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 screening idea looks for stocks with a positive but capped 10-day return, a code prefix associated with the specified market segment, and at least five overlapping moving averages. The written rule identifies the 5-, 10-, 20-, 30-, and 60-day…
This mainland China stock selection rule filters for main-board shares with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a daily gain above 1%. The document includes a formula-style expression and a Python example…
This A-share stock screen combines a positive MACD reading with revenue in 2021 exceeding revenue in 2018 by a stated threshold, and a dividend payout ratio above a specified level in 2019. The accompanying example describes selecting from a large-cap index…
This Chinese equity screening idea combines daily price range, a three-session limit-up streak ending the previous day, and a 14-period RSI below 65. The author interprets a large range and repeated limit-ups as signs of market attention, while the RSI…
This document presents a stock-selection screen for the Chinese market. It combines three conditions: daily price amplitude above 1%, at least one limit-up event during the preceding 25 days, and turnover above 8% on the previous day. Stocks passing the…
The report addresses a problem in Chinese equities: stock-level momentum at monthly frequency can weaken a conventional reversal factor, even where reversal appears more prevalent overall. Its proposed “team-coin” factor draws on an analogy between expecting…
This note describes a short-term Chinese stock screen using daily amplitude above 1, a named morning-star pattern, and more than two limit-up days within ten days. It frames large price swings and repeated limit-ups as signs of strong near-term price action.…
This note outlines a Chinese equity screen requiring MACD above its zero line, year-over-year net-profit growth greater than 20% and no more than 100%, and a 9:25 a.m. price gain below 6%. It presents the combination as a way to pair a technical trend…
This article describes a stock selection rule combining three conditions: amplitude above a stated threshold, a bullish alignment or crossover among three moving averages, and positive net buying attributed to major participants during the opening auction.…
This proposed Chinese equity screen combines three conditions: RSI below a stated threshold, the product of daily price change and net volume from very large orders being positive, and a positive weekly price bar. The author presents the indicators as a mix…
This Chinese-language report summary describes an A-share stock selection approach combining an earnings surprise proxy with the price gap after an earnings announcement. Instead of comparing reported profit directly with analyst expectations, it identifies…
This note describes an equity screen combining a positive MACD reading, positive price-to-earnings ratio, and revenue growth: 2021 revenue must exceed 2018 revenue by more than the stated threshold. It gives the MACD calculation using exponential moving…
This document outlines an equity screen for main-board Chinese stocks with an RSI below 65, a daily price gain above 1%, and floating market capitalization greater than 10 billion yuan. The stated selection logic combines a technical indicator, positive…
This short description covers an indicator that plots upward or downward arrows when selected technical indicators meet configured conditions. The conditions can be based on one indicator or a combination of two, giving the user a way to visualize signals on…
This source code implements a collection of momentum and related technical indicators as time series. The visible sections explain RSI as a comparison of smoothed gains and losses, TSI as smoothed price change relative to smoothed absolute change, the…
This short-term stock screen selects shares whose price range exceeds a threshold, whose reported volume exceeds 10,000 lots, that open above the prior close, and whose codes begin with 60. The document frames the range and volume conditions as signs of…
The post presents a Chinese stock screening rule using three conditions: today’s buying proportion must exceed a threshold, the day’s price change must remain within specified bounds, and the 20-day moving average must be above the 120-day average. This last…
This stock screen combines a metaverse industry classification with an upward-moving 30-day moving average and turnover between 3% and 12%. It aims to identify shares associated with a current sector theme, positive recent price direction, and trading…
The post proposes a stock-selection screen for Chinese A-shares combining three conditions: daily high-low range above 1%, a newly formed KDJ crossover, and a rise of more than 5% in the K value. The rationale is that a larger range signals volatility, the…
This document presents an A-share stock screen requiring amplitude above 1%, weekly MACD above zero, and circulating market capitalization above 10 billion yuan. It gives formula examples and Python-style selection logic. The proposed rationale combines a…
This document outlines an A-share stock-selection rule requiring turnover between 3% and 12%, a rising DEA signal, and an opening price from 2% below to 5% above the previous close. It provides example indicator formulas and Python-style logic that…
This page documents configuration options for a MetaTrader 5 TD Sequential indicator. Its calculation setting controls how many historical bars are processed; a value of zero means all available bars are included, while processing more bars makes the…
This screening approach selects stocks in the beverage and alcohol import or export sector with turnover between 3% and 12%, alongside a condition labeled as the start of a major upswing. Its formula defines that price condition as the current close…
This stock selection screen combines three conditions: a six-period RSI below 65, a 20-period moving average above the 120-period average, and association with the metaverse theme. The moving-average relationship is used as a trend filter, while the RSI…