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 document proposes an A-share stock screen requiring amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a weekly five-period moving average crossing above the ten-period average. The author frames these filters as a way to…
This document describes a Chinese A-share screening approach combining daily price movement, a newly formed KDJ crossover, and a ranking based on trading activity. Its stated rationale is that larger intraday ranges may offer more opportunity, a fresh…
This Chinese-language strategy note proposes screening stocks in a metaverse industry group when MACD, KDJ, and DMI indicators produce bullish crossovers together. It also applies a turnover filter. The discussion first gives a broader turnover interval,…
This document describes a stock screen using three conditions: daily amplitude above 1%, closing price below 20, and a rising MACD DEA line. Its referenced screening formula adds a minimum trading-amount filter and looks for DEA to cross above its prior…
This summary of a Chinese brokerage factor-monitoring report compares recent performance across equity factors using several views: long-only excess returns, long-short returns, information ratios, and relative strength over roughly six months. Factors…
This stock screen selects shares with daily amplitude above 1%, a positive return over ten days that remains below 35%, and previous-day turnover above 8%. The document interprets amplitude as a measure of market movement, the bounded return as a way to…
This stock-selection screen combines three technical conditions: daily amplitude above 1%, weekly MACD above zero, and at least one limit-up session within the previous 25 days. The document presents these as filters for volatility, positive trend…
The document describes an A-share stock screen combining a price-amplitude threshold, a nonempty name for an outstanding convertible bond, and more than two limit-up sessions within a recent ten-day window. It proposes ranking qualifying stocks by limit-up…
This stock screen selects securities whose daily high-low range exceeds one percent, whose ten-day price gain is positive but below 35%, and whose codes begin with 60. The article interprets the range condition as a volatility filter and the recent return…
This stock-selection rule combines three filters: amplitude above 1, a positive weekly MACD-style histogram, and a nonempty name for an outstanding convertible bond. The document frames the amplitude as a volatility condition, the weekly signal as evidence…
This stock-screening proposal combines a daily high-low range greater than 1%, a large-order net-flow measure, and a KDJ K-value change. It describes ranking candidates by KDJ change and frames the approach as a short- or medium-term technical screen. The…
This stock screen combines three filters: membership in the metaverse theme, a previous-day price at or above the 250-day moving average, and an external-to-internal trade volume ratio above 1.3. The article interprets the long moving average as a trend…
The document describes a Chinese equity screening idea that ranks stocks by capital-flow strength, then selects companies with no losses, market capitalization below a stated threshold, and more than two limit-up sessions in the recent ten-day window. It…
This article proposes a qualitative decision framework based on comparing broad market strength with the strength of individual stocks. It organizes conditions into four cases: when both market and stock are strong, favor stock exposure; when the market is…
This post outlines a Chinese equity screen combining daily price amplitude above 1%, a 2021 date condition, and three consecutive limit-up sessions. Its final stated criteria also require trailing price-to-earnings below 30 and price-to-book below 5. The…
This Chinese stock-selection example targets companies in the metaverse industry whose opening price is near or above a ten-day moving average and whose reported daily position growth exceeds five percent. The article frames the moving-average condition as a…
This Chinese stock-screening example combines three short-term filters: a daily high-low range above one percent, a large-order net-flow measure above a stated threshold, and an auction-related price change between negative two and positive five percent. It…
This Chinese-market stock screen selects shares whose daily high-low range exceeds a threshold, that did not close at the upper price limit on the previous day, and whose current-day return is positive. The stated rationale is to avoid very quiet stocks,…
This stock-selection approach combines a market-capitalization ceiling, positive profitability, recent limit-up activity, and a price-range condition. The stated idea is to find relatively small companies showing strong recent price action while excluding…
This stock screen combines three consecutive declining sessions with a daily price range above one percent and a stated turnover-rate band of two to nine percent. The document presents the conditions as a way to find shares with short-term downward momentum…
This stock-screening method combines positive MACD readings with an upward arrangement of short-term moving averages. The document describes MACD as a way to identify positive price momentum and compares five-day and ten-day averages as a simple trend…
This document describes an A-share stock selection screen combining daily price amplitude, a history of limit-up moves, and MACD above zero. It gives indicator conditions and a Python example using historical stock data. The intended idea is to focus on…
This short-term stock screen selects shares with amplitude above 1, ranks them by the day’s auction amount, keeps the top five, and requires positive net buying attributed to major participants. The article’s rationale is that large price movement and active…
This note proposes a short-term A-share screen based on daily price range, relative volume, and a ranking for net large-order flow. The written rule calls for amplitude above one, relative volume between 1.5 and 6, and a high large-order net-volume ranking.…