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-selection idea combines three signals: a shortening MACD histogram below zero on a 15-minute chart, net inflows attributed to large orders during the afternoon session, and a ranking by capital intensity. The document describes capital intensity…
This document presents a mainland China stock selection screen combining three conditions: MACD above its zero line, a daily gain greater than 1%, and at least two limit-up sessions in the past 500 days. It restricts the universe to main-board stocks. The…
This Chinese equities screen selects stocks with positive returns over the past ten days, caps those gains at 35%, requires a stated size above 200 million, and ranks candidates by capital-flow strength. The post suggests that size may help address liquidity…
This stock screen combines three selection rules: rank by volume ratio and retain the top 100, require an institutional trading seat to appear in exchange disclosure data, and select stocks whose ten-day gain is positive but below 35%. The stated rationale…
This A-share screening proposal combines recent price-limit activity with two technical indicators. It selects stocks with more than two limit-up sessions during the last 10 days, weekly MACD above its zero line, and RSI below 65. The article frames the…
This A-share stock screen selects shares whose daily position-increase ratio exceeds 5%, while excluding stocks that hit the price limit on the previous day. It also invokes strong performance during 2021; the example implementation adds a…
This A-share stock selection proposal combines convergence among multiple moving averages with a ranking based on large-order net volume. The document’s refined screen calls for at least six averages, spanning 5 to 90 days, and inclusion among the top 100…
This A-share screening idea combines three market-behavior filters: a daily position increase above 5%, net buying by large orders during the afternoon, and at least two limit-up sessions within the prior 500 days. The rationale is that rising position…
This Chinese stock-selection proposal combines a market-capitalization ceiling, a positive daily position-change ratio, and a closing price above the previous day’s low. The article interprets a rise in position share as evidence of buying interest and the…
This proposed Chinese stock screen looks for at least five converging moving averages, turnover above 8% on the prior day, and more than two limit-up sessions within ten days. The article interprets clustered averages as a sign of a clear trend, high…
This Chinese equity screen combines three short-term filters: a positive ten-day return below 35%, a high volume ratio, and strong net inflow attributed to major investors on the prior day. The article describes ranking both the volume ratio and prior-day…
This short-term Chinese equity screen selects stocks with turnover between 3% and 12% that appeared on the prior day’s trading leaderboard, then ranks them by the current day’s auction amount and keeps the top five. The article presents the conditions as a…
This stock screen combines a turnover-rate band of 3%–12% with a candlestick range measure intended to identify a reversal pattern, then ranks qualifying stocks by market interest. The example calculates the smaller distance from the previous close to the…
This stock screen combines recent price-limit performance with a measure of trading activity. It selects shares listed for more than ten days that recorded more than two limit-up sessions during the prior ten days, then ranks them by money-flow strength. The…
This Chinese stock selection post combines three filters: rank stocks by volume ratio and keep the top 100, select stocks with the largest institutional-seat purchases reported in exchange trading disclosures, and require the 30-day moving average to rise…
The proposed stock screen requires daily turnover between 3% and 12%, a reversal-style candle pattern described as an engulfing or recovery setup, and weekly MACD above zero. The criteria combine trading activity, price behavior, and a positive trend…
This screen combines three technical conditions: price amplitude above 1%, a negative MACD reading from two sessions earlier, and a rising 30-period moving average. It is presented as a way to find volatile stocks with a developing upward trend despite a…
This stock screen ranks candidates by capital intensity, using measures such as turnover and trading value, and requires turnover above 8% on the prior day plus more than two limit-up sessions within the preceding ten days. The rationale is to find actively…
This stock-screening concept ranks equities by a measure of money strength, using net inflows and turnover as examples, and combines that ranking with a 20-day moving average above the 120-day average. It also refers to a concentration condition expressed as…
This proposed A-share screen looks for stocks with at least five clustered moving averages, previous-day turnover above 8%, and a ten-day return above zero but below 35%. It also presents an expanded version adding valuation filters—price-to-earnings below…
This note outlines an A-share stock screen combining at least five overlapping moving averages, a price around 18.5 yuan, and a 15-minute MACD histogram whose negative bars are getting shorter. It interprets clustered averages as a sign of price stability…
This note outlines an equity screen requiring turnover between 3% and 12%, a prior-day appearance on the Chinese market’s public trading activity list, and prior-day turnover above 8%. The combined filters are presented as a way to locate stocks with…
The note proposes screening Chinese stocks for three traits: at least five overlapping moving averages, at least two limit-up days during the prior 500 days, and market capitalization below 10 billion yuan with no losses. It presents the moving-average…
This note describes a short-term equity screen that ranks stocks by relative trading activity and combines that ranking with technical signals. It proposes selecting the top 100 by volume ratio, then looking for a joint bullish setup involving the Bollinger…