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
The document outlines a Chinese equity screening rule focused on stocks classified in a metaverse-related category. It selects for an elevated turnover measure, circulating market capitalization above a stated threshold, and positive cumulative price change…
This Chinese A-share screening example combines three conditions: price amplitude above 1%, a prior-day 9:15 matching price at the daily limit-down level, and turnover between 3% and 12%. The document presents the combination as a way to filter for unusual…
The document describes a simple Chinese A-share screening rule: select stocks whose high-to-low range exceeds 1%, restrict the data to 2021, and exclude stocks associated with Beijing. It gives example implementations for a charting platform and Python, and…
This discretionary trend-following framework aims to join an established advance rather than predict a market bottom. It lists three possible entry cues: a bullish engulfing candle after a pullback to support, a retest near the short moving-average cluster…
This Chinese equity screening idea combines three conditions: a dividend payout ratio above 25% in 2019, an auction-stage price change between -2% and 5%, and a stated increase in buying activity above 5%. The article interprets the latter as possible…
This stock screen combines three filters: turnover between 3% and 12%, a 2021 listing year, and a positive price-to-earnings ratio. The article presents the idea as a way to find recently listed companies with moderate trading activity and positive earnings…
This A-share screening proposal looks for stocks with RSI below 65, positive price-to-earnings values, and at least two limit-up sessions within the preceding 500 days. The article presents the limit-up condition as a way to identify actively traded or…
This A-share screening proposal selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and a top-ten ranking by large-order net flow. It combines a liquidity-related measure, recent price weakness, and a money-flow ranking.…
This Chinese A-share screening idea combines three conditions: MACD above zero, upward-diverging moving averages, and float market capitalization above 10 billion yuan. The article interprets the first two as signs of an upward trend and the capitalization…
This proposed stock screen orders candidates by a capital-strength measure, then filters for a daily decline between 4% and 5% and a 2019 dividend ratio above 25%. The rationale is to combine evidence of capital inflows with a recent price setback and a…
The document describes a weekly rotation strategy based on relative performance in two Chinese equity indexes: the CSI 300 and the CSI 500. It calculates each index’s return over a 20-trading-day lookback and compares the two signals. The strategy invests…
This report outlines the first step in a multi-factor model research process: selecting which factors to combine. It proposes using a hedging perspective and benchmark factor exposures as part of the screening criteria, with the stated aim of reducing the…
This indicator lets a user set a multiplication factor to detect hammer and inverted hammer candlestick patterns. For a hammer, the example requires the shadow to be at least the selected multiple of the candle body; the inverted-hammer condition applies the…
This stock-screening proposal combines a short-versus-long trend filter, a positive price-to-earnings ratio, and a ranking by capital-flow strength. It treats a 20-day moving average above the 120-day moving average as evidence that the shorter-term trend is…
This Chinese stock-selection example screens companies in the metaverse industry using two conditions: ranking among the day’s top five by auction amount and a weekly price cross above the 30-week moving average. It describes the approach as a way to combine…
The post describes a Chinese equity screening idea that combines a turnover range of 3% to 12%, three consecutive declining closes, and first-level bid volume greater than ask volume. It frames these conditions as a way to find stocks with potential for…
This article presents a China A-share stock screen that selects securities with turnover rates from 3% to 12%, excludes Beijing-listed shares, and omits the STAR Market. It frames the turnover band as a way to focus on stocks with moderate trading activity,…
This code outlines a daily trading workflow in which separate AI agents research a universe of leveraged exchange-traded funds, argue bullish and bearish cases, and pass their summaries to a trading judge. The universe includes leveraged long and inverse…
This document describes a Chinese A-share screening rule combining a turnover band, a recent limit-up event, and a price breakout condition. Its initial description uses turnover between 3% and 12%, at least one limit-up in the prior 25 days, and a high…
The discussion explains why a natural-language stock query accepted by a web screening service may fail when used to initialize a stock universe in a backtest. The example is a daily TD buy-setup query: it works on the website, but the backtest reports that…
This brief platform report describes a suspected stock-price data problem in a backtest using TWAP-based adjustment prices. A newly added position in Ping An Bank appeared to generate a sudden large profit because its recorded average holding price was…
This document describes a short-term screening rule for main-board Chinese stocks. Candidates must have turnover between 3% and 12%, gain more than 1% on the day relative to a comparison benchmark or group, and meet a condition described as the start of a…
This A-share selection method focuses on metaverse-related companies, ranks them by the day's opening auction amount, and chooses the top five, subject to a revenue-growth condition. The original description compares 2021 revenue with 2018 revenue and…
This A-share screening idea combines a metaverse industry classification with appearance on the prior day's trading leaderboard, a close below the five-day moving average, and a count condition involving down candles over the latest 20 sessions. The article…