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 review summarizes research on whether anchoring to a stock’s 52-week high helps explain why prices respond slowly to news about economically connected firms. Its central hypothesis is that investors underreact to good news about a customer when a…
This Chinese stock screen looks for shares with daily amplitude of at least 1%, turnover above 2% and no higher than 9%, and at least one session with a gain of 10% or more during the prior 25 trading days. The selection combines a volatility measure,…
This note proposes screening A-shares using three conditions: a 14-period RSI below 65, an outer-to-inner volume ratio of at least 1.3, and prior-day turnover above 8%. Its sample formula and Python example outline how those conditions might be applied. The…
This note describes an A-share screening rule combining a 14-period RSI below 65 with an outer-to-inner volume ratio above 1.3, while excluding the STAR Market. The article presents these conditions as a way to combine a technical indicator with…
This post proposes a stock-selection screen that combines a daily high-low range threshold, a calendar-year filter for 2021, and a condition intended to identify an increase in trading volume. Stocks passing the conditions enter a candidate pool. The article…
This Chinese-language post describes a mainland China stock screen combining four conditions: RSI below 65, a daily gain above 1%, main-board listing, and a current-day low below the prior day’s low. It frames the combination as a way to find shares with…
This proposed stock screen selects shares with a daily high-low range above a stated threshold, a closing price above the five-day moving average, and a specified industry exclusion. The post’s explanation treats larger price ranges as potential…
This proposed daily stock screen selects shares with MACD above its zero line, ranks candidates by market attention, and keeps companies whose revenue in 2021 was more than 1.1 times revenue in 2018. It describes MACD as a short-term trend measure, stock…
This Chinese stock selection note describes a technical screen requiring daily amplitude above 1%, a maximum daily decline between 4% and 5%, and a weekly five-period moving average crossing above the ten-period average. It presents the weekly crossover as a…
This Chinese stock selection note describes a screen combining daily price movement with a weekly moving average signal. It selects stocks whose intraday high-to-low range exceeds 1%, whose weekly five-period moving average crosses above the ten-period…
This proposed stock screen combines three filters: MACD above its zero line, a ratio of external to internal trading volume above a stated threshold, and a dividend payout measure above a stated level for 2019. The accompanying discussion treats MACD as a…
This document describes a software class for calculating the Momentum indicator with a ring buffer. It provides methods to initialize the indicator, process a full input array, or update the calculation from individual values. The class also exposes the…
This document presents a Chinese stock screen built around three conditions: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a fund-strength measure ranked from high to low. Its rationale is to…
This stock-selection rule screens companies in the metaverse sector for a limit-up day within the previous 25 days and a current-day decline between 4% and 5%. It proposes running the screen before 10 a.m. The accompanying Python example filters a daily data…
This note describes a Chinese equity screen requiring RSI below 65, positive afternoon large-order net inflow, and strong performance since 2021, with the stated final rule focusing on stocks in the top decile for both net inflows and cumulative gains. The…
This Chinese equities screen combines three conditions: daily amplitude above 1, at least one limit-up event within the previous 25 days, and price lying within a stated tolerance of five moving averages based on different lookback periods. The article…
This strategy selects stocks that open above the previous close and have a five-day closing-price average above the ten-day average. Among qualifying stocks, it ranks by price-to-earnings ratio in ascending order and chooses the first ten; purchases are…
This document outlines a Chinese A-share screen that looks for stocks with MACD above zero, ranks candidates by individual stock popularity, and limits the 9:25 a.m. price increase to less than 6%. It presents the approach as a way to combine a positive…
This strategy uses a research agent to rank leveraged ETFs from recent prices and trends, then has bull and bear agents assess the same research. A judge and trading agent selects a side for each index, allocates the account among chosen funds, and revisits…
This A-share screen narrows a metaverse-sector universe to stocks with relative volume above 1.5 and below 6, a closing price above the five-day moving average, and the five-day average above the 20-day average. The volume band is intended to identify active…
This A-share screening idea combines investor-position growth above 5%, seven consecutive declining sessions, and at least two limit-up events within the prior 500 days. The rationale is to look for buying interest in stocks that have a history of sharp…
This document describes a simple arrow-style indicator that generates alerts when the Relative Vigor Index crosses its signal line. Alerts are available on the newest closed bar, and the indicator can send signals by email or as push notifications to a…
This stock-selection rule combines three conditions: RSI below 65, a shrinking green histogram bar on the 15-minute MACD, and a price rise below 6% at 9:25. The resulting stocks form a candidate pool. The document presents RSI and MACD as technical filters…
This document describes a custom MACD indicator that displays the MACD line, signal line, and histogram together in a separate chart window. It distinguishes the display from a common MetaTrader 5 presentation that may show only a histogram. The histogram is…