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
The article contrasts three approaches to Chinese A-share trading. The first focuses on leading, popular stocks in the strongest sectors, holding briefly and using the five-day moving average as a reference for exiting after consecutive closes below it. The…
The proposed stock screen ranks companies by capital strength, using measures such as trading volume and turnover to represent market attention. It also considers enterprise characteristics, including profitability and industry prospects, and excludes stocks…
This Chinese equity screen selects stocks with turnover between 3% and 12%, a circulating share base no larger than 5.5 billion shares, and positive or high-ranking large order net activity. The stated rationale is to find stocks with moderate trading…
This stock selection approach combines technical, flow, and company filters. It looks for stocks whose 5, 10, 20, 60, and 120 day moving averages cluster near the same price, which the article treats as a potential buy signal. It then favors positive large…
The document introduces a variation of John Ehlers’s HighPass–LowPass Roofing Filter and describes it as a way to identify a stock’s trend direction. It gives a simple interpretation of the indicator: readings above zero indicate an uptrend, while readings…
This code defines two pivot-point indicators that calculate a central pivot, two support levels, and two resistance levels from high, low, and close prices. The first uses the previous bar’s prices, a common way to derive levels for the next period without…
This note describes a daily stock screen combining three conditions: the stock code begins with 60, the session’s high-to-low range exceeds 1% of its open, and the close is below the open but above the prior close. The last condition identifies a bearish…
The report proposes refining the book-to-price (BP) valuation factor by splitting book value into retained earnings and invested capital. It forms two market-value ratios: REP for retained earnings and CCP for invested capital. The stated motivation is that…
This document describes a daily stock screen combining a positive MACD condition with a share price below 12 yuan and circulating market capitalization above 10 billion yuan. It says the scan runs before the market open and presents both indicator-formula…
This Chinese equity screening idea selects companies with MACD above zero, nonnegative profit, and market capitalization below a stated ceiling. The positive MACD condition is intended to favor upward price momentum, while profitability and the size limit…
The document describes a Chinese equity screen combining three conditions: amplitude above a threshold, a ranking by large-order net volume, and a three-day limit-up streak. It presents these as ways to find active stocks with recent price strength. The…
This stock screen combines price activity and liquidity filters with a 15-minute MACD histogram condition. It selects stocks whose stated amplitude exceeds 1, whose previous-day trading amount exceeds 60 million, and whose MACD green bars are shortening. The…
This Chinese-market stock screen combines four conditions: RSI below 65, a gain above 1% on the current day, main-board listing, and three consecutive limit-up sessions on the previous day. The article frames the RSI and recent price strength as technical…
This proposed Chinese stock screen combines turnover, the ratio of outside to inside trading volume, and the day’s price change. The stated criteria select stocks with turnover from 3% to 12%, outside volume more than 1.3 times inside volume, and a daily…
This proposed Chinese equity screen selects stocks using turnover, circulating share size, and recent limit-up activity. Its initial conditions call for turnover between 3% and 12%, a circulating share count no greater than 5.5 billion, and more than two…
This stock-screening proposal combines three conditions: a positive recent net-inflow measure above 50%, a positive product of price change and net large-order volume, and an opening move below 6%. The post interprets these as filters for capital inflow,…
This Chinese equity screen combines three signals: daily turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and upward alignment of moving averages. The examples implement the trend condition as shorter moving averages…
This Chinese A-share screening rule selects stocks classified in the metaverse industry, with prior-day actual turnover between 3% and 28% and circulating market value between 5 billion and 10 billion yuan. The post gives equivalent screening conditions and…
This Chinese stock screen selects shares with amplitude above 1, a closing price above the five-day moving average, and a positive return. Its indicator examples express amplitude relative to the previous close, compare the close with the moving average, and…
This Chinese equity screening idea combines a daily amplitude threshold above 1, excluding stocks marked ST, with a five-part limit-up method and at least one limit-up during the prior 25 days. It also says to select stocks before 10 a.m. The accompanying…
The document explains an open-range breakout indicator that tracks the highest and lowest prices during the first hour of a trading session. In its default example, the measurement window runs from 9:00 to 10:00 in a European time zone. Those extremes define…
This Chinese-language post describes a stock selection rule combining three signals: daily high-low range above 1%, a newly formed upward KDJ crossover, and a 14-period ratio of volume on rising sessions to volume on falling sessions above 1.3. It proposes…
This research summary introduces price-impact bias, derived from five-minute stock order-flow and market data. It compares how similar proportions of aggressive buying and selling move prices. Stocks with stronger upward impact are described as easier to…
This Chinese stock screen combines three filters: price amplitude above a stated threshold, a shrinking negative MACD histogram on a 15-minute chart, and exclusion of stocks that hit the daily upper price limit the previous day. The proposed rationale is to…