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 article defines an earnings surprise factor, ESP, as the difference between actual and expected quarterly net profit divided by the absolute expected amount. It describes deriving quarterly analyst expectations from annual forecasts under an assumption…
This proposed A-share screen combines a turnover band of 3% to 12%, market capitalization below 10 billion yuan, and positive earnings conditions with MACD-based trend criteria. Stocks are filtered for DIF above DEA and ranked by the DIF-to-DEA ratio. The…
This document outlines a Chinese stock screen combining a reported increase in buying activity, Shenzhen main-board membership, valuation limits, and a positive but capped 10-day return. It also specifies price-to-earnings and price-to-book ranges. The…
This stock screen combines a daily turnover range of 3% to 12%, exclusion of Beijing-listed A-shares, and a 15-minute MACD histogram whose negative bars are getting shorter. The document interprets that histogram change as a possible short-term rebound…
This stock-selection rule screens for shares with daily amplitude above 1%, RSI below 65, and closing price above the five-day moving average. The conditions combine a volatility filter, a momentum indicator intended to avoid high RSI readings, and a…
The document introduces an on-chart MACD variant that aims to make the indicator’s calculation easier to visualize. It describes the display as a way to see the underlying construction of an EMA-to-SMA MACD and suggests that the same view can help explain…
The document outlines a stock screen that combines a price movement filter with a low closing-price threshold and simultaneous bullish crossovers among three moving averages. It presents the idea as a way to find stocks that may be starting an upward move,…
The document describes an indicator intended to estimate the relative strength of a selected currency from closing prices across seven currency pairs that contain it. Its zero line represents an average over a configurable period, and a colored histogram is…
This Chinese A-share strategy combines small-cap selection, volume and price signals, valuation limits, and a broad-market timing filter. Its universe includes main-board and ChiNext stocks, excludes specified boards, special-treatment shares, and suspended…
The strategy proposes a long entry when price crosses above an eight-period exponential moving average while the Awesome Oscillator turns upward after declining. The oscillator is defined as the difference between five-period and 34-period averages of median…
This stock selection idea combines three filters: daily amplitude above one, a dividend yield above 25% for 2019, and at least one limit-up move in the preceding 25 days. The accompanying examples calculate price range relative to the open, estimate the…
The document describes an indicator built around RSI divergence candles and suggests using changes in candle color as trading signals. It says the indicator was adapted from an idea shared by another forum user, but provides no explanation of how the…
This note presents a technical equity screen for main-board stocks. Its core conditions are intraday range greater than 1, current trading volume above 10,000 lots, an opening price above the previous close, and a daily gain greater than 1%. The rationale is…
The document describes a Chinese equity screen combining a positive MACD reading, year-over-year net profit growth between 20% and 100%, and a positive 10-day price return below 35%. Its accompanying example code also ranks qualifying stocks by recent…
The document describes a short-term stock screen combining three technical conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a rising MACD DEA signal line. It gives indicator logic and illustrative…
This Chinese equity screen selects stocks associated with the robotics concept, with daily price amplitude above 1%, circulating market value below 10 billion, and more than two limit-up days within the past 10 days. The article describes these conditions as…
The Smooth Price Oscillator (SPO) compares two recursively smoothed price series: a slower line and a faster line. Their difference forms the oscillator. The described ProRealTime implementation scales that difference using the largest recent standard…
This Chinese-language post describes a stock selection screen using three conditions: a 15-day maximum amplitude above 1, institutional participation above 30% over 15 days, and a rising KDJ K value. The intended logic combines recent price movement, a…
This stock-selection approach looks for convergence among five moving averages: the 5-, 10-, 20-, 30-, and 60-day averages. It combines that pattern with positive net large-order flow during the afternoon session, defined as inflows minus outflows. The…
This document presents a short-term Chinese stock screen combining daily price amplitude, a measure labeled daily control change, and the ratio of outside to inside trading volume. Its stated final rules require amplitude above 1, an absolute control-change…
This post describes a short-term A-share selection rule combining three filters: daily high-low range relative to the high, a closing price of 18.5 yuan, and positive large-order net flow for at least three consecutive days. The rationale is that larger…
This Chinese equities screen combines three conditions: turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and an opening price at 9:25 that is less than 6% above the previous close. The post interprets turnover as a measure…
The proposed Chinese equity screen selects stocks with positive but less than 35% returns over ten days, a recent limit-up event within a 25-day window, and high relative volume. The document describes relative volume as a proxy for capital strength and says…
This Chinese stock-selection rule combines three filters: a price below 12 yuan, RSI below 65, and shortening negative MACD bars on a 15-minute chart. The proposed interpretation is that weakening negative bars may indicate a change in short-term momentum,…