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 document describes a Chinese stock screen combining daily price range, a turnover measure adjusted by the ratio of current auction volume to prior-day volume, and evidence of a recent limit-up move. It frames these inputs as signs of active trading,…
This community post outlines a Chinese stock-selection idea that ranks shares by a measure of capital strength, looks for a morning-star pattern associated with a bullish reversal, and limits the 9:25 a.m. price gain to below 6%. The author presents capital…
This stock selection rule screens Chinese metaverse-related equities for actual turnover between 3% and 28% two sessions earlier, alongside a seven-session sequence of declining closes. The post gives both a formula-style condition and a Python example, and…
This Chinese-language post describes a stock selection screen based on three market conditions: daily price amplitude above a threshold, turnover between specified bounds, and a weekly bullish signal. The rationale is that more active, volatile stocks may…
This Chinese-language weekly report presents a cautious near-term market view after large-weight industries weakened relative to smaller industries. It describes an industry allocation signal favoring market-cap-weighted exposure, which would reduce exposure…
The proposed screen selects main-board Chinese stocks in the metaverse sector based on two short-term conditions: turnover above 8% on the prior day and a gain above 1% today. The document gives a concise description of the rule and reference formulas, then…
This brief indicator description presents Kalman-filter velocity as a smoothed measure of price momentum. Its multi-timeframe version adds three higher-timeframe views beyond the standard chart intervals available in MetaTrader 5: the first, second, and…
This proposed A-share screen first limits the universe to stocks classified in the metaverse theme, then applies a pre-open price-change ceiling and requires three moving-average crossover conditions among the 5-, 10-, and 20-day averages. The intended…
This short stock-screening post combines a moving-average condition with rankings for trading activity and market attention. It proposes selecting equities where the 20-day moving average is above the 120-day average, then ordering candidates by a…
This research review examines momentum in China’s A-share market as institutional ownership and analyst attention have grown. It compares traditional lookback returns with measures that account for price paths, remove limit-up days, use earnings announcement…
The document describes a stock screen combining a minimum daily amplitude, MACD above zero, and a bounded ratio involving the previous day’s turnover rate, the current auction’s buy volume, and the prior day’s volume. It presents the screen as a way to find…
The screen selects listed Chinese A-shares with turnover between 3% and 12%, market capitalization below 10 billion yuan, positive income, and a positive daily MACD reading. The accompanying explanation interprets turnover as a filter for market activity,…
This indicator combines a fractal adaptive moving average (FRAMA) with volatility bands and a three-state momentum display. It estimates price-path roughness from ranges over two halves of a lookback window: smoother, directional movement raises the…
This A-share screening approach selects stocks with daily amplitude above 1, RSI below 65, and a daily percentage change below 2.6% but above -5%. The document frames the amplitude condition as finding stocks with notable price movement, while the RSI filter…
This A-share screening idea combines three conditions: RSI below 65, MACD above its zero line, and at least two limit-up moves within a 500-day lookback. The document interprets the RSI filter as avoiding overly heated conditions, the MACD condition as…
This selection method screens for stocks with amplitude above 1 and more than one year since listing, then ranks qualifying names by individual-stock heat and takes the top n. The accompanying rationale is that larger price movement may indicate market…
The proposed stock screen combines three conditions: amplitude above 1, at least one daily gain of 10% or more within the previous 25 trading days, and company scale above 200 million. The text frames these as filters for active price movement, recent…
This stock-selection idea combines a turnover filter, a recent price-limit event, and MACD. It selects shares with turnover between 3% and 12%, at least one limit-up during the previous 25 days, and a MACD value below zero two days earlier. The accompanying…
This post proposes ranking Chinese equities by capital-flow strength while filtering for company scale and repeated limit-up sessions within a recent period. The rationale is that stronger flow may indicate investor attention, larger companies may be more…
This post outlines a Chinese equity screen that combines an amplitude threshold, a proxy for institutional buying, and a recent large daily gain. The intended logic is to find volatile stocks attracting institutional interest that have also shown a strong…
This Chinese-language post describes an equity screen combining a positive MACD reading, upward-moving short-term averages, and a measure intended to capture strong investor control or positioning on the prior day. It presents the conditions as signs of an…
This stock-screening rule combines three conditions: RSI below 65, positive price-to-earnings value, and the 20-day moving average above the 120-day average. The moving-average relationship acts as a broad trend filter, while RSI places an upper bound on the…
This document describes a stock screen requiring RSI below 65, a daily gain greater than 1%, main-board listing, and a weekly price move above the 30-week moving average. The rationale combines a recent price advance and a moderate RSI reading with a…
This document proposes screening Chinese stocks in the beverage and alcohol import-export sector using turnover between 3% and 12% and a negative MACD reading from two days earlier. The author frames the turnover band as a way to focus on stocks with…