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 proposed equity screen combines a reported daily increase in holdings with a bullish moving-average signal and a historical date restriction. The stated conditions are a holdings increase above a threshold, a five-period weekly moving average crossing…
This A-share stock screen combines a KDJ golden-cross signal with a 2019 dividend payout ratio above 25% and a ranking by capital intensity. The document describes the cross as a possible indication of upward price momentum, the payout filter as a…
This A-share screening method ranks stocks by capital intensity, then selects those whose closing price is between the Bollinger middle and upper bands. It also requires a positive 10-day return below 35%. The document presents these filters as a way to…
This Chinese equities screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a daily increase in holdings above 5%. The article describes the holdings increase as a measure of capital inflow and…
This proposed mainland China stock screen combines turnover between 3% and 12%, appearance on the prior day’s trading leaderboard, and a gain greater than 1% for a main-board stock on the current day. It aims to identify actively traded names that have…
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-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 note describes a short-term A-share screening rule that combines trading activity, opening-price location, and a rising KDJ K value. It selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average of closing…
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…
This document presents a thematic screen for stocks associated with the metaverse. It combines turnover in the 3% to 12% range with a price reversal condition, described in the screening expression as a close crossing above a moving average after being at or…
TANGO is described as an arrow indicator that uses divergence and convergence in the Relative Strength Index, with RSI calculated from closing prices. The note identifies the indicator’s author and says an initial MQL4 implementation was published in 2009.…
This note outlines a Chinese stock screen requiring today’s increase in holdings to exceed 5%, weekly MACD to remain above zero, and market capitalization to be below 10 billion yuan. The author reads the first condition as active buying, the MACD filter as…
This stock-selection note describes a momentum screen for Chinese A-shares. It combines a ranking by capital strength, exclusion of special-treatment stocks, selection before 10 a.m., and a requirement that a stock recorded more than two limit-up days in the…
This stock screen combines a historical dividend-ratio threshold with two technical conditions: RSI below 65 and upward divergence among the day’s moving averages. Its stated rules use the 2019 dividend ratio, requiring it to exceed 25%. The article presents…
This proposed Chinese stock screen combines three filters: at least five moving averages converge, the KDJ indicator has just formed a bullish crossover, and the company has a market capitalization below 10 billion yuan with no losses. The article interprets…
This stock screen combines three conditions: rank stocks by volume ratio and keep the top 100, require a price below 12 yuan, and select stocks whose 30-day moving average is trending upward. The document presents these conditions as a way to find low-priced…
This Chinese stock screening post describes a momentum-oriented filter that looks for at least five moving averages to converge, current trading volume above 10,000 lots, a higher opening price, and more than two limit-up days within the preceding 10 days.…
This Chinese stock selection post describes a screen that ranks stocks by volume ratio and keeps the top 100, then looks for simultaneous bullish crosses in MACD, KDJ, and RSI. It also requires the 30-day moving average to be rising. The post interprets high…
This stock screen requires at least five moving averages to overlap, the 20-day average to be above the 120-day average, and the 15-minute MACD histogram’s negative bars to be shortening. The explanation interprets the overlap as relative price stability,…
This stock screen combines three conditions: a rising 30-day average, company scale above 200 million, and today’s position-increase ratio above 5%. The accompanying explanation treats the moving average as a trend filter, the scale threshold as a liquidity…
This stock screen looks for at least five overlapping moving averages, turnover between 2% and 9%, and a positive ten-day return below 35%. The article interprets the combined filters as a way to find shares with aligned short- and medium-term trends,…
This stock selection method combines a daily increase in reported position holdings above 5% with three technical signals: RSI, the Bollinger middle line, and a moving average crossover. Its final rules narrow RSI to between 50 and 70, look for price…
This stock-selection rule looks for daily turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a bullish moving-average configuration. Specifically, the 5-day average must have crossed above the 10-day average, while the…
This proposed Chinese stock screen combines three filters: market capitalization below 10 billion yuan, no reported losses, and a measure of today’s increased holdings above 5%, while excluding stocks that hit the daily limit yesterday. The accompanying…