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 A-share selection rule looks for turnover between 3% and 12%, an opening price within 5% of the 10-day moving average of closing prices, and a positive return on the latest trading day. The article interprets these filters as selecting stocks with…
This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least two limit-up days within the prior 500 days. It also describes excluding suspended and special-treatment shares…
The article describes a Chinese equity screening rule using three filters: turnover rate between 3% and 12%, a positive 10-day gain below 35%, and free-float market value above 10 billion yuan. It presents the screen as a way to find relatively liquid,…
The document describes an indicator intended to flag possible entry points from candlestick formations, with the goal of reducing the attention required during fast, volatile scalping. The user selects either a bullish or bearish trend mode, and the…
This proposed equity screen selects stocks associated with the metaverse theme, a rising 30-day moving average, and at least one limit-up event during the prior 25 days. The document provides an indicator formula reference and a Python sketch for these…
This stock-screening proposal targets companies classified in the metaverse industry when the KDJ indicator has just formed a bullish crossover and the shares have recorded at least two limit-up sessions within the prior 500 days. It specifies selecting…
The document describes a momentum ratio oscillator that compares a current value with a previous value and smooths the resulting series through multiple exponential moving average calculations. It says the repeated smoothing creates a step-like response when…
This China A-share selection concept combines a moving-average trend filter, a size threshold, and a ranking by capital strength. It favors stocks whose 20-day moving average is above the 120-day average, treats size above 200 million as an eligibility…
This article describes a short-term China A-share screen based on three stated conditions: amplitude above 1%, evidence of main-force control on the prior day, and ranking among the top five by the current day’s auction amount. The intended idea is to find…
This daily report summarizes an RSRS-based market timing model for major Chinese equity indices on April 7, 2020. The model retained bullish views on the Shanghai Composite, CSI 500, and ChiNext, while taking a more cautious stance on the SSE 50 and CSI 300.…
The article proposes a Chinese equity screening rule that combines at least five overlapping moving averages, a 20 day average above the 120 day average, and a positive 10 day return below 35%. It interprets these conditions as alignment across time horizons…
The document describes an equity screening rule that combines positive MACD, a share price below 12 yuan, and a control strength measure above 21. It defines control strength from the close’s position within the day’s high–low range, then averages that…
This screening example targets beverage and alcohol-related stocks with turnover between 3% and 12% and a positive ten-day price gain below 35%. It presents turnover as a measure of trading activity, the industry classification as a way to define the…
This proposed stock screen combines turnover between 3% and 12% with a condition involving the product of daily price change and large-order net flow, a rising K value from the KDJ indicator, and additional trend and market-cap filters in the formula…
This proposed stock screen combines MACD above its zero line, year-over-year net profit growth above 20% and at most 100%, and revenue in 2021 more than 1.1 times its 2018 level. The discussion interprets these conditions as a mix of price trend, recent…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, main-board listing, and a circulating market value between 5 billion and 10 billion yuan. The accompanying discussion presents the filters as a way to combine price strength with…
The post describes a Chinese A-share screen requiring amplitude above 1 and a ten-day return above zero but below 35%, while excluding Beijing-listed shares. It interprets amplitude as a sign of volatility and the return band as a way to avoid both falling…
This Chinese equity screening idea looks for stocks with strong capital activity, a daily maximum decline between 4% and 5%, and a shortening MACD histogram below zero on a 15-minute chart. It interprets the narrowing negative bars as weakening downward…
This note describes a short-term Chinese equity screen combining amplitude above 1, a 9:25 price gain below 6%, and a positive change in the KDJ K value. The stated rationale is to find volatile stocks showing improving technical momentum, with stable…
This Chinese A-share screening strategy combines three technical conditions: daily amplitude above the stated threshold, the latest close moving above a five-session average, and a recent limit-up event within roughly one month. The accompanying explanation…
Stochastic RSI applies a stochastic calculation to RSI, and the note describes six possible forms based on the lengths chosen for the stochastic calculations and smoothing. Depending on those settings, the result can behave as a simple RSI, a smoothed RSI, a…
The document describes a Chinese A-share screening idea that combines a positive MACD condition with a low share price and a limit on circulating shares or market value. It says screening is performed before the trading day, and presents both…
This note describes a technical screen for stocks whose MACD is above zero, whose best bid volume exceeds best ask volume, and whose 30-day moving average is rising. The combined conditions are intended to capture positive trend direction and near-term…
This note describes a Chinese A-share stock screen combining three conditions: more than two limit-up sessions in the prior ten days, circulating market capitalization above 10 billion yuan, and a price-movement threshold labeled as amplitude greater than…