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 screening idea selects stocks with a MACD line above zero, high relative investor attention, trading volume above a stated threshold, and an opening price above the previous close. The screen is run after the daily close. Its rationale is to…
This post describes a Chinese A-share stock screen based on three conditions: price amplitude above one percent, a nonempty name for an outstanding convertible bond, and at least one daily gain of ten percent or more during the previous 25 trading days. It…
This document describes a short-term Chinese stock screen combining a daily amplitude threshold, several moving-average crossovers, and a requirement that the stock had three consecutive limit-up sessions the previous day. The proposed rationale is that…
This document describes a stock selection screen combining three conditions: prior-session price range greater than 1%, the current open within 5% of the 10-day moving average, and turnover above 60 million. It presents the conditions as indicators of recent…
This document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a positive 10-day price return below 35%. It frames turnover as a measure of…
The post proposes a stock-selection screen based on three conditions: RSI below 65, seven consecutive declining sessions, and previous-day turnover above 8%. It frames RSI and the run of down sessions as technical filters, with turnover as a measure of…
The post proposes a short-term stock-selection rule combining daily amplitude, the 9:25 price gain, and a product of price change and a large-order net-flow measure. It screens for stocks with amplitude above one, a 9:25 gain below six percent, and a…
This post outlines a Chinese equity screen for stocks classified in the metaverse industry. It ranks candidates by the day’s opening-auction amount, keeps the top five, and restricts the auction price change to between -2% and 5%. The post gives…
This post describes a Chinese equity screen that selects stocks with a daily high-low range above 1%, at least two apparent limit-up moves over the preceding 500 days, and prior-day turnover above 60 million. It presents both indicator-style conditions and a…
RocketRSI is described as a variant of the Relative Strength Index that accumulates upward and downward changes in a filtered price momentum series instead of relying on averaged gains and losses. A Super Smoother filter is applied first, and the resulting…
This stock-selection recipe screens mainland China main-board shares using three conditions: RSI below 65, a daily gain above 1%, and a 9:25 change below 6%. The author presents the RSI threshold as a way to find shares with room to rebound, the positive…
This Chinese-language post describes a stock selection screen combining three conditions: RSI below 65, the day’s volume above 1.05 times the prior day’s volume, and the absolute move from the previous close to the opening price below 6%. It frames the…
The document presents a short-term stock screen combining daily price range, positive large-order net volume over several consecutive days, and a stock-code prefix. Its stated final conditions are amplitude above one, net volume above 0.05 for at least three…
This proposed Chinese stock screen combines turnover between 3% and 12% with a positive product of the day’s price change and net large-order flow, plus daily position growth above 5%. The article presents the product as a way to relate the direction of…
This post outlines a daily, after-close stock screen combining positive MACD conditions with beverage import and export data, then ranking qualifying shares by market attention. Its rationale is that MACD may indicate upward momentum, while attention and…
This Chinese-language post proposes a daily stock screen combining price amplitude above 1%, a controlling-shareholder measure above 21%, and an upward relationship between short and longer moving averages. Its examples describe the moving-average condition…
This document describes an A-share momentum screen requiring turnover from 3% to 12%, a rising DEA indicator, and a daily price gain above 1%. Its stated rationale is to combine recent price direction with a turnover filter representing trading activity. It…
This Chinese equity screen looks for stocks whose codes begin with 60, whose daily high-to-low range exceeds 1% of the opening price, and whose weekly candle is bullish, meaning the weekly close is above the weekly open. The article’s example also sorts…
This Chinese equity screen selects stocks associated with the robotics theme, with a stated free-float market value below 10 billion yuan and daily turnover between 3% and 12%. It also requires the current day’s low to be below the prior day’s low, then…
The document presents a MetaTrader implementation of the Variable Index Dynamic Average (VIDYA). It starts with an EMA-style smoothing factor derived from the selected EMA period, then scales that factor by the absolute value of a Chande Momentum Oscillator…
This Chinese equity selection proposal filters for stocks with daily amplitude above one percent, at least two limit-up events within the past 500 days, and a positive ten-day return below 35 percent. The rationale combines recent positive momentum with…
This proposed Chinese equity screen combines three conditions: daily amplitude above one percent, large-order net inflows during the afternoon, and membership in metaverse-related themes such as virtual reality, gaming, or digitalization. Its rationale is…
This weekly market note links macro conditions, Bitcoin exchange-traded fund flows, spot momentum, and options positioning. It reports that diminishing outflows from one fund and inflows to other funds accompanied a rise in Bitcoin, and discusses the…
This strategy-sharing article describes an enhanced China Securities 150 equity approach that blends model-based stock ranking with technical timing. The universe is manually narrowed to roughly 100–300 large, liquid constituent-style stocks. An AI model…