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 post presents a short-term Chinese stock screen requiring turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and an auction-period return greater than -2% and less than 5%. It frames turnover as a measure of trading…
This Chinese stock-screening post combines capital-flow strength, a 2019 dividend ratio above 25%, and a positive 10-day return below 35%. Its rationale is that strong inflows may signal market interest, dividends may indicate shareholder distributions, and…
This intraday stock-selection rule combines three filters: rank stocks by volume ratio and retain the top 100, rank them by afternoon net inflow and retain the top 100, then require the opening price change at 9:25 to be below 6%. The post describes these…
This stock-selection idea screens Chinese A-share listings for securities whose codes begin with 60 and that recorded at least two limit-up days within the prior 500 trading days. It orders candidates by capital strength. The accompanying discussion…
This note describes a stock screen using three signals: at least five moving averages converging, turnover within a specified range, and more than two limit-up days over a recent window. Its discussion frames clustered averages as relatively stable price…
This note proposes screening stocks for convergence among five moving averages: 5, 10, 20, 30, and 60 days. It combines that condition with a positive but capped 10-day price gain and an upward-sloping 30-day average. The explanation treats clustered…
MATonySignal is a technical indicator designed to show both trend direction and trend strength using momentum calculated from an averaged price. It colors rising trends blue and falling trends red. Bar brightness distinguishes stronger trends from weaker…
This Chinese equity screen combines three technical conditions: at least five moving averages clustered together, an opening price near the 10-day moving average, and more than two limit-up sessions within the prior 10 days. The post describes clustered…
The document proposes a Chinese stock screen using three signals: rank by turnover as a proxy for capital activity, rank by net large-order volume as a measure of aggressive buying versus selling, and retain stocks whose indicated pre-open gain at 9:25 is…
The proposed Chinese equity screen requires turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, and a recently formed KDJ golden cross. The approach combines a trading-activity filter, a short-term price-location condition,…
This Chinese equity selection approach combines three signals: at least two limit-up sessions within ten days, institutional-only seats appearing in exchange trading disclosures, and a high volume ratio, with the latter ranked among the top 100 stocks. The…
This article outlines a Chinese equity selection approach that ranks stocks by capital-flow strength, requires a minimum circulating market value, and looks for repeated limit-up sessions over a recent window. Its expanded version adds valuation filters,…
This note presents a screen for main-board Chinese equities using a turnover range, a reversal or engulfing-style pattern, and a daily gain threshold. Its formula adds a mainland market listing condition and orders candidates by market capitalization. The…
This note describes a Chinese equity screen combining price movement, a morning star pattern, and a historical dividend threshold. It also references excluding special-treatment stocks and presents an indicator formula and a Python example intended to…
This proposed stock screen combines three conditions: the 20-day moving average is above the 120-day average, the stock is up more than 1% on the day, and its reported increase in holdings exceeds 5%. The article interprets the moving-average relationship as…
This A-share screening proposal combines a positive MACD reading, a price high over the latest two sessions, and a revenue comparison across years. The main description specifies that 2021 revenue divided by 2018 revenue should exceed 1.1, while the headline…
This A-share screening rule looks for turnover between three and twelve percent, an opening price within five percent of the ten-day moving average, and daily MACD above zero. The article presents the turnover band as a way to avoid unusually inactive or…
This A-share screening proposal combines a positive but limited ten-day price gain, positive institutional net buying based on exchange trading disclosures, and strong relative trading volume. The article describes ranking by volume ratio and selecting the…
This Chinese A-share screening proposal combines three signals: a shortening green histogram on 15-minute MACD, positive net buying attributed to major investors during the opening auction, and a recent increase in holdings above five percent. The article…
This proposed Chinese stock screen ranks candidates by capital strength, excludes stocks designated as special treatment, and combines a five-limit-up pattern with a ten-day return between zero and 35. The article presents these conditions as signs of buying…
This proposed Chinese equity screen combines daily price range, recent limit-up frequency, and a 15-minute MACD condition. It selects stocks with an amplitude above 1, more than two limit-up days in the prior ten days, and a shortening MACD histogram below…
This Chinese equities screening note combines three technical filters: rank stocks by volume ratio and retain the top 100, look for a Bollinger Band condition described as the middle band crossing above the lower band, and require the 30-day moving average…
This note proposes selecting stocks with MACD above zero, displayed best-bid volume greater than best-ask volume, and a 9:25 a.m. price change below 6%. The MACD condition is intended to identify positive momentum, while the order-book volume comparison is…
This note proposes screening Chinese A-shares using three conditions: a 9:25 a.m. price change below 6%, more than two limit-up sessions in the previous ten days, and at least five moving averages meeting a stated alignment condition. It frames the…