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.
29,558 documents
This Chinese-language stock screener combines three signals: a shortening green MACD histogram on a 15-minute chart, net buying by large orders during the afternoon, and a daily increase in holdings above the stated threshold. The explanation interprets…
This document describes a Chinese stock screening rule built around trading activity and share supply. Its initial description specifies turnover between 3% and 12%, a circulating share count no greater than 5.5 billion, and a volume ratio above 1.5 but…
This short-term stock screen combines turnover, opening price, and recent price direction. It selects shares with turnover from 3% to 12%, an opening price within five percent of the 10-day moving average, and three consecutive declining closes. The…
This stock-screening approach combines price position relative to five moving averages, turnover, and trend. The stated final rules require the closing price to be above the 5-, 10-, 20-, 60-, and 120-day averages, turnover between 2% and 9%, and a rising…
The article outlines a stock-selection screen requiring a reported daily position increase above 5% and weekly MACD above its zero line. It also includes a 2021-related condition in its initial description, but the later proposed final rules omit that…
This equity screen combines a range-based volatility condition with a Bollinger Band position: the close must fall between the middle and upper bands. It also applies a historical return requirement, described as favoring stocks with positive past…
The document describes a stock selection screen based on clustering among several moving averages, a specified share price, and a limited price rise by the 9:25 a.m. observation. It argues that these conditions may identify stocks with comparatively stable…
This stock screen starts with Shanghai-listed shares and compares 2021 revenue with 2018 revenue, requiring growth above a stated threshold. Its final proposed criteria add a market-cap range, growth in net profit over the same period, a price-to-earnings…
This note proposes screening Chinese equities by turnover, circulating share count, and the opening price relative to the 10-day moving average. The initial description uses a 3%–12% turnover range, a circulating share cap of 5.5 billion shares, and an…
This note describes a Chinese equity screen that combines a market-value ceiling of 10 billion yuan, a history without losses, company type, and a ranking by capital-flow intensity. It explains capital-flow strength as a measure of investor attention, while…
This screening proposal selects Chinese shares with turnover between 3% and 12%, a Dragon-Tiger List appearance on the prior day, and weekly MACD above zero. The list appearance is used as a proxy for market or institutional attention, turnover bounds impose…
This proposed Chinese equity screen combines three filters: at least five moving averages clustered together, a limit-up event within the prior 25 days, and a dividend ratio above 25% for 2019. The article associates moving-average clustering with…
This stock screen combines a turnover range of 3% to 12%, an appearance on the previous day’s trading list, and a closing price above the previous day’s low. The document presents these conditions as a way to identify actively traded stocks while using the…
This Chinese stock screen selects companies associated with robotics, with a turnover rate between 3% and 12%, circulating market value below 10 billion yuan, and a positive daily MACD reading. It also describes sorting qualifying stocks by closing price.…
The document describes an expert advisor that opens trades after identifying candlestick patterns associated with bullish reversals. It reports that the system was tested on daily charts, but gives no details about the patterns, entry or exit rules, test…
This Chinese equities screen combines a market capitalization ceiling of 10 billion yuan, positive profitability, beverage manufacturing industry membership, and a MACD reading above zero. Its detailed screening examples add conditions involving return on…
This Expert Advisor uses one of two CCIT3 indicator variants to generate directional trades. It opens a buy after the indicator crosses above zero and a sell after it crosses below zero, using the previous bar’s value for the signal. The indicator…
This Expert Advisor builds several price patterns at different historical depths from tick movements. It encodes each pattern as a binary sequence according to whether each sampled price rose or fell, then tracks virtual trades for pattern configurations and…
This Chinese A-share screening proposal combines three filters: at least five moving averages converge, the stock has an outstanding convertible bond identified by a nonempty name, and its return over the latest ten days is positive but below 35%. The…
This Chinese equity screen selects stocks with turnover between 3% and 12% that meet a reversal-pattern condition, while excluding categories described as the STAR Market. The accompanying formula expresses exclusions through a list of industries, applies…
This Chinese equity-screening proposal ranks stocks by capital strength, using measures such as trading value or turnover, and focuses on companies with market capitalization below 10 billion yuan that are not loss-making. The initial discussion refers to…
This Chinese stock-screening note proposes selecting main-board shares with turnover between 3% and 12%, a robotics theme, circulating market value below 10 billion yuan, and positive afternoon net flows from large orders. Its stated rationale is to combine…
This Chinese A-share screening note combines a current-day turnover band with a reversal-style candle condition and a constraint on the previous day’s turnover. Its stated screen selects stocks with turnover from 3% to 12%, a prior-day turnover above 3% and…
This document outlines a stock screen using three conditions: today's position increase share above 5%, a circulating market value between 5 and 10 billion yuan, and a shortening MACD histogram on a 15-minute chart. It interprets rising investor positioning…