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 A-share stock screen combines a technical condition, a fundamental filter, and a short-term activity measure. It selects stocks with RSI below 65, parent-company net profit growth above 20% and at most 100%, and a turnover-based measure between 0.5 and…
The indicator applies Cardwell’s RSI range concept to classify market regimes. It combines price relative to a 50-period simple moving average with RSI(14) membership in a bull band of 40–80 or a bear band of 20–60; otherwise the state is neutral. The…
This Chinese stock-selection proposal combines an intraday range filter, afternoon large-order net inflows, exclusion of special-treatment stocks, and selection before 10 a.m. It then describes a five-step buying rule: add once for each 1% price rise, up to…
The document describes a short-term stock selection screen for companies classified in the Chinese metaverse theme. It combines three technical conditions—MACD signal-line crossover, a short moving-average crossover, and an additional MACD-related…
This A-share stock screen combines three conditions: daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and reported institutional buying within the past three months. The article frames the conditions as a mix of volatility,…
This document describes a Chinese stock screen that ranks shares by volume ratio, retains those with a 20-day moving average above the 120-day average, and requires at least two limit-up sessions within the prior 500 days. The accompanying explanation treats…
This document outlines a stock-selection screen using three characteristics: position increases above five percent, upward divergence among moving averages, and a dividend ratio above twenty-five percent in 2019. Its explanation associates position increases…
This document describes a Chinese A-share stock screen combining a daily price-range threshold, a newly formed KDJ crossover, and positive large-order net volume over three consecutive days. It presents the conditions as a way to find volatile stocks with…
This Chinese equity screen combines three short-term price conditions: amplitude above 1, a positive ten-day gain below 35, and more than two limit-up days within ten days. The document describes amplitude as a measure of price fluctuation, uses the gain…
This stock selection approach combines three price conditions: daily amplitude above 1, upward-diverging moving averages, and at least one limit-up event during the prior 25 trading days. It aims to find volatile stocks with recent strong price action and an…
This Chinese-language post outlines a short-term equity screen based on a large amplitude, a high same-day control reading, and a three-session limit-up sequence ending the previous day. It discusses adding filters for dividend yield relative to the market…
This Chinese-language post describes an equity screening rule that combines a positive MACD reading, upward alignment of short-term moving averages, and a rising weekly MACD histogram. It provides example indicator formulas and a basic screen based on MACD…
This short indicator description covers a chart tool that displays four semaphore-style signals based on money flow index (MFI) oscillators with different periods. It presents the signals as trend cues when oscillator readings enter user-defined overbought…
This proposed Chinese equity screen selects stocks whose daily high-low range exceeds 1%, that had at least one limit-up day in the preceding 25 trading days, and whose circulating market value exceeds 10 billion yuan. The article interprets the range…
This document explains MACD as a way to compare a short-term and a long-term exponential moving average of closing prices. Their difference, DIFF, is smoothed into a signal line called DEA; MACD is calculated from the gap between DIFF and DEA. The standard…
This example presents a monthly Chinese equity strategy using constituents of the CSI 300 as its starting universe. It excludes suspended and specially treated stocks, then calculates several cumulative return measures over different lookback windows. For…
This article describes a Chinese stock screen based on four conditions: an absolute price-change measure above a threshold, current trading volume above a threshold, an opening price higher than the prior close, and a concentration measure below a ceiling.…
This stock screen combines a metaverse industry classification with a price condition, a robotics concept flag, and a circulating market capitalization limit. The price condition requires the stock’s average price to be above its five-day moving average. The…
This research review examines whether predictable stock returns in particular months reflect changing risk or temporary mispricing. Its central test is seasonal reversal: if a stock earns unusually high returns in one calendar period because demand…
This document describes a short-term stock selection screen focused on China’s metaverse industry. It looks for simultaneous bullish crossovers in MACD, KDJ, and DMI, with MACD above its zero line. The expanded rules also require the MACD fast average to be…
The post describes a China-focused stock screen combining three conditions: RSI below 65, membership in the beverage and alcohol import-export industry, and a short moving average above a longer one. Its example specifies a 14-period RSI and compares…
This Chinese stock-selection example combines four conditions: price amplitude above 1, exclusion of ST-designated stocks, a five-session upward condition, and a buying-control measure above 21. The accompanying Python illustration estimates amplitude from…
This stock-selection example screens Chinese A-share stocks in the metaverse category, requiring prior-day turnover above 8% and a three-part price condition labeled as the start of a main advance. The accompanying formula expresses the price checks as the…
This Chinese equity screening proposal combines turnover between 3% and 12%, a positive but limited ten-day gain, and an upward-diverging moving-average pattern. Its accompanying example adds exclusions for certain exchange segments, special-treatment…