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 Chinese-language post outlines an equity screening rule that combines daily price amplitude, positive institutional fund flows, and prior-day turnover above a stated threshold. The rationale is to find stocks with substantial price movement, signs of…
This Chinese stock-selection post describes a screen combining daily price range, a positive weekly MACD condition, and a minimum prior-day trading amount. Its example implementation expresses the range as a percentage of the low and checks MACD values,…
This post proposes a Chinese equity screen combining a daily price-amplitude threshold, a top-five ranking by auction amount, membership in a robotics theme, and circulating market capitalization below 10 billion yuan. It presents the ranking and size…
The document describes a Chinese equity screen combining a 14-period RSI below 65 with year-over-year growth in net profit attributable to the parent company above 20% and at most 100%. It also requires revenue in 2021 to exceed revenue in 2018 by more than…
This Chinese-language post describes an equity screen for stocks in the Metaverse theme. It combines a prior-session close above the 250-day moving average with a current control indicator reading above 21. The stated rationale is to focus on a popular…
This brief description presents a variant of QQE, or Quantitative Qualitative Estimation, that uses Velocity as its momentum input instead of the more typical Relative Strength Index. The author characterizes Velocity as smoother momentum and says the…
This note proposes a short-term Chinese A-share screen using daily price range, location, and a reported increase in positions. Its initial conditions seek stocks with intraday amplitude above 1%, exclude Beijing-listed shares, and require today’s position…
This note describes a Chinese A-share stock screen that combines turnover, company size, profitability, and a ranking based on recent money flow. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive…
This post proposes screening Chinese stocks associated with the metaverse and beverage-related industries, with a volume ratio above 1.5 and below 6. Its explanation frames the sector selection as a way to focus on market themes and the volume condition as a…
This Chinese equity-screening proposal selects stocks with a positive but limited 10-day return, a signal described as major-player control on the previous day, and today’s increase in holdings above 5%. The article interprets the return range as evidence of…
This indicator variant applies smoothing to price before calculating the stochastic oscillator. The standard oscillator compares current price with its recent price range, providing a momentum measure whose responsiveness can also be moderated by changing…
This Chinese stock-screening proposal combines a price-amplitude threshold, simultaneous bullish signals from three technical indicators, and a turnover-rate band of 3% to 12%. It describes the screen as a way to find stocks with price movement and adequate…
This stock screen combines daily price movement with a sequence of moving average crossovers and a Bollinger Band location filter. It seeks shares whose intraday amplitude exceeds a threshold, whose shorter moving averages cross upward in succession, and…
This document presents a stock screen that combines an industry filter for beverage and alcohol businesses, a turnover-rate range of 3% to 12%, and a bullish KDJ crossover. The accompanying explanation describes KDJ as a technical signal and notes that the…
This post presents a daily pre-open stock screen that requires MACD to be above zero, share price below 12 yuan, and the product of the stock’s price change and net very-large-order volume to be positive. It combines a trend-oriented technical indicator with…
This note outlines an equity selection rule for stocks associated with the robotics concept. Candidates must have price amplitude above 1%, circulating market value below 10 billion, and a MACD reading below zero two sessions earlier. Example indicator and…
This document outlines an equity screen combining three conditions: the day's increase in holdings must exceed a stated threshold, the previous day must show institutional control, and the 20-day moving average must be above the 120-day average. The…
This document describes a daily A-share selection screen that keeps stocks with MACD above zero, then ranks candidates by stock attention and capital strength. It presents MACD as a momentum filter and attention and fund flow as ways to favor active, liquid,…
This A-share screening idea focuses on stocks classified in the metaverse theme. It looks for at least one limit-up event within the preceding 25 days and a strict ascending arrangement of six moving averages, spanning short to longer lookback periods. The…
This A-share stock screen combines an RSI reading below 65 with a price-change measure multiplied by net volume from very large orders, applied to 2021 data. The accompanying example describes filtering historical index constituents using RSI and a…
The article describes a Chinese equity screening idea that combines daily price amplitude, simultaneous moving-average golden crosses, and more than two limit-up sessions within a ten-day window. It explains these filters as measures of volatility, trend…
This Chinese-language article outlines a stock-selection rule for companies in the metaverse industry. It filters for previous-day actual turnover between 3% and 28% and a K value below 20, describing the turnover range as a sign of trading activity and the…
This A-share stock screen selects shares with a 14-period RSI below 65, a 20-day moving average above the 120-day average, and no limit-up move on the prior day. The final version adds a rising 20-day average as a trend condition. The accompanying examples…
The document defines a histogram oscillator built from two Relative Strength Index series with different lookback periods. It subtracts the slow RSI from the fast RSI, then applies a simple moving average to that difference. The resulting smoothed series is…