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 note outlines an equity screening idea based on three inputs: a daily position-increase ratio above 5%, a selected enterprise type or industry, and an upward-sloping 30-day moving average. The article interprets the position-increase measure as evidence…
This note presents a Shenzhen main-board stock screen that combines valuation, price range, and intraday momentum conditions. It selects stocks with price-to-earnings ratios from zero to 29.01 and price-to-book ratios from zero to 3.11, then looks for a…
This note describes a mainland Chinese equity screen combining three conditions: reported net position increases above 5%, a daily gain above 1% among main-board stocks, and an upward-sloping 30-day moving average. The intended signal is a stock with recent…
This A-share screening rule combines three conditions: intraday amplitude above 1, more than two limit-up sessions within the past ten days, and a 9:25 gain below 6%. The note frames recent limit-up frequency as a sign of short-term trading interest, while…
This Chinese equity screening proposal combines three conditions: relatively strong trading volume as a proxy for capital interest, positive price-to-earnings ratio, and a shortening MACD histogram on a 15-minute chart. The article interprets positive P/E as…
This Chinese stock selection approach ranks candidates by capital-flow strength, requires more than two limit-up sessions within ten days, and looks for a shortening MACD histogram below zero on a 15-minute chart. The article interprets the histogram change…
This Chinese equity screening idea combines three filters: market capitalization below 10 billion yuan, positive net profit in each of the past five years, and RSI below 65 alongside weekly MACD above zero. The article presents the screen as a way to find…
This note proposes screening Chinese equities for positive large-order net flow over at least three consecutive days, a 9:25 a.m. gain below 6%, and today’s position increase above 5%. It frames the flow measure as a sign of trading activity and the…
The screen combines an above-zero MACD condition with a two-day price-high condition and restricts selection to 2021. The post frames positive MACD as a trend filter and the recent high as a way to identify stocks showing upward price action. It also…
This proposed screen combines an increase in reported position or capital allocation, a daily gain threshold for main-board stocks, and a shortening negative histogram in the 15-minute MACD. The document interprets the first condition as evidence of buying…
This A-share screening idea combines three conditions: an increase in a stock’s reported position or capital allocation, a weekly five-period moving average above the ten-period average, and a limited gain at the 9:25 market snapshot. The intended logic is…
This stock-selection idea looks for shares with a position-increase ratio above 5%, a maximum daily decline between 4% and 5% in magnitude, and a 9:25 a.m. gain below 6%. The explanation treats increased positions as a sign of capital inflow and the bounded…
This stock screen combines capital-flow strength, exclusion of specially treated stocks, a limit-up pattern described as a five-part method, and a revenue comparison. The stated revenue condition is that 2021 revenue divided by 2018 revenue exceeds 1.1. The…
The document presents a Chinese stock screen using three initial signals: a rising 30-day moving average, an opening auction change between -2% and 5%, and a reported increase in position share above 5%. The article interprets the last condition as evidence…
This Chinese A-share screening concept combines three signals: rank stocks by money-flow strength, require weekly MACD to be above zero, and select stocks with more than two limit-up days within the past ten days. The document interprets money-flow strength…
This Chinese A-share selection concept ranks stocks by money-flow strength and limits the universe to companies listed after 2021. Its proposed final screen adds market capitalization above 10 billion yuan and positive profitability. The stated rationale is…
This document describes a Chinese stock screen that looks for turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, and non-ST status. It then seeks the first five stocks with a limit-up move, framing the signal as a way to…
This document outlines a Chinese equity screen using three conditions: at least five moving averages overlap, the stock has reached the daily price limit at least twice within 500 days, and its 30-day average is rising. It explains the averages as indicators…
This document describes a stock-selection screen for Chinese main-board equities. It combines a turnover range of 3% to 12%, a reversal or engulfing-style condition, and an increase in the K value of the KDJ indicator. The accompanying formula compares…
This note describes a Chinese stock screen using turnover between 3% and 12%, appearance on the prior day's trading leaderboard, and a rising 30-day moving average. The author frames turnover and leaderboard inclusion as signs of active trading and market…
This note outlines a Chinese stock screen based on three conditions: daily price amplitude above 1%, share price below 12, and at least two limit-up sessions within the prior 500 days. It interprets amplitude as a sign of trading activity, the price…
This note proposes a Chinese stock screen that combines convergence among five moving averages—5, 10, 20, 60, and 120 days—with a KDJ bullish crossover. The crossover is treated as a possible entry signal, and closing price and trading volume are mentioned…
This A-share screening proposal combines technical and fundamental filters: at least five moving averages should converge, the ten-day price gain must be positive but below 35%, and the company must have a market value below 10 billion yuan with no losses.…
This A-share stock screen combines turnover, the opening price relative to the ten-day moving average, and MACD. It selects stocks with turnover between 3% and 12%, an opening price within 5% of the ten-day average, and a MACD reading above zero after the…