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 stock-selection idea combines a 14-period RSI below 65 with three consecutive bearish sessions and membership in a beverage and alcohol import-export industry group. The post frames the method as a mix of technical and industry information and suggests…
The document describes a stock grid approach built around a reference price. It places an initial position at the current price, then schedules additional purchases at fixed percentage declines, dividing capital across up to six levels with larger…
This stock screen requires price amplitude above one, prior-day actual turnover between three and twenty-eight percent, and a nonempty name for an outstanding convertible bond. The article presents these conditions as filters for price movement, trading…
This stock screen selects for price amplitude above one, a weekly five-period moving average crossing above the ten-period average, and no limit-up session on the previous day. The stated rationale combines volatility and a rising trend while excluding…
This note presents a Chinese equity selection rule based on four conditions: daily amplitude above 1%, a closing price of 18.5 yuan, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. The accompanying…
This note describes a Chinese equity screen combining daily turnover, the product of price change and large-order net volume, and a volume-ratio range. Its main stated thresholds are turnover between 3% and 12%, a positive product of price change and…
This technical screening idea looks for stocks whose price is near at least five moving averages from different time periods. The examples given are the 5-, 10-, 20-, 50-, and 200-day averages. The premise is that multiple averages clustering near the price…
This stock screen combines four technical conditions: amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and turnover between 3% and 12%. It aims to identify actively traded shares with short-term upward potential…
This indicator colors price candles according to the Money Flow Index (MFI), making the oscillator’s broad market zones visible on a price chart. Teal marks overbought readings, while deep pink marks oversold readings. Pale green indicates MFI above 50 but…
This note presents a Chinese equity screen using a daily price-range threshold, weekly MACD positioned above zero, and a prior-day indicator described as main-force control. It includes example formula logic and a Python-style sketch using market data and…
This note describes a Chinese equity screen combining a daily price-range threshold, a reversal or engulfing pattern, and a ratio of external to internal trading volume above 1.3. Its expanded version also adds positive price-to-earnings and price-to-book…
The document outlines a stock screen for companies in the metaverse theme. It combines a minimum circulating market capitalization threshold with a stated upper bound on total market value and a requirement for positive net profit. The accompanying Python…
This research summary examines whether Chinese listed companies’ earnings previews can add information to conventional equity factor models. Because previews arrive before earnings announcements and periodic financial reports, the report treats them as an…
This strategy ranks a universe of country equity ETFs using Shiller’s cyclically adjusted price-to-earnings ratio (CAPE), which compares inflation-adjusted prices with a ten-year average of inflation-adjusted earnings. At each year-end, it selects the…
This post describes an equity screen that selects stocks with a daily high-low range above a threshold, that did not close at the upper price limit on the previous day, and that have a positive price-to-earnings ratio. The proposed rationale is to seek…
This Chinese-language post proposes screening A-share stocks using three conditions: buying activity above a stated threshold, simultaneous bullish crosses in three technical indicators, and a 20-day moving average above the 120-day moving average. It…
The document proposes a Chinese A-share stock screen using RSI below 65, a positive product of daily price change and a five-day signed volume measure, rising moving-average conditions, and trailing price-to-earnings below 30. It explains the signals as a…
The document presents a Chinese equity screen with four conditions: turnover between 3% and 12%, circulating market capitalization between 5 billion and 10 billion yuan, current volume above 10,000 lots, and an opening price above the previous close. It…
The document describes an equity selection rule for Chinese stocks. It filters for turnover between 3% and 12%, a listing year of 2021, and at least one daily gain of 10% or more among the most recent 25 trading days. The stated rationale is to combine…
The document outlines a Chinese equity screen combining a positive but capped ten-day price return, circulating market capitalization above a stated threshold, and a minimum measure of price movement. It presents the criteria as a way to find larger stocks…
This stock-selection approach combines three technical filters: price amplitude above 1, the 9:25 price rise below 6%, and a 30-day moving average that is higher than the previous day’s. The accompanying explanation presents the rising average as a way to…
This research summary examines two responses to a prolonged value-factor drawdown: changing how the factor is constructed and forecasting when its returns may be stronger. It compares conventional cross-sectional valuation with time-series measures of a…
The document describes a technical stock screen that combines daily price range, large-order net volume ranking, and a rising-bottom or low-price condition. It frames range and order-flow measures as ways to find active shares, while a sequence of higher…
The post describes a proposed A-share stock screen using a turnover-rate range of 3%–12%, market capitalization below 10 billion yuan, and a profitability filter. It then adds a Bollinger Band condition, along with example formula and Python references. The…