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.
22,592 documents
This screen selects Shanghai-listed A-share stocks whose codes begin with 60, whose turnover is between 3% and 12%, and which are described as having reached a three-day consecutive limit-up sequence the prior day. Its stated rationale is short-term…
This A-share stock screen combines a metaverse sector classification, prior-day turnover above 8%, and a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than 10%. The rationale is to bring together sector exposure, trading activity,…
This article presents five discretionary rules for interpreting stock turnover, support and resistance, trend direction, and price-volume behavior. It treats unusually high turnover near price lows as possible accumulation and high turnover after a sharp…
This A-share stock screen combines an intraday range filter, an exact closing-price condition, and a 15-minute MACD histogram condition. The post describes the intended screen as selecting stocks with an amplitude above one percent, a price of 18.5 yuan, and…
This example presents a two-sided strategy for the S&P 500 and says its Bollinger Band period and moving-average period are the two optimized variables. It buys when both the open and close are at or below the lower Bollinger Band, and sells short when both…
This A-share screening idea combines recent price-limit events with a measure of trading activity. It defines capital strength as yesterday’s turnover multiplied by the ratio of today’s opening-auction volume to yesterday’s volume, then keeps values between…
The document describes an A-share stock screen combining turnover, market capitalization, profitability, and a weekly price crossover. It selects companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, no losses, and a weekly…
This note proposes screening Chinese stocks for daily amplitude above 1%, evidence described as main-force control on the previous day, and growth in the KDJ indicator’s K value. The rationale is to combine elevated short-term price movement and signs of…
This note describes a Chinese stock screening rule combining daily price amplitude above 1%, afternoon large-order net inflow, and a MACD condition from two days earlier. It presents the filters as a way to find stocks showing both price movement and buying…
This article describes a technical stock screen seeking high daily price ranges, at least one daily gain of 10% or more within the previous 25 trading days, and an upward alignment of moving averages. Its suggested refinement requires the close to be above…
This stock-screening article starts with three filters: RSI below 65, exposure to the beverage and alcohol import-export industry, and a closing price above the previous day’s low. It then proposes a stricter version using a close above the 60-day moving…
This forum post responds to a question about selling after a 10% gain or cutting a position after a 10% loss. The included example checks open equity positions against current prices, retrieves the highest price since purchase, and exits when price falls 7%…
This article translates Steve Leuthold’s value-investing approach into a monthly stock-selection method for Chinese equities. It ranks candidates using low price-to-book, price-to-earnings, and price-to-cash-flow ratios relative to market averages, alongside…
This post presents a short-term equity selection screen using three signals: more than two limit-up sessions in the prior ten days, RSI below 65, and ranking by capital-flow strength. It interprets the RSI threshold as leaving room for further gains, capital…
This Chinese-language post describes an equity screen combining daily price range, five years of return on equity above 15%, and a daily price change between −5% and 2.6%. It also proposes adding a price-to-book ratio no higher than five and revenue growth…
This document proposes screening stocks in the metaverse sector for a recent limit-up event and greater volume on the best bid than on the best ask. It specifies selecting during the morning, before 10:00, for same-day trading. The post includes example…
This article describes a daily process for building a watchlist of strong stocks. After the close, rank shares by traded value and keep the top 30. From that group, look for stocks rising more than 3% on increased volume, giving extra attention to volume…
This document proposes a Chinese A-share selection screen combining a relative strength index below 65 with a ratio of external to internal trades above 1.3. It also filters for a product of the prior day’s turnover rate and the ratio of current auction…
The strategy rotates among China’s four largest banks using each stock’s current price relative to the previous close. When flat, it buys the bank with the weakest ratio if the spread between the strongest and weakest ratios exceeds a preset threshold. When…
This A-share selection method requires MACD to be above its zero line, parent-company net profit growth to be greater than 20% and no more than 100%, and more than two limit-up days within the past ten days. The examples show a possible weekly screening…
This document describes an A-share stock screen combining turnover of 3%–12%, a daily gain above 1%, main-board listing, and a top-50% return rank for 2021. It explains the turnover band as a way to focus on active stocks while avoiding extreme activity, and…
This Chinese-language article introduces a workflow for building custom stock-selection strategies on the older BigQuant platform. It contrasts platform-generated AI strategies, which learn from selected factors but may be difficult to interpret or tune,…
This Chinese-language post describes a stock screen combining daily price range, positive institutional net flow, and a relative-volume band. The stated rules select stocks with an amplitude above one, institutional flow above zero, and volume ratio between…
This stock-screening idea selects companies whose codes begin with 60, whose amplitude exceeds one, and which were described as under major-player control on the previous day. The rationale is to narrow attention to volatile stocks with a potentially notable…