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 outlines an A-share screen for stocks with daily amplitude above 1%, a 20-day moving average above the 120-day average, and more than two limit-up days over ten days. It presents the moving-average comparison as a trend filter and repeated…
This note describes an A-share stock screen combining three conditions: MACD above its zero line, 2021 revenue greater than 1.1 times 2018 revenue, and at least two limit-up days within 500 days. It interprets these as signals of positive momentum, revenue…
This A-share screening strategy looks for stocks with an amplitude above 1, at least one limit-up day in the prior month, and a gain below 6% at 9:25. Its expanded version also selects the top 50 by circulating market-cap rank and requires a dynamic…
This Chinese stock-screening note combines three filters: market capitalization below 10 billion yuan, no past losses, and simultaneous golden-cross signals from three technical indicators. MACD, KDJ, and RSI are given as examples. It then ranks qualifying…
This screen combines a rising 30-day average, a 20-day moving average above the 120-day moving average, and a ranking by capital strength. The article describes turnover and volume ratio as possible measures of trading activity and capital inflow. It treats…
The stated screen selects stocks with a position-increase ratio above 5% for the day and an enterprise attribute described as 2021. The article frames the first condition as a sign of recent capital inflow, but the meaning of the company-year condition is…
This screening idea targets A-share stocks whose daily range exceeds 1%, that recorded more than two limit-up sessions in the previous 10 days, and whose 30-day moving average is rising. The article interprets a large range as greater trading activity,…
This A-share stock screen combines three conditions: RSI below 65, weekly MACD above zero, and at least two limit-up sessions during the prior 500 days. It seeks stocks with a positive weekly trend and a history of sharp gains while excluding some highly…
This Chinese equity screening proposal selects stocks with a 14-period RSI below 65, turnover between 3% and 12%, and a gain below 6% at 9:25. The author presents the opening-move cap as a way to avoid some sharp short-term moves while retaining stocks with…
This stock screen combines a current-day holdings increase above 5%, positive institutional activity, and a 10-day price gain greater than zero but below 35%. The note presents these as measures of capital inflow, institutional positioning, and positive but…
This A-share stock screen combines three filters: the 20-day moving average must be above the 120-day average, RSI must be below 65, and an industry concentration measure must be either above 70% or below 20%. The article frames the moving-average condition…
This A-share screen combines RSI below 65, an amplitude threshold above 1, and an upward-sloping 30-day moving average. The stated aim is to find stocks with some price movement while avoiding the highest RSI readings and favoring a positive recent trend.…
This A-share screening method selects stocks with MACD above zero, a rising 30-day moving average, and a stated external-to-internal trading volume ratio above 1.3. In combination, the filters are meant to identify positive momentum, an upward price trend,…
This A-share stock screen combines three conditions: a 14-period RSI below 65, positive main-fund net inflow on the previous day, and the 20-day moving average above the 120-day moving average. The short-versus-long average comparison is intended to identify…
This A-share screening idea looks for stocks before 10 a.m., excludes those under special treatment, ranks candidates by a stated measure of capital strength, and requires the 15-minute MACD histogram’s negative bars to become shorter. The post interprets…
The proposed A-share screen combines a reported increase in institutional position share above 5%, seven consecutive declining sessions, and more than two limit-up days within the past ten trading days. The author frames the long decline as a possible…
This A-share screen combines three conditions: a 14-period RSI below 65, no limit-up session on the prior day, and a positive return from the start of the year through the previous day. The post describes these as filters for stocks with positive recent…
The proposed screen combines three stock-selection conditions: a reported increase in buying or position-building activity, a weekly crossover of the five-period moving average above the ten-period average, and a positive but limited return over the prior…
This stock screen combines a positive MACD condition with a rising signal line, then filters for shares whose high-to-low range over a recent lookback exceeds a stated threshold. The article frames the approach around stocks with upward technical momentum…
This proposed stock screen selects shares with today’s position increase above 5% and at least two limit-up sessions over the past 500 days. The post interprets a rise in position holdings as possible institutional buying interest and the historical…
This Shenzhen main-board stock screen requires an RSI below 65, a price-to-earnings ratio between zero and 29.01, a price-to-book ratio between zero and 3.11, and more than two limit-up sessions within ten days. The post treats repeated limit-ups as a sign…
This note describes ranking stocks by capital-flow strength and individual-stock popularity, alongside a recent-return filter requiring a 10-day gain above zero and below 35%. It interprets stronger flows and higher attention as signs of market interest,…
This note proposes screening stocks for a daily high-low range greater than 1% of the previous close, a positive price-to-earnings ratio, and a price increase over the preceding 252 trading sessions. It describes the criteria as a way to combine price…
This stock selection approach combines a 15-minute MACD condition, described as a shortening green histogram, with MACD above its zero line and revenue in 2021 exceeding revenue in 2018 by more than a stated threshold. The provided implementation examines…