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 equity screen combines an RSI ceiling with a condition involving the product of percentage price change and net volume attributed to very large orders. It also requires at least two limit-up events within a 500-day lookback. The stated rationale is to…
This stock screen combines three technical filters: a daily high-to-low range threshold, MACD moving above zero, and a positive return over the prior ten days that remains below 35%. The document interprets the range condition as a volatility filter, MACD…
This indicator combines a smoothed RSI oscillator, thresholds derived from its recent high and low range, regime coloring, and automatic divergence markings. The described implementation offers several smoothing choices and uses pivot highs and lows to…
This stock screen combines membership in the metaverse theme with two price conditions: the latest close is above the 250-day moving average, and the latest high matches the highest high over the past two sessions. It is presented as a way to find themed…
This note proposes screening Chinese main board stocks for turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and simultaneous bullish crossovers among 5, 10, 20, and 30 day moving averages. The rationale is to…
This document describes a cross-sectional momentum strategy for equity mutual funds. It first limits the universe to no-load funds, then ranks eligible funds by their trailing six-month returns. The portfolio holds the top decile, equally weighted, and…
The screening rule selects main-board stocks with a 14-period RSI below 65, a daily price increase greater than 1%, and an intraday high-low range exceeding 1% of the previous close. The examples also exclude suspended and special-treatment stocks, filter…
This post describes a Chinese equity screen that combines a positive MACD reading with company classification filters and year-over-year growth in net profit attributable to parent-company shareholders. The stated growth range is above 20% and at most 100%.…
This note proposes a Chinese equity screen for beverage and alcohol related companies. Its stated conditions are turnover between 3% and 12%, membership in a beverage-and-alcohol category, and a 20-day moving average above the 120-day moving average. The…
This note describes a Chinese equity screen combining daily price range, recent performance, and a concentration measure. It selects stocks with an intraday high-low range above 1% of the opening price, a positive but below 35% ten-day gain, and a…
This stock-selection rule targets companies classified in the metaverse industry. It requires the previous day's actual turnover rate to fall between 3% and 28%, and at least two daily limit-up moves during the preceding 500 days. The article presents…
This stock-selection post describes a screen for Chinese equities that ranks by trading-volume strength and combines a prior-day 9:15 limit-down matching price with a market capitalization below 10 billion yuan and a history of no losses. It presents high…
This Chinese stock-selection example combines three filters: MACD above zero, a shortening MACD histogram on a 15-minute interval, and ranking by stock popularity. It proposes screening after each trading day closes, then selecting the more popular…
This proposed China A-share screen combines turnover, market capitalization, profitability, and a short-term MACD condition. It first selects companies with turnover between 3% and 12%, market capitalization below the stated ceiling, and positive return on…
This Chinese equity screen combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and at or below 100%, and a ten-day price gain above 0% and below 35%. The document describes the…
This post proposes screening A-share stocks in the metaverse industry with a circulating share count no greater than 5.5 billion, then identifying a weekly bullish crossover in which the five-week moving average rises above the ten-week moving average. It…
This Chinese-language post describes a daily pre-open screen for A-share stocks. It combines a positive MACD condition with a share price below 12 and a stated increase in holdings above 5%. The rationale is to mix a trend signal and a low nominal price with…
This A-share selection rule looks for stocks with amplitude above 1%, a newly formed KDJ crossover, and a closing price below 12. The article treats the range condition as a volatility filter, the crossover as a possible sign of improving momentum, and the…
The proposed A-share screen selects stocks whose amplitude exceeds 1% and whose current high is the highest across the latest two days, while excluding companies classified as being in Beijing. The article frames amplitude as a volatility condition and the…
This Chinese stock screening example combines three proposed short-term signals: daily price range above a threshold, a high ranking in large-order net volume, and a “main uptrend start” condition. The formula defines the range using the high-low spread…
This Chinese stock selection post proposes combining a positive MACD reading with three consecutive down days and a 2021 time filter. Its explanation frames the setup as pairing a longer-term upward indication with recent weakness, but the supplied code does…
The document describes a daily stock-selection screen for Chinese equities. It selects shares with turnover between 3% and 12%, a rising DEA condition, and daily MACD above zero. The accompanying rationale treats the turnover band as a way to favor active…
The document outlines a daily stock selection rule combining three signals: MACD above zero, ranking by individual stock popularity, and a newly formed KDJ golden cross. The positive MACD condition supplies a trend filter, popularity ranks the candidates,…
This stock screen combines a MACD condition above the zero line, a two-day high, and a shortening negative MACD histogram on a 15-minute chart. It also excludes stocks in a specified Chinese market segment. The accompanying implementation outline uses daily…