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
The strategy forms a monthly long-short equity portfolio from NYSE, AMEX, and NASDAQ stocks priced above five dollars. It first keeps the larger half of the eligible universe by market capitalization, then ranks stocks by six-month realized return and…
This Chinese stock-selection proposal combines several filters: rank stocks by capital strength, exclude specially treated shares, look for a five-part limit-up setup, and restrict the universe to companies with market capitalization below 10 billion yuan…
This stock selection method combines three technical conditions: daily price amplitude above one percent, positive afternoon large-order net inflow, and weekly MACD above zero with its MACD line above the signal line. It also mentions weekly volume and RSI…
This Chinese-language post describes a technical screen for mainland China mainboard stocks. It selects shares with RSI below 65, a daily gain above 1%, and a rising DEA measure. The examples also include a close-at-recent-high condition and exchange or…
This Chinese A-share screening method combines four technical and listing filters: daily amplitude above one, exclusion of stocks marked ST, selection before 10 a.m., and a named five-step limit-up approach. It also requires the daily MACD value to be…
This note describes a short-term stock screen for Shanghai-listed A shares whose codes begin with 60. It selects stocks with turnover between 3% and 12% and a current close above the previous session’s low, treating that price relationship as evidence of…
This post presents a stock-selection filter combining three conditions: RSI below 65, price amplitude above 1, and a 9:25 gain below 6%. Its stated aim is to find shares with some potential while avoiding those that have already risen too sharply in the…
This Chinese-language post describes an A-share screening rule for stocks classified in the metaverse sector. It selects names with prior-day turnover above 8% and a current-day position-accumulation ratio above 5%. The stated rationale is to look for active…
This stock-selection post combines three filters: at least five moving averages converging, weekly MACD above zero, and more than two limit-up sessions within the previous ten days. It frames moving-average convergence as a sign of price stability, positive…
This Chinese stock-screening post describes a short-term selection rule combining three signals: rank stocks by volume ratio as a proxy for capital strength, require turnover between 2% and 9%, and select stocks whose 15-minute MACD histogram’s negative bars…
This Chinese A-share screening rule requires a daily high-low range greater than 1%, excludes stocks identified as Beijing listings, and keeps stocks whose 10-day price gain is above zero but below 35%. The source describes the range as a volatility filter…
This weekly stock-selection recipe focuses on the metaverse theme in Chinese equities. It first looks for stocks that recorded at least one limit-up day within the prior 25 days, then ranks eligible names by the day’s auction amount and selects the five…
This Chinese stock-selection proposal combines three filters: a stated amplitude threshold, a prior-day 9:15 matching price at the limit-down level, and ranking by capital strength from high to low. The accompanying explanation interprets large swings as a…
This article proposes a Chinese equity screen combining three conditions: today’s increase in holdings as a share of circulating value exceeds 5%, the day’s return lies between -5% and 2.6%, and the stock has had more than two limit-up days over the prior…
This Chinese equity screening approach requires the 20-day moving average to be above the 120-day average, the 14-period RSI to be below 65, and positive large-order net flow in the afternoon. The moving averages act as a trend filter, while RSI limits the…
Skyscraper_Fix_x10 is a MetaTrader indicator that displays the direction of Skyscraper_Fix signals across ten configurable timeframes, ranging from hourly to monthly periods in the supplied defaults. A right arrow denotes trend continuation, while diagonal…
This short-term Chinese stock screen requires amplitude above 1, a prior-day 9:15 matching price at the limit-down level, and at least one limit-up event during the preceding 25 days. The source frames the combination as joining current volatility and weak…
This stock-selection example combines three daily conditions: amplitude above 1, MACD above zero, and a positive 10-day return below 35%. It proposes screening before each trading day’s open and selecting stocks that meet all conditions. The stated rationale…
The proposed screen targets main-board Chinese stocks with RSI below 65, a daily gain above 1%, and a rounded price pattern. The article frames the RSI condition as identifying potentially oversold shares and the positive daily move as evidence of momentum.…
This review examines whether market, macroeconomic, sentiment, valuation-spread, and momentum signals can forecast equity factor returns. It explains why factor premia can vary as risk compensation, investor behavior, and market frictions change. The…
This Chinese-language article describes an equity screen requiring daily amplitude above 1, RSI below 65, and a closing price above a prior low. The intended rationale is to find shares with notable movement that are not considered overbought, while using…
This post describes an A-share stock screen that selects names with turnover between 3% and 12%, excludes Beijing-listed A-shares, and requires weekly MACD to be above zero. Its Python example also checks that MACD exceeds its signal line and excludes names…
This Chinese-language post proposes screening A-shares for a daily price range above 1%, a newly formed KDJ crossover, a robot-related classification, and circulating market value below 10 billion yuan. It presents the screen as a candidate-stock selection…
This indicator adapts an exponential moving average using Cutler’s version of the Relative Strength Index. The premise is that RSI, as a bounded momentum measure, can help represent changing market conditions and guide an average to respond differently as…