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.
29,558 documents
The document describes an A-share stock screen combining three conditions: price amplitude above 1%, a nonempty name for an outstanding convertible bond, and tradable market capitalization above 10 billion yuan. It presents the screen as a way to focus on…
The document describes a stock screen combining three conditions: a dividend ratio above 25% for 2019, a 20-day moving average above the 120-day moving average, and daily amplitude above 1%. It interprets the moving-average relationship as an uptrend filter,…
This short-term A-share screening proposal filters for stocks with daily amplitude above 1, excludes special-treatment shares, applies a five-part limit-up setup, and requires RSI below 65. Its accompanying explanation characterizes the range condition as a…
This expert advisor combines Renko-style price boxes with fractal levels. It calculates box formation in pips, then enters when price reaches a level associated with a fractal. The post says the boxes are calculated rather than displayed on the chart and…
This note proposes screening equities for a daily price range greater than one, return on equity above 15% in each of the past five years, and a “control” reading above 21. It frames the range and control reading as technical or money-flow clues, while…
This note describes a MetaTrader 5 chart indicator for reviewing a trader’s rules before opening a position. The trader defines checklist items and manually marks whether each condition is satisfied. The tool is intended to make a personal trading process…
This excerpt argues that risk control and position sizing deserve priority alongside stock selection and timing. Its proposed framework smooths risk decisions with a moving-average tracking system and calculates a daily score from market or stock…
OverHedgeV2 is described as an expert advisor that manages a group of positions using aggregate and per-position profit thresholds. It closes positions opened by the advisor when the group reaches a total profit target, subject to a condition that no…
This stock selection method looks for shares with daily amplitude above 1%, an opening price within 5% of the 10-day moving average, and three consecutive days of falling closes. The document explains these conditions as signs of elevated short-term…
The document compares simple systematic strategies, such as indicator rules applied to liquid developed markets, with advanced approaches that use specialist market knowledge, statistical testing, rigorous portfolio construction, and less liquid instruments.…
This Chinese-language post describes a stock-selection screen using three conditions: daily amplitude above 1, a daily controlling-shareholder measure whose absolute change exceeds 21, and RSI below 65. It frames amplitude and the control measure as…
This Chinese-market stock screen combines three filters: metaverse-related stocks, a positive institutional-flow measure, and a restriction excluding stocks that closed at the prior day’s upper price limit. The stated rationale is to focus on a specific…
This proposed screen selects mainland Chinese main-board stocks with turnover between 3% and 12% and circulating market value between 5 and 10 billion yuan, then looks for shares that have fallen for seven consecutive days. The stated rationale is to focus…
This article turns James O’Shaughnessy’s value-investing principles into a monthly Chinese equity screen. It favors companies larger than the market median in market capitalization and share capital, then ranks stocks using cash-flow yield, sales yield, and…
The document describes an automated trading tool that takes a user-selected long or short direction, waits for a setup based on volume and price levels, and places trades. Its level and length settings shape the pullback it seeks and how extensively it…
The document argues that traders can build consistency by specializing in a small number of clear setups instead of continually searching for a perfect strategy or new indicator. It recommends using the same market, time frame, and entry and exit rules, and…
This A-share screen selects stocks associated with a robotics concept, with daily amplitude above 1%, circulating market value below 10 billion yuan, and prior-day actual turnover between 3% and 28%. The article treats amplitude as a sign of activity, the…
This A-share selection rule combines a turnover rate of 3% to 12%, at least one limit-up event in the preceding 25 days, and growth in the K value of the KDJ indicator. The article characterizes the conditions as a way to find technically strong stocks with…
This A-share stock screen requires daily amplitude above 1%, excludes STAR Market stocks, and selects for a value between 0.5 and 2 when the previous day’s turnover rate is multiplied by the ratio of current auction volume to the previous day’s volume. The…
The document proposes a short-term stock screen based on three conditions: a recent price range above a threshold, the opening price near the ten-day moving average, and no limit-up move in the specified prior session. The stated intent is to find volatile…
This Chinese-language strategy note combines two China A-share stock-selection approaches: a small-cap, low-turnover portfolio and a dividend-focused portfolio that excludes the smallest stocks. The first ranks eligible stocks using market capitalization and…
This screening concept selects stocks with price amplitude above 1, rising lows or a higher base, and turnover between 2% and 9%. The post presents the criteria as a way to combine price structure with trading activity and liquidity. It also suggests…
This proposed stock screen looks for daily amplitude above 1, upward divergence in moving averages, and three consecutive down sessions. Its rationale is that a short pullback near a longer-term moving-average support level, alongside an improving short-term…
This stock-screening idea combines three conditions: a 14-period RSI below 65, a rising MACD DEA, and at least two limit-up sessions during the prior 500 days. The post presents the combination as a way to find shares with moderate momentum and a history of…