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 study examines whether investors chasing Morningstar mutual fund ratings can move stock prices through fund flows. Before Morningstar’s June 2002 methodology change, ratings were closely tied to broad fund performance and therefore favored some…
This stock-selection rule screens for securities with a 14-period RSI below 65, greater volume at the best bid than at the best ask, and a positive daily price change. The document interprets the RSI condition as a way to identify relatively weak or…
This indicator combines a volatility squeeze measure with a separate reading of trend direction and strength. A squeeze is identified when the Bollinger Bands sit inside the Keltner Channel, which the description treats as a sideways phase. The histogram…
This document compares several common rate-of-change measures: raw momentum, percentage change, and ratio forms. It gives the corresponding formulas and maps several variants to names used in TA-Lib, TradeStation, and MetaStock. These definitions help…
This repository overview introduces a collection of systematic trading approaches, including moving-average momentum, cointegration-based pairs trading, candlestick signals, and an opening-range breakout. It also points to projects in options, portfolio…
The proposed stock screen combines three conditions: intraday amplitude above one percent, positive price-to-earnings ratio, and a shrinking negative MACD histogram on a 15-minute chart. The article interprets the amplitude filter as a way to find more…
This document describes a Chinese stock screen that combines three conditions: daily price amplitude above 1%, a reversal or engulfing-style candle, and shortening green MACD histogram bars on a 15-minute chart. It presents the combination as a way to narrow…
This stock screen combines a daily price-range condition, a moving-average trend signal, and a minimum market-value filter. It seeks shares whose daily high-low range exceeds 1% of the previous close, whose five-period average crosses above the ten-period…
This technical stock screen targets shares in the metaverse sector when several bullish signals coincide. Its stated conditions include a MACD crossover, a five-day moving average crossing above both the ten-day and twenty-day averages, and the five-day…
This stock screen combines a turnover filter, a streak of declining closes, and evidence of a sharp rise within a recent lookback period. It selects shares with turnover between 3% and 12%, closes no higher than the prior close for seven consecutive…
This premarket stock screen combines three conditions: MACD above zero, price-to-earnings ratio above zero, and more than two limit-up days during the prior ten days. The article interprets positive MACD as an uptrend, positive P/E as a normal valuation…
This stock screen selects Chinese main board companies with daily amplitude above 1, more than three years since listing, and a daily gain above 1%. Its rationale is to favor more active shares while excluding newer listings and limiting the universe to the…
This stock selection rule combines a daily range condition, an RSI ceiling, and three simultaneous moving-average crossovers. The range must exceed one percent, RSI must be below 65, and the 5-, 20-, and 60-period moving averages must cross upward in the…
The Wilson Relative Price Channel is an RSI-based indicator that divides readings into overbought, oversold, and neutral zones. Its configurable inputs include the channel and smoothing periods, RSI price source, overbought and oversold thresholds, and the…
This indicator applies the Ehlers Fisher Transform to RSI calculated from a moving average of price. The transformation is intended to normalize RSI values and make changes in market conditions easier to see. Price smoothing can use simple, exponential,…
This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least one limit-up event within the prior 25 days. The article explains the conditions as a blend of technical…
This stock screen combines daily price range, appearance on a broker ranking list, and large-order net flow. It selects stocks with amplitude above 1, a listing on the previous day's ranking, and large-order net volume above 0.05 for at least three…
This Chinese equity screen combines RSI, earnings growth, and a weekly bar signal. It looks for stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no higher than 100%, and a positive weekly…
This stock screen combines a technical condition with profitability growth and a weekly indicator. It selects shares with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a…
This screening rule selects stocks when the reported buying-activity ratio exceeds 5%, the day’s maximum decline lies between 4% and 5%, and the ten-day return is positive but below 35%. The post treats the three filters as short-term buying cues: activity…
This stock screen combines three conditions to form a candidate pool: more than two limit-up days within ten days, a shortening MACD histogram on a 15-minute chart, and RSI below 65. The stated rationale mixes recent market attention, represented by limit-up…
This stock-selection idea combines three short-term conditions: daily amplitude above a threshold, at least one limit-up event during the past month, and a positive ten-day return below an upper bound. The article’s proposed refinement adds a PEG ceiling,…
This Chinese stock-selection post describes a screen combining three conditions: an amplitude measure above a threshold, a 9:25 price gain below a ceiling, and a rising DEA line from MACD. The stated rationale is to combine a measure of price movement with a…
The article proposes a Chinese equity screen restricted to the metaverse industry. It looks for stocks opening near or above their ten-day moving average, then ranks candidates using a measure combining the session’s price change with large-order activity.…