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 short indicator description presents corrected velocity as a filtered alternative to momentum and ordinary velocity. It characterizes velocity as smoother than momentum and says the correction aims to filter additional false signals. A correction period…
This daily stock screen selects shares with an amplitude above a threshold, at least two limit-up events over a 500-day lookback, and a volume ratio between 1.5 and 6. The article frames amplitude and past limit-up frequency as signs of market activity or…
This stock selection rule combines three conditions: MACD must be above zero, the price-to-earnings ratio must be positive, and short moving averages must cross upward through progressively longer moving averages. The article treats positive MACD as a trend…
This note proposes a stock screen combining daily amplitude above 1, a positive weekly MACD histogram, and a reversal or engulfing-style condition. It includes example formulas for a charting platform and a Python outline that checks amplitude, a MACD value,…
This note outlines a screen for Shenzhen Main Board equities using price amplitude above 1, MACD crossing above zero, positive price-to-earnings below 29.01, and positive price-to-book below 3.11. The intended combination pairs a volatility filter and a…
This note describes a daily stock screen for main-board shares, selecting names with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a daily gain above 1%. It frames turnover and company size as liquidity and…
This Chinese-language post describes a stock screen that combines recent buying activity with company and valuation filters. It seeks stocks with a positive daily accumulation measure, positive large-order net flow for several consecutive days, market…
The post describes an equity screen that ranks stocks by a capital-strength measure, with turnover and volume ratio given as examples, and filters for a positive 10-day return below 35%. It also specifies stocks whose codes begin with 60, which identifies a…
The post proposes screening stocks for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and price above its 30-day moving average. It frames the turnover and order-book conditions as measures of trading activity, while…
TSICloud is described as a cloud-style oscillator built from the correlation of two smoothed momentum measures calculated over different timeframes. Its presentation gives a high-level account of the indicator’s construction and identifies it as an MQL5…
This Chinese-language post outlines an equity screening idea for stocks in the metaverse industry. It combines a bullish MACD signal, described as three technical indicators crossing upward, with a rising 30-day moving average. The intended purpose is to…
This note describes a Chinese-equity screening rule combining a turnover-rate range of 3% to 12%, outside volume more than 1.3 times inside volume, and a rising DEA indicator. It presents the conditions as a way to find actively traded stocks with buying…
This stock-selection rule combines three conditions: daily amplitude above a threshold, MACD above or crossing the zero line, and more than two limit-up sessions during the previous ten trading days. The note frames amplitude as a volatility measure, MACD as…
This Chinese stock-selection post combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an upward-sloping 30-week moving average. It frames the screen as a way to…
This Chinese stock-selection post describes a screen for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and return on equity above 15% in each of the most recent five years. It combines recent market strength and trading activity…
This stock-selection screen combines yesterday’s exchange leaderboard data, a ranking by reported capital flow intensity, and a limit on the current session’s opening gain. It first identifies stocks appearing on the prior day’s trading leaderboard, orders…
This article describes an equity screen that combines a daily price-range condition, a low share-price ceiling, and a positive weekly MACD reading. The stated rules require amplitude above 1%, a closing price below 20, and MACD above zero in consecutive…
This article proposes a Chinese equity selection screen combining trading activity, a short-term technical signal, and company size. It selects stocks with turnover between 3% and 12%, a rising KDJ K value, and a circulating market value between 5 billion…
This Chinese stock-screening rule selects shares with turnover between 3% and 12%, a rising DEA indicator, and a prior-day condition excluding limit-up stocks. The article presents the turnover band as a liquidity screen and DEA direction as a short-term…
This document summarizes a study of whether slow updating of beliefs about future earnings can account for the profitability anomaly: the tendency for more profitable stocks to outperform. In its model, expectations combine prior beliefs with rational…
This research summary presents a model in which investors update beliefs about future profits too slowly. When earnings signals are persistent, that sluggish updating can leave information out of stock prices, helping explain why more profitable firms and…
This A-share screening idea combines three technical conditions: daily price amplitude above 1, at least two limit-up sessions within the previous 500 days, and daily MACD above zero. The document frames the filters as a way to find stocks with signs of…
SmPriceBend-T01 is described as an indicator of the first derivative of price: the direction and speed of price change. It uses four color states to distinguish long-side from short-side indications and stronger from weaker trends or flat conditions. The…
This Chinese-language post describes a stock-selection screen using three conditions: reported trading volume above 10,000 lots, an opening price above the previous close, and a date filter for 2021. It also says to rank candidates by a volume-ratio measure.…