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 stock-selection note combines three filters: amplitude above 1, at least one daily gain of 10% or more in the previous 25 trading days, and actual turnover on the prior day between 3% and 28%. The author frames these conditions as a way to find…
This indicator description starts from the Dynamic Momentum Index, an RSI-like measure intended to identify overbought and oversold conditions. The standard concept adapts its lookback period as volatility changes, unlike RSI’s fixed period. This version…
This Chinese stock-selection note describes a screen using price amplitude above one percent, company scale above 200 million, and a ten-day return greater than zero but below 35 percent. Its expanded version also requires a positive price-to-earnings ratio…
This Chinese A-share screening idea combines three conditions: daily price amplitude above one percent, at least one limit-up event during the preceding 25 days, and a positive institutional-direction measure. The accompanying discussion treats volatility as…
The note introduces the Accelerator Oscillator (AC) and gives its calculation from high and low prices. It first takes each bar’s midpoint, then calculates an Awesome Oscillator by subtracting a longer-period moving average from a shorter-period moving…
This research explores how estimates of public mutual fund ownership, updated using high-frequency data between formal disclosures, can inform stock selection and sector rotation in Chinese equities. It describes two stock signals: the estimated current…
The proposed Chinese stock screen combines a 20-day moving average above the 120-day average with RSI below 65 and a revenue ratio above 1.1 for 2021 compared with 2018. It presents the moving-average relationship as a filter for an upward trend, alongside…
The document presents a rule-based stock selection screen for the Chinese market. It selects shares in the metaverse sector whose previous-day price is above the 250-day moving average and that recorded at least one daily gain of 10% or more during the prior…
This research summary describes style drift in active equity mutual funds: departures from a fund’s stated investment mandate that can expose investors to unintended risks. It characterizes style along size, value versus growth, and momentum dimensions, and…
This stock screen selects shares with an intraday high-low range greater than 1%, a newly formed KDJ golden cross, and a price pattern characterized as arc-shaped. The article interprets the range condition as evidence of volatility, the KDJ cross as a…
This A-share screening idea combines three conditions: RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and at least one daily gain of 10% or more during the previous 25 trading days. The article explains these as a blend of a…
This post describes a daily stock-selection rule based on three conditions: MACD above zero, a share price below 12 yuan, and the latest price above its five-day moving average. It says to run the screen before market open. The accompanying examples outline…
This Chinese-language post describes a stock screen combining a positive MACD reading, a favorable but undefined company-quality condition, and a rising sequence of short- to longer-term moving averages. Its indicator formula specifies MACD above zero and…
This indicator note adapts the moving average convergence divergence calculation by substituting Hull-style weighted moving averages for the usual averages. It describes a fast and a slow moving average, forms their difference as the MACD series, and smooths…
The document proposes a stock screen using turnover between 3% and 12%, a K value below 20, and a positive rise in the KDJ K line. It frames low K as an oversold-style filter and rising K as a short-term improvement signal, then recommends considering…
Twiggs Money Flow is presented as a variation of Chaikin Money Flow that combines trading volume with the closing price's position inside a range. The calculation uses the current high and low together with the prior close to define the range, then weights a…
This A-share stock-selection rule screens for turnover between 3% and 12%, a positive return below 35% over ten days, and at least five overlapping moving averages. The accompanying formula describes five averages with periods of 5, 10, 20, 30, and 60 days,…
This Chinese stock-selection note describes a screen requiring daily amplitude above 1, a ten-day price gain greater than zero but below 35%, and a morning-star candlestick pattern. It presents the combination as a way to find stocks with recent positive…
This Chinese equity screen combines three filters: turnover between 3% and 12%, a rising DEA condition, and membership in the robot concept, with circulating market value below 10 billion yuan. The stated rationale is to capture active but not extreme…
This stock-selection example combines three filters: membership in the metaverse theme, a closing price above its 250-day moving average, and a short-term price and volume surge. The example expresses the surge as a daily gain greater than 3% alongside…
This brief indicator description explains that CHO Smoothed Arrow places arrow objects in the main price chart to represent signals from the Chaikin Oscillator and a smoothed version of that oscillator. The design presents oscillator-derived signals directly…
The screen selects stocks with turnover between 3% and 12%, a flag indicating appearance on the previous day’s trading leaderboard, and a current high equal to the highest high over the two-day window. It combines a trading-activity filter, a recent…
This Chinese-language post outlines an end-of-day screen for mainland China mainboard stocks. It selects stocks with MACD above its zero line and a daily gain greater than one percent, then ranks the qualifying names by stated market heat. The post includes…
This MetaTrader 4 indicator adapts a squeeze approach associated with John Carter’s trading work and an earlier squeeze-break indicator. It plots squeeze values derived from Bollinger Band and Keltner Channel calculations around a zero line, while displaying…