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 article presents parameter-plane analysis as a way to visualize how combinations of strategy settings affect backtest results. Its example is a Chinese equities strategy combining valuation and float market capitalization ranks. It varies the number of…
This stock-selection idea combines an amplitude filter with a weekly moving-average crossover and a condition described as the start of a strong upward move. The intended approach is to identify stocks near the beginning of a rising trend, then assess them…
This short submission translates an investor’s dividend approach into a broad selection and portfolio process. It favors established companies with relatively high dividend yields and stable performance, holds them over a longer horizon, and refreshes the…
This daily post-close stock screen selects shares whose MACD reading is above zero and whose short-to-long moving-average sequence is rising. It then orders eligible names by a measure of individual-stock heat, intended to represent market attention. The…
This stock-screening concept targets Chinese A-share companies with positive earnings, market capitalization below the stated ceiling, a daily high-low range above the stated threshold, and a nonempty name for an outstanding convertible bond. The document…
This Chinese-language post describes an equity screening rule that selects stocks with MACD above zero, a short moving average above a longer one, and at least one large daily gain during a recent lookback. It also gives example indicator definitions, a…
This article describes a Chinese equity screen that selects stocks with amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and an industry classification other than the STAR Market. It presents these conditions as…
This Chinese equity screening idea selects stocks in the metaverse theme using prior-day turnover above 8%, an opening-auction price move below 6% at 9:25, and— in the final stated version—positive cumulative gains over the most recent two days. The article…
This stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on the market’s top-trading list with buying value greater than selling value, and revenue in 2021 more than 1.1 times its 2018 level. The author presents…
This trading indicator description adapts a method associated with Larry Williams by adding a trend moving average to determine trade direction. It plots the indicator in a separate window after normalizing price by the trend average. Separate short-period…
This report discusses the Hong Kong listing of leveraged and inverse funds tracking the CSI 300, including a two-times long product and a one-times inverse product. It describes their use of swap contracts to maintain a fixed daily exposure and compares that…
This Chinese-language post describes a daily stock screen that looks for MACD above zero and RSI below 65, then ranks candidates by individual stock heat, a measure of market attention. It presents the screen as a way to find stocks with positive trend…
This Chinese stock screen focuses on the metaverse industry and combines an early-session gain below 6% with a turnover range of 3% to 12%. The post frames the rules as a way to focus on short-term candidates while accounting for liquidity through turnover.…
This Chinese equity screening example selects stocks in the metaverse industry with a volume ratio above 1.5 and below 6, a nonempty name for an outstanding convertible bond, and, in its final stated rules, market capitalization below 5 billion yuan. The…
This Chinese stock screen combines a 14-period RSI below 65 with bid-side quantity greater than ask-side quantity, current volume above 10,000 lots, and an opening price above the previous close. The article presents the conditions as a way to find stocks…
This report summary evaluates historical fundamentals and price information as inputs to industry allocation in China. It highlights trailing-twelve-month ROE, single-quarter ROE, and ROE growth as useful historical factors, while finding industry-level…
This note proposes screening stocks for amplitude above 1, a shortening negative MACD histogram on a 15-minute interval, and simultaneous bullish crosses across moving averages of 5, 10, 20, and 60 periods. The combined conditions are intended to identify…
This note describes a Chinese equity screen combining average turnover between 3% and 12%, a Shanghai listing code beginning with 60, and a reversal pattern. It frames turnover as a liquidity filter and the reversal condition as a way to find potential trend…
This stock screen combines three conditions: a minimum price-range measure, a closing price below a specified ceiling, and a 30-day moving average that is rising. The document frames the range and price conditions as filters for stocks with a particular…
This stock-selection rule combines a daily price-range condition with MACD trend filters across weekly and daily data. It seeks stocks whose weekly MACD is above zero and above its prior signal-line value, while daily MACD is also positive. The accompanying…
This note describes a short-term China A-share screen that selects stocks classified in the metaverse sector, appearing on the prior day’s trading-activity list, and posting a positive daily return. It gives equivalent screening conditions in a formula and…
This proposed equity screen focuses on stocks in the metaverse industry and looks for a bullish MACD crossover alongside yesterday's trading value exceeding sixty million. The article presents the combination as a way to pair a technical signal with evidence…
This stock screen combines three conditions: daily price amplitude above one percent, turnover between two and nine percent, and a KDJ K-line reading below twenty. The article interprets the filters as seeking stocks with noticeable price movement and…
This note describes a long-only stock setup built from moving averages. It treats an arrangement in which shorter-period averages sit above longer-period averages as evidence of an uptrend, reflecting strength across short-, medium-, and long-term…