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 note describes a Chinese A-share screen that requires turnover between 3% and 12%, appearance on the previous day’s trading leaderboard, and more than two limit-up sessions during the prior ten trading days. The author presents turnover and leaderboard…
This A-share selection proposal combines capital-flow strength, recent limit-up activity, and a historical dividend ratio. It first describes ranking by capital strength, selecting stocks with more than two limit-up sessions in a ten-day window, and…
This A-share screening proposal combines three signals: market capitalization below 10 billion yuan, positive company earnings, upward-spreading moving averages, and daily position growth above 5%. It interprets position growth as a sign of incoming capital,…
This document describes a Chinese equity selection approach combining market activity with a historical revenue comparison. The stated criteria are ranking in the top 10% for capital strength over 500 days, at least two limit-up sessions during that period,…
This document presents a Chinese stock screen combining a short-term RSI ceiling, a positive weekly MACD condition, and a limit on the opening gain. It seeks stocks with RSI below 65, weekly MACD above its zero line, and a 9:25 indicated gain below 6%. The…
This document describes a Chinese equity screening rule combining trading activity, opening price, and recent performance. It selects stocks with turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, and a ten-day gain above…
This short-term stock screen combines a shrinking negative MACD histogram on a 15-minute chart with turnover between the stated bounds and daily price amplitude above its threshold. The intended interpretation is that a contracting negative histogram may…
This proposed A-share screen combines three filters: at least five moving averages converging, a positive but bounded return over ten days, and a dividend ratio above the stated level for 2019. The article presents convergence as a way to find stocks with…
This China A-share screen selects stocks associated with the robotics concept, with free-float market capitalization below the stated cap and turnover within a specified range. It further requires at least one limit-up day in the preceding 25 days and orders…
This note outlines a screen for main-board Chinese stocks that belong to a robotics concept group, have float market capitalization below 10 billion yuan, and show turnover between 3% and 12%. It also requires a weekly MACD condition: the note describes the…
This note describes a Chinese A-share screening idea that selects stocks with a daily price range above 1%, at least one limit-up event in the past month, and more than two limit-up days in the past ten days. It presents this as a way to find recent market…
This note proposes screening Chinese stocks by large-order trading activity and revenue growth. It describes measuring capital intensity with the share of trades above a stated transaction-size threshold, ranking stocks by net large-order volume, and…
This note describes a Chinese equity screen combining three conditions: MACD above zero, a recent high defined using a two-day window, and a 10-day price change above zero but below 35%. It frames these as trend and price-strength filters and flags that…
This post outlines a Chinese equity screen that ranks stocks by volume ratio and keeps the top 100, requires positive price-to-earnings ratios, and selects shares whose 10-day return is above zero but below 35%. It interprets the filters as seeking active…
This proposed Chinese equity screen selects stocks with more than two limit-up sessions in the last ten days, a 10-day return above zero but below 35 percent, and at least five moving averages clustered together. The article treats clustered averages as a…
This stock screen combines three filters: a positive but bounded 10-day return, a weekly five-period moving average crossing above the ten-period average, and a ranking by capital inflow strength. The post interprets the moving-average cross as a sign of…
This Chinese equity selection method ranks stocks by a measure of capital strength, keeps those with net large-order inflows during the afternoon, and then filters for a rising 30-day moving average. The rationale is that stronger inflows may indicate buying…
The proposed stock screen looks for a MACD reading above zero, greater displayed buy-one volume than sell-one volume, and favorable performance during 2021. It describes these conditions as combining trend direction, near-touch order-book activity, and a…
This stock-selection proposal ranks shares by capital-strength measure, keeps the top five by the day’s auction amount, and requires at least two limit-up sessions within the previous 500 days. The note interprets these filters as a way to focus on stocks…
This Expert Advisor uses signals from an OsHMA histogram to generate trades at bar close. Depending on a selected mode, a signal occurs when the histogram crosses its zero level or changes direction. The method therefore turns changes in a momentum-style…
This article proposes screening stocks where the 20-day moving average is above the 120-day moving average, the latest high is the highest across two days, and the 14-period RSI is below 65. The moving-average comparison is intended to identify a longer-term…
This article describes a Chinese stock selection screen using a daily high-low range threshold, a closing price of 18.5 yuan, and a positive return below 35% over ten days. The stated intent is to find stocks with some recent gains, moderate price, and…
This post describes a stock screen combining three conditions: a positive return over the prior ten days that remains below 35%, three consecutive declining closes, and a daily net-buy ratio above 5%. It presents these filters as proxies for buying interest,…
This note describes a stock universe limited to companies with market capitalization no greater than 10 billion and no losses, then applies two technical filters: RSI below 65 and a shortening MACD histogram on a 15-minute interval. It frames the fundamental…