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
The document briefly describes Reflex, an averaging indicator introduced by John Ehlers and intended to reduce the delay associated with conventional lagging calculations. It frames the indicator as momentum-like and suggests using its readings to generate…
This stock-selection proposal combines three filters: at least five overlaps among the 5-, 10-, 20-, 30-, and 60-day moving averages; a 20-day moving average above the 120-day average; and more than two limit-up sessions within ten days. The stated aim is to…
This document describes a Chinese equities screening rule combining daily price range, MACD, and whether the stock hit its upper price limit the previous day. It selects stocks with amplitude above 1, MACD above zero, and no prior-day limit-up. The…
The document describes a Chinese-equity screening rule based on turnover, circulating share count, circulating market value, and a positive price change. Its final rule specifies turnover from 3% to 12%, circulating market value above 100, circulating shares…
ColorRSI is a visual variation of the standard Relative Strength Index. It changes the indicator’s color when RSI enters overbought or oversold territory, using green to indicate an upward trend direction and red for a downward direction. The document…
This A-share screening approach combines a technical filter with an earnings-growth condition. It selects stocks with a 14-period RSI below 65, year-over-year growth in parent-company net profit above 20% and no more than 100%, and an average price above its…
This Chinese stock selection post describes a technical screen combining turnover between 3% and 12%, a reversal or engulfing-style candle pattern, and bullish weekly indicators. It defines the weekly condition as KDJ K above D and a positive MACD histogram…
The document proposes a stock screen that ranks securities by capital strength, requires positive returns, and restricts selection to 2021. It suggests using trading volume or turnover as measures of capital activity and mentions a volume-related indicator…
The document presents an implementation of John Ehlers’ Smoothed Relative Strength Index. It first applies a short weighted moving average to closing prices, giving more weight to the middle observations. Across a chosen lookback period, it separately totals…
This document explains a differential indicator that estimates bullish and bearish price pressure from closing-price changes over a user-selected period. Bull power averages only positive close-to-close increments, while bear power averages only negative…
This example proposes screening stocks using a price amplitude threshold, a dividend-and-bonus ratio above 25% based on the previous close, and a recent sequence of limit-up closes. It provides a formula sketch and a Python-style outline for calculating…
This Chinese equity screen combines daily price movement, company profitability, market capitalization, and MACD. It initially selects companies with daily high-to-low movement above 1%, market capitalization below the stated ceiling, positive net profit,…
This indicator combines a price-based Relative Strength Index with volume bars. It calculates RSI from closing-price changes using Wilder smoothing, then colors volume orange when RSI is above the stated upper threshold and blue when it is below the lower…
This stock screen selects equities with MACD above zero, a positive price-to-earnings ratio, and a high ranking for net main-fund inflows on the previous day. The note frames these conditions as indicators of upward momentum, positive earnings valuation, and…
This note describes a daily stock selection rule that combines an intraday range above 1%, a high matching the highest level over the prior two days, and a positive close-to-close return. The combination aims to find stocks showing recent price strength and…
This article proposes screening A-shares for RSI below 65, industry concentration either above 70% or below 20%, and more than two limit-up sessions within ten days. The author presents recent limit-ups as a signal of possible excess gains and the…
This article outlines an A-share stock screen combining RSI below 65, an increase in the KDJ K line over two periods, and an association with the metaverse sector. It presents the indicators as a way to find stocks with short-term upward movement while also…
The document presents a Chinese-market stock screen combining positive main-fund net buying during the opening auction, a positive increase in holdings for the day, and a 9:25 price gain below 6%. It suggests that the combination may identify stocks with…
This stock-screening note proposes selecting Chinese equities classified in the metaverse industry when the opening price is near or crosses above a ten-day moving average and the 14-period RSI is below 65. It explains the average as a way to locate price…
This document describes a Chinese stock selection screen combining four conditions: turnover between 3% and 12%, a rising DEA signal, current volume above 10,000 lots, and an open above the previous session’s high. It provides corresponding indicator logic…
This Chinese equities screen selects stocks using three stated signals: daily price amplitude above 1, upward separation of the current price and short moving average, and positive institutional-flow direction. The accompanying explanation frames amplitude…
This Chinese equities screen combines a daily turnover band of 3% to 12%, a candlestick reversal condition, and positive prior-day net flow attributed to major traders. Its indicator example represents the reversal condition with a ratio derived from the…
This stock screen combines daily amplitude above 1%, a reversal or “engulfing” style pattern, and large-order net volume above 0.05 for at least three consecutive days. Its refined version also requires the stock’s industry group to be rising. The article…
This stock selection screen combines a turnover range of 3% to 12%, appearance on the previous day’s Dragon-Tiger list, and a closing price above its 250-day moving average. The article interprets these filters as measures of trading activity, notable market…