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 document outlines an equity screen for companies associated with the metaverse concept. It requires an upward-moving 30-day moving average and a positive institutional activity reading, using the combination as a basic trend and flow filter. It also…
This indicator combines a volume-weighted average price with MACD-style trend measures to classify market conditions. It calculates the average closing price weighted by volume over a rolling lookback, then plots the distance between the current close and…
This note proposes a Chinese stock screen for companies associated with the metaverse theme, with price above the five-day moving average and membership in a beverage and alcohol import-export industry classification. The idea combines thematic exposure, a…
This document describes a daily pre-market screen for Chinese A-shares. It selects stocks with a positive MACD histogram and a positive trailing P/E, then ranks them by trading activity, represented in the indicator example by daily trading amount. The…
This short description introduces ColorZerolagRSIOSMA, an indicator based on the rate of change of a smoothed Color Zero-Lag RSI. Its output is displayed as a colored histogram intended to help traders identify the current direction of a trend. The…
The proposed Chinese equity screen combines a daily amplitude threshold, a positive weekly MACD condition, and simultaneous bullish moving-average crosses. Its final rule names MA, MACD, and KDJ as the three indicators, but the accompanying formula and…
BB MACD is presented as a variation of Moving Average Convergence Divergence that adds Bollinger Band-style levels around the MACD reading. The intended use is to help identify possible trend changes and gauge the strength of the current trend. The…
The document presents a short-term stock selection screen combining three conditions: daily amplitude above a threshold, the 9:25 opening indication below a specified gain, and positive money-flow strength ranked from higher to lower. It frames the…
This Chinese stock-selection strategy combines a relative strength index below 65 with the product of price change and net volume from very large orders. It also requires that the stock recorded at least one daily gain of 10% or more within the previous 25…
This article proposes interpreting value, momentum, quality, and low-volatility returns through a recurring factor cycle inferred from factor performance itself. It describes normal periods, episodes when value suffers a major drawdown due to growth stocks…
This Chinese equity screen combines three filters: membership in the metaverse theme, a prior-day close above the 250-day moving average, and a shortening MACD histogram on a 15-minute chart. The long-term price filter selects stocks above a trend reference,…
The screen selects Chinese equities associated with the robotics concept, limits daily turnover to 3%–12% and circulating market value to below 10 billion yuan, then ranks eligible stocks by net fund flow. The post presents this as a way to combine a…
This example describes a short-term price timing strategy for a gold futures contract. It calculates an AR indicator from recent daily bars by comparing the accumulated distance from open to high with the distance from open to low, scaled as a percentage.…
Chaikin Money Flow (CMF) summarizes buying and selling pressure over a chosen lookback period. Its calculation weights volume according to where the close falls within each bar’s high-low range, then divides the period’s summed money-flow volume by summed…
This proposed screen looks for non-ST Chinese stocks before 10 a.m. with amplitude greater than one, a pattern described as a five-step limit-up method, and an opening price near the ten-day moving average. The accompanying example translates parts of that…
The document explains QQE, an oscillator built from smoothed RSI calculations and displayed as fast and slow lines. It describes two signal types: a crossover between the lines and a cross of the RSI line through a reference level. Crosses from below are…
This stock-selection rule screens Chinese equities for daily amplitude above one, a specified upward relationship between the close and five-day moving averages, and a concentration measure below 20%. The accompanying explanation describes amplitude and…
The document describes a Chinese stock screen combining turnover, year-over-year net profit growth attributable to shareholders of the parent company, and a newly formed KDJ bullish crossover. Its stated filters require turnover between 3% and 12%, profit…
This Chinese stock-screening strategy selects shares with turnover between 3% and 12%, a positive product of price change and large-order net buying, and at least one limit-up event in the recent month. The article presents these filters as a combination of…
This summary compares two research reports on protecting portfolios during market stress: one published before a major volatility episode and another written afterward. It frames their comparison around how investors assess defensive strategies before a…
This document describes a Chinese stock screen using price amplitude, a recent three-session sequence of rising closes described as three consecutive limit-up moves, and a prior-day actual turnover range. The rationale is that large price movement and…
This document describes a daily stock screen combining a positive MACD condition, ranking by stock popularity, and a threshold for buying-side versus selling-side activity. It presents MACD as a way to identify trend direction and popularity as a measure of…
This document describes an A-share screen combining metaverse industry membership, a rising 30-day moving average, and a 15-minute MACD condition. The stated MACD rule looks for a shortening histogram under specified comparisons between the current and prior…
This note presents a Chinese equity screen that combines metaverse-theme membership, positive net buying attributed to major participants during the opening auction, and a MACD value above zero. It gives a formula for calculating MACD from 12- and 26-period…