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.
22,592 documents
This Chinese stock-selection note describes a screen for companies classified in the metaverse sector. It keeps stocks with a circulating market value above 10 billion yuan and a circulating share count no greater than 5.5 billion. The stated rationale is to…
This strategy takes a long position in an S&P 500 proxy on the fifteenth calendar day of each month, shifting the date earlier when it falls on a weekend. The position is intended to last through that trading day, with liquidation on the following scheduled…
This stock-selection idea filters shares by turnover, a newly formed KDJ golden cross, and a positive recent return. The article describes the turnover band as three to twelve percent and adds a condition that price be at or above its 20-day moving average…
This Chinese stock screen combines a 14-period RSI below 65 with a daily gain above 1%, main-board listing status, and a prior-day actual turnover rate between 3% and 28%. The article describes turnover as a proxy for investor attention and trading activity,…
This Chinese stock-screening example selects shares with MACD above zero, trading volume above 10,000 lots, and an opening price above the prior close. The stated rationale is to find actively traded stocks showing positive momentum. The article includes a…
This Chinese stock screen selects shares with an amplitude above 1, a dividend payout ratio above 25% in 2019, and positive weekly candlesticks in consecutive weeks. The article interprets the price-range condition as a volatility filter, the historical…
This Chinese A-share screen combines turnover between 3% and 12%, a reversal or engulfing-style price pattern, and at least one daily gain of 10% or more during the prior 25 trading sessions. The accompanying indicator example adds stochastic K above D and…
This Chinese-language post presents an equity screen combining three conditions: a positive price-to-earnings ratio, a 14-period RSI below 65, and a 30-day moving average that is rising. Its example implementation also requires the latest close to be above…
The document describes a Chinese stock selection screen that filters for a turnover rate between 3% and 12% and a listing year of 2021, then ranks candidates by the current day’s auction amount. It selects up to five names from the top of that ranking. The…
This note presents a Chinese equity selection rule that combines three conditions: daily amplitude above 1, at least one limit-up session within the prior 25 days, and circulating market capitalization between 5 billion and 10 billion yuan. It includes…
This note describes a simple Chinese equity screen based on price movement and a short-term moving average. It selects stocks with amplitude above 1, a price below 20, and the stock’s average price above its five-day moving average. The article also provides…
The document describes a simple Chinese A-share stock screen combining recent position-increase share with circulating market capitalization. It selects stocks whose reported increase for the day exceeds 5% and whose circulating value falls between 5 billion…
This note describes a historical screen for main-board stocks using three criteria: daily high-to-low range greater than one percent, a date in 2021, and a daily gain greater than one percent. Its stated purpose is to place qualifying shares in a candidate…
This Chinese-language note outlines an equity screen for stocks in the metaverse industry. It combines a newly formed KDJ bullish crossover with conditions intended to identify an emerging uptrend: price above the 60-day and 120-day moving averages, a rising…
This stock-selection idea screens within the metaverse theme for shares that had a limit-up event during the prior 25 days and whose external-to-internal trading volume ratio exceeds 1.3. It proposes running the screen before 10 a.m. and selecting stocks for…
This summary reports tests of 19 factors derived from sell-side analyst consensus data, covering forecast financial measures and analyst attention. For financial factors, it compares raw values with industry-relative rankings and quarter-over-quarter…
The document describes a long-only S&P 500 trading system built from two simple moving averages. It enters when the two-period average from one day earlier exceeds the current two-period average, the average from ten days earlier exceeds its value from…
This Chinese-language post describes an equity screening rule that combines a daily price range threshold, a named morning star candlestick pattern, and at least one large single-day gain within the recent 25 trading days. It frames the screen as a way to…
This Chinese equity screen combines a turnover rate from 3% to 12%, a rising DEA condition, and a ten-day return above zero but below 35%. The article describes moderate turnover as a way to seek active trading without extreme activity, uses rising DEA as a…
This stock screen combines three conditions: daily high-to-low range greater than one percent of the prior close, a ticker beginning with 60, and a 30-day simple moving average that is higher than on the previous day. The document interprets the range as a…
The document proposes screening stocks in the metaverse theme for positive net buying by large participants during the opening auction and more than two limit-up sessions within the prior ten days. It gives a brief rationale for each element: thematic…
This post describes a stock screen based on price amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days. It also adds a condition that stocks showed positive price changes during 2021. The article includes example Python…
The document outlines a Chinese equity screening rule combining a turnover-rate range of 3% to 12%, seven consecutive declining days, and an opening-auction volume condition described as growth of more than 50% versus the prior day. It includes sample…
The post outlines a Chinese equity screening idea combining daily price range, a low share-price threshold, and recognition of a Morning Star candlestick pattern. Its example implementations also apply a Bollinger-band closing-price condition, then show…