding trading days. It frames the rule as a technical screen for volatile stocks whose recent price action…
This post outlines an equity screening rule that ranks stocks by capital-flow strength, favors a short moving average above a longer one, and requires repeated limit-up sessions within a recent window. It presents turnover and volume ratio as possible ways…
This note describes an A-share stock screen combining price amplitude above 1, a KDJ reading below 20, and a reversal candle pattern. The accompanying explanation treats the filters as a way to find volatile stocks that may be turning upward. It suggests…
This indicator modification expands the TTM Squeeze from a single compression state to low, middle, and high levels. It compares Bollinger Bands with several Keltner Channel widths: the relationship between the bands identifies the compression state, while a…
This Chinese-language article outlines an equity screen using RSI below 65, circulating market value between 5 billion and 10 billion yuan, and exclusion of stocks that hit the daily price limit on the previous session. Its final stated selection logic also…
The document describes a Chinese equity screen that selects stocks with an amplitude above 1, an appearance on the previous day’s trading leaderboard, and at least one limit-up event during the prior 25 trading days. It interprets these conditions as proxies…
This document outlines a MetaTrader expert advisor built around a zero-lag momentum indicator. Its stated trade conditions require the fast and slow trends to align and the fast trend to change direction. The setup uses a higher timeframe to display the…
The post outlines an equity-screening approach for stocks in the metaverse industry. It combines simultaneous bullish crossovers from three technical indicators with a condition intended to identify a short-term improvement in the 15-minute MACD histogram.…
This document describes a variation on the MACD indicator that uses colored bars as entry and exit signals. The color of the MACD cloud represents the indicated trend direction, giving the display a visual way to interpret changes in the indicator. The text…
This document describes BlauCMI, an implementation of William Blau’s CMI ergodic oscillator, presented as a colored histogram. The indicator is framed around momentum, direction, and divergence, with histogram colors providing a visual display of its…
This proposed Chinese stock screen combines membership in a metaverse sector with a price-change cap of less than 6% and a rising DEA condition. The document gives formula references based on the 12- and 26-period exponential moving averages and a further…
This stock screen selects Chinese A-shares outside the Beijing market with turnover between 3% and 12%, then filters for an opening auction price change above -2% and below 5%. The document gives a formula-style expression and a Python example intended to…
This post proposes an A-share stock screen combining an RSI below 65, a positive product of daily price change and a proxy for very large order net volume, a limit-up event within roughly the past month, and a price-to-earnings ratio below 30. It describes…
This stock-selection approach combines three technical conditions: a daily high-low range above one percent, a newly formed KDJ bullish crossover, and an upward-sloping 30-day moving average. The article proposes using stocks that meet all three conditions…
This post presents a short-term Chinese equity screen that requires a 14-period RSI below 65, a daily gain above 1%, main-board eligibility, and a closing price at the highest level over a two-day window. It combines a momentum condition with a limited…
This post describes a short-term Chinese stock screen combining daily amplitude, a proxy for main-force control, and a run of at least three consecutive advances. It frames the conditions as a way to find volatile stocks with strong recent price action. The…
This Chinese A-share screening proposal combines three conditions: RSI below 65, upward-diverging moving averages on the current day, and at least two limit-up sessions within the preceding 500 days. The article presents the screen as a way to combine…
This stock-screening idea combines trading activity, recent price movement, and a qualitative early-uptrend condition. It selects shares with turnover between 3% and 12%, a positive ten-day gain below 35%, and a pattern described as the start of a major…
This A-share screening idea looks for stocks associated with the metaverse theme, a circulating share count no greater than 5.5 billion shares, and at least one limit-up day during the prior 25 trading days. The document frames the filters as a way to focus…