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 post describes a short-term stock screen combining price amplitude above 1%, a weekly five-period moving average crossing above a ten-period average, current volume above 10,000 lots, and an opening price above the previous close. It presents the mix as…
This stock-selection idea looks for equities with MACD above zero, upward-diverging moving averages, and a large intraday decline within a specified band. Its rationale is to combine signs of an upward trend with a short-term pullback that might rebound. The…
This Chinese A-share screening idea combines a 14-period RSI threshold with listing age and recent limit-up activity. It seeks stocks with RSI at or below 65, more than one year since listing, and at least two limit-up events within a 500-day window. The…
Delta WPR compares fast and slow Williams %R (WPR) oscillators to classify market conditions. Its histogram uses the slow oscillator’s position relative to a configurable level and the fast oscillator’s position relative to the slow one. When the slow…
The document describes a mainland China main-board stock screen combining three filters: RSI below 65, a daily gain above 1%, and previous-day turnover above 8%. Its stated rationale is to find stocks showing a positive short-term move and substantial…
This stock-selection screen combines liquidity, momentum, and a short-term trend filter for Chinese A-shares. It selects stocks with turnover between 3% and 12%, a newly formed KDJ bullish crossover, and a closing price above its five-day moving average. The…
The Market Structure RSI applies the familiar RSI calculation to counts of broken swing points rather than to bar-by-bar price changes. It identifies simple three-bar pivot highs and lows, then checks whether price has crossed the stored levels. Each broken…
This proposed stock screen combines four conditions: a six-period RSI below 65, a daily gain above 1%, main-board listing status, and appearance on the prior day's Dragon-Tiger List, a Chinese market disclosure of notable trading activity. The article frames…
This Chinese stock-selection approach combines a daily range threshold, weekly MACD above zero, and a daily external-to-internal trade volume ratio above 1.3. The article presents these filters as a way to find stocks with positive trend conditions and…
This Chinese equity screen seeks stocks with a daily trading range above 1, positive large-order net volume for at least three consecutive days, and no limit-up close on the prior day. The proposed intuition is that an expanded range signals activity while…
This document describes a China A-share screening idea combining membership in the metaverse theme, circulating market capitalization above 10 billion yuan, exclusion of special-treatment stocks, and selection before 10 a.m. It invokes a five-step limit-up…
This stock-selection idea combines a buying-activity measure with technical signals and recent limit-up performance. The stated screening conditions include a buying-activity ratio above 5%, more than two limit-up days in the prior ten days, and simultaneous…
This article explains cross-sectional momentum in commodity futures: periodically rank markets by recent performance, buy the strongest and sell the weakest. It distinguishes this relative ranking approach from time-series momentum, which evaluates each…
This Chinese equity screen combines recent limit-up activity, trading volume relative to the stock’s usual level, and simultaneous bullish crossovers in MACD, KDJ, and RSI. It selects stocks with more than two limit-up sessions in the previous ten days and…
This stock-selection rule screens for A-shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a positive change in the KDJ K value. The stated rationale is to favor stocks with trading activity and a bullish technical signal, with a…
The proposed stock screen selects shares whose daily range exceeds a threshold and whose large-order net volume remains positive for at least three consecutive days. It then ranks candidates by the day’s auction amount and keeps the five highest-ranked…
This indicator is described as a price oscillator that uses Heiken Ashi values rather than raw prices to represent trend direction and strength. It adds a signal line that can be compared with the oscillator through crosses, following a familiar…
The indicator scans a user-defined range of simple moving average periods at each bar and looks for the period associated with the most recent upward or downward bounce. When it finds one, it marks that bar; when no candidate period meets its bounce…
This indicator displays the Relative Vigor Index (RVI) in the main price chart as a colored cloud, alongside a blue moving average. It exposes settings for the RVI period, smoothing method and depth, price input, and horizontal shift. The smoothing…
This Chinese equity screening idea looks for stocks with more than two limit-up sessions in a ten-day period, relatively low concentration, and strong capital activity. The description names turnover and volume ratio as possible measures of money strength,…
This post describes a Chinese stock screen combining convergence among five moving averages, repeated limit-up sessions, and revenue growth. The moving averages span 5, 10, 20, 30, and 60 days; the fundamental filter compares 2021 revenue with 2018 revenue,…
This Chinese equity screening method first filters for stocks with amplitude above the stated threshold and an opening price near the ten-period moving average. It then ranks candidates by the day’s auction amount and selects the top five. The note frames…
This Chinese stock screening idea combines three technical conditions: price amplitude above the stated threshold, a weekly five-period moving average crossing above the ten-period average, and a positive histogram derived from MACD. The note explains that…
This technical stock screen selects shares with daily amplitude above 1, excludes stocks described as limit-up on the prior day, and requires the K value of the KDJ indicator to be rising. The author treats amplitude as a sign of market activity and a rising…