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 post describes a Chinese equity strategy centered on buying leading stocks as they rise, alongside a separate strategy based on money flow. It says the approaches were used in simulated trading and reports that the money flow strategy had been traded…
This A-share screening idea combines recent price strength with a moving-average condition. It looks for stocks with at least two limit-up sessions in the prior ten days, excludes stocks that closed at the limit-up level yesterday, and requires five…
This Chinese-market stock screen combines three criteria: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a high ranking by large-order net flow. The stated intent is to favor themed shares showing…
This document describes a data preparation workflow for daily risk estimates on China A-shares. For each date, it selects the CSI 300 constituents, gathers a rolling window of closing prices, calculates returns, and clips extreme returns at the…
This A-share stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and an indicated opening gain below 6%. The document presents the rules as a way to identify active stocks whose…
This Chinese stock-screening post describes selecting equities using a mix of a technical indicator, company classification filters, and recent candle behavior. Its stated conditions include MACD above zero, exclusion of several company types, and three…
This document proposes a Chinese stock screen combining daily price amplitude, a positive weekly MACD reading, and beverage or alcohol import and export data. Its stated logic looks for amplitude above 1, a bullish weekly histogram, and import values…
This document describes a Chinese equity screen for stocks with turnover between 3% and 12%, excluding the STAR Market and selecting companies listed in 2021. It presents the turnover band as a way to focus on stocks with some trading activity that may still…
The document describes an equity screen requiring MACD above zero, a positive price-to-earnings ratio, and three consecutive declining sessions. Its explanation treats positive MACD as a sign of an upward trend, positive P/E as a basic valuation sanity…
The document describes a stock screen for companies whose codes begin with 60, with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no losses in each of the prior three years. It frames these filters as a way to combine…
This A-share selection rule combines daily amplitude above 1, a reported daily control measure above 21, and a specified drawdown range between roughly 4% and 5%. The article presents the conditions as technical and market-flow signals, interpreting…
This A-share screen combines RSI below 65, seven consecutive sessions with closes below opens, and previous-day actual turnover between 3% and 28%. The article explains turnover as a measure of trading activity and capital flow, using the band to avoid both…
This indicator represents a volume-adjusted CCI-style calculation as candles rather than a conventional line. It uses configurable settings for the CCI period, volume type, upper and lower levels, a point gap, and horizontal shift. The stated default levels…
The document describes a stock screen combining three price conditions: amplitude above a threshold, a positive but capped ten-day return, and a run of consecutive declines. The stated rationale is to find volatile stocks that have recently risen without…
This post describes a Chinese equity screen using a capital-strength measure, moderate turnover, and historical revenue growth. Capital strength is illustrated as trading value divided by tradable market capitalization. The turnover range is above 2% and…
This Chinese stock screening proposal combines price movement, trading activity, and an institutional-flow measure. Its stated final criteria select shares with amplitude above 1, previous-day actual turnover between 3% and 28%, and institutional direction…
This post describes a short-term stock selection rule built from three technical conditions: daily high-low range above one percent, opening price within two percent of the 10-day moving average, and MACD below zero two sessions earlier. It presents the…
This stock screen combines membership in the metaverse theme with a long-term price filter and rising moving averages. It selects stocks whose price is above the 250-day moving average and whose 5-, 10-, 20-, 30-, 60-, 120-, and 250-day averages are each…
The article proposes a Chinese stock screen combining an upward-sloping 30-day moving average, positive recent position increases above a stated threshold, and the absence of a limit-up session on the previous day. Its rationale is to seek stocks with an…
The report outlines a holdings-based framework for classifying actively managed Chinese equity funds by market capitalization, growth, and value characteristics. It uses semiannual or annual full-portfolio holdings, standardizes style measures, and combines…
This Chinese equity screen selects stocks with turnover between 3% and 12%, year-over-year growth in parent-company net profit above 20% and at or below 100%, and at least two limit-up days during the prior 500 days. It also excludes selected growth-market…
This stock-selection approach screens for shares with prior-day amplitude above 1%, a listing on the previous day’s unusual-trading report, and an auction return between -2% and 5%. The proposed interpretation is that amplitude identifies active stocks, the…
This Chinese stock-screening idea combines three signals: a strong volume-to-float-market-cap ratio, a previous-day 9:15 auction match at the limit-down price, and shortening green MACD histogram bars on a 15-minute chart. The stated rationale is that a…
This Chinese community post describes an equity screen combining three criteria: rank stocks by volume ratio and retain the top 100, exclude ST-designated stocks and require circulating market value above 1 billion yuan, and select stocks with at least two…