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 stock-screening rule selects shares whose daily high-low range exceeds one percent, whose KDJ indicator has just formed a bullish crossover, and whose K value is below 20. The post interprets the range condition as evidence of substantial volatility,…
This research framework measures crowding in equity industries using price and trading activity. It groups candidate indicators into trend-oriented measures, including price deviation and moving-average dispersion; supplementary measures such as turnover,…
This document describes a Chinese equity screen requiring a sizable trading range, at least one daily gain of 10% or more during the recent 25-session window, and exclusion of Beijing-listed A shares. The idea combines a volatility condition with evidence of…
This post describes a Chinese A-share stock screen combining three conditions: daily amplitude above 1%, a closing price of 18.5 yuan, and a positive MACD value. It frames these as a volatility filter, a fixed-price constraint, and a momentum or trend…
The document outlines a stock-selection screen that ranks companies by money-flow strength, requires a dividend payout ratio above 25% in 2019, and selects stocks whose 30-day moving average is rising. It interprets stronger money flow as investor attention,…
The document outlines BBMA, a trading approach combining Bollinger Bands and moving averages, and names several signal groups: candlestick direction patterns, extreme conditions and low-volume observations, momentum and re-entry, and a zero-loss zone. Its…
The document introduces the Stochastic MACD oscillator, described in an article by Vitali Apirine in a 2019 issue of Technical Analysis of Stocks & Commodities. The indicator combines the stochastic oscillator with MACD and is presented as a momentum…
This post describes a daily stock screen using three conditions: MACD above zero, share price below 12 yuan, and a bounded price change. The explanatory text gives the change range as -5% to 2.6%, although the headline abbreviates the condition as a gain…
This Chinese-language post outlines a daily A-share screening rule focused on the metaverse sector. It selects stocks whose indicated gain by 9:25 is below 6%, ranks eligible names by the current day's auction amount, and keeps the top five. The post…
This stock-selection rule screens companies classified in the metaverse industry, requires the prior day’s actual turnover rate to fall between 3% and 28%, and looks for a weekly close crossing above its 30-week moving average. The rationale is that the…
The document describes an implementation of William Blau’s Ergodic MDI Oscillator, an indicator associated with momentum, direction, and divergence analysis. Its output is presented as a colored histogram, with the signal line represented by a colored cloud.…
The document describes a Chinese equity screening idea that combines a large daily range, a prior-day opening auction price at the limit-down level, and a rising-bottom condition. Its final version adds a price-to-earnings threshold and volume above the…
This stock screening proposal ranks candidates by relative volume, which the source describes as a proxy for capital activity, and filters for turnover above 8% on the prior day. It also keeps stocks whose price change at 9:25 is below 6%, aiming to avoid…
This indicator combines chart annotations and signals intended to support intraday analysis. It can show the previous candle’s range, ATR and its exponential average, current session high and low, the midpoint of that range, and the previous day’s high and…
This event study examines how Chinese A-share prices behave around formal earnings reports, especially when companies previously issued earnings forecasts. It compares reported results with forecast ranges and groups companies by forecast category or by the…
This article proposes a Chinese equity screen combining price movement and fundamental filters. Its initial conditions look for stocks with intraday amplitude above one, a positive weekly MACD bar, and a daily low roughly 4% to 5% below the prior low. The…
This Chinese A-share screen combines membership in a metaverse sector with turnover above 8% on the prior day and a three-session limit-up pattern. The article presents the sequence as a way to focus on a hot theme and stocks attracting unusually strong…
This indicator modifies the stochastic oscillator by displaying the difference between its smoothed %K and %D lines as a histogram. The calculation first derives fast %K from the applied price's position within the recent high–low range, then applies a…
This report compares groups of Chinese equity factors across industries, focusing on cash flow, valuation, size, momentum, liquidity, volatility, beta, and alpha. Its stated findings come from portfolio net value behavior, industry-level results, ranking…
The document presents a short-term stock screen combining price amplitude, a rising moving-average condition, and a return measure multiplied by relative trading volume. It interprets larger amplitude as evidence of active price movement, rising averages as…
The document introduces the Trend Continuation Factor (TCF), an indicator based on an article by M. H. Pee. Its stated purpose is to identify whether a trend is present and determine its direction, helping traders avoid holding positions against the…
This Chinese equity screen combines three signals: daily trading range relative to closing price, a weekly five-period moving average above the ten-period average, and at least one large daily gain in the recent 25 trading days. The article presents the…
This proposed Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event during the preceding 25 days, and a previous close above its 250-day moving average. It combines a liquidity or activity range with a recent…
This Chinese-language post proposes screening mainland Chinese stocks using an RSI below 65, a daily gain above 1%, and a main-board listing. It adds a liquidity condition: yesterday’s turnover rate multiplied by today’s opening-auction volume divided by…