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
The article explains the Fear and Greed Index as a gauge of cryptocurrency investor sentiment. It describes a scale where low readings represent fear, high readings represent greed, and a midpoint is neutral. The Alternative.me crypto index is described as…
This document describes a Chinese equity screening rule that combines turnover between 3% and 12%, at least one limit-up move in the prior 25 days, and return on equity above 15% for five consecutive years. It frames the conditions as a way to find actively…
The document describes a Chinese equity screen that combines daily price range, a history of limit-up moves, and a ranking by a measure labeled fund strength. Its stated rules look for stocks with an amplitude above 1%, at least two limit-up events during…
This Chinese-language post describes a daily stock screen using three conditions: MACD above its zero line, share price below a stated threshold, and no limit-up close on the previous day. It says screening is scheduled before the market opens. The rationale…
The document outlines an equity screening rule for stocks whose codes begin with 60. It first requires the high-to-low range, divided by the previous close, to exceed 1%, then ranks qualifying stocks by the day’s auction amount and selects the top five. The…
This MetaTrader 5 expert advisor evaluates price action on each new bar and trades three patterns: pin bars, engulfing candles, and inside bar breakouts. It can check signals against historical support and resistance, and its configurable moving average…
This Chinese stock screen selects main-board shares with daily amplitude above 1%, a closing price above the five day moving average, and a daily gain greater than 1%. The article describes amplitude as a way to find volatile candidates and the price and…
This Chinese equity screening note combines a turnover band of 3% to 12% with a positive product of the daily price change and large order net volume. It also requires a bullish ordering of five moving averages, from the five day average above the ten day…
This article describes a stock-selection screen that combines a favorable company profile with RSI below 65 and shrinking negative MACD histogram bars on a 15-minute chart. The proposed interpretation is that contracting negative bars may signal a short-term…
This short note describes using the DeMarker indicator to identify divergences between price and momentum. The author’s method waits for a divergence to form, then uses the indicator’s move through the intervening swing level as confirmation: a cross above…
This Chinese-language article describes a stock screen that combines a metaverse-industry filter with a price condition around the ten-day moving average and a rising K value from the KDJ oscillator. Its example formula checks whether recent closing and…
This Chinese A-share screening idea selects stocks in the metaverse sector that had a limit-up event within the prior 25 days and whose short-term moving average is above a longer one. The post frames recent limit-ups as a signal of market attention and…
This A-share stock screen selects for daily price amplitude above 1%, at least one limit-up event in the prior 25 trading days, and prior-day auction turnover above 0.26. The document frames amplitude as a volatility filter, a recent limit-up as evidence of…
This A-share stock screen combines three conditions: daily price amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move during the past month. It treats volatility, a developing weekly…
The document proposes describing price movement with discrete first and second derivatives: velocity represents the rate of price change, while acceleration represents changes in that rate. It uses a car slowing before reversing as an analogy for a market…
This research review presents the frog-in-the-pan hypothesis: investors may respond less promptly to a sequence of small, gradual price moves than to a similarly sized change concentrated in a few sharp moves. It describes an information-discreteness measure…
This A-share screening rule combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a prior-day 9:15 matching price at or below the referenced limit price. The document interprets positive MACD as an upward trend cue, positive P/E…
This A-share stock selection idea screens for turnover within a specified band, seven consecutive down days, and circulating market capitalization above a stated floor. The article presents the conditions as a way to identify stocks that have fallen…
This note describes a Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It presents the conditions as a way to find active stocks with a past burst of upward price…
The proposed Chinese stock screen first looks for shares with amplitude above 1%, a high equal to the maximum of the current and previous day, and non-ST status. It then applies a five-condition limit-up method: daily gain above 9.5%, turnover above 5%,…
The document builds a long-only stock strategy around Heikin-Ashi candles, which transform open, high, low, and close prices to smooth price movement. A long signal requires a bearish candle whose open equals its high, a larger body than the previous candle,…
This document proposes a Chinese stock screen requiring a reported position increase above 5%, a daily maximum decline between 4% and 5% in magnitude, and a 20-day moving average above the 120-day average. The intended combination looks for buying activity…
This document outlines a Chinese equity screening rule combining a daily price range of at least 1%, market capitalization below 10 billion yuan, positive net profit, and a weekly MACD reading above zero. It frames the range condition as a way to find more…
This document outlines a stock screen combining a positive MACD reading, upward-diverging moving averages, and a revenue ratio comparing 2021 with 2018 that must exceed 1.1. It also mentions using company fundamentals as supporting analysis. The accompanying…