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 post describes a Chinese A-share screening rule for main board stocks that are not specially treated. It selects stocks with turnover between 3% and 12%, a daily gain above 1%, and at least two limit-up events within a stated 500-day lookback. The…
This stock-selection rule combines three filters: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and a session low-to-previous-close decline between 4% and 5%. It is presented as a way to find Chinese…
The article proposes screening Chinese equities by ranking capital-flow strength, limiting the tradable share count to at most 5.5 billion shares, and requiring more than two daily limit-up moves within the prior ten days. It interprets strong flows and…
The document describes a configurable trading indicator that combines ADX, DMI, CCI, MACD, and Stochastic readings. DMI, CCI, MACD, and Stochastic can contribute directional signals; the user can choose which to include. ADX can act as a trend filter,…
This Chinese-language post describes a stock-selection screen for companies classified in the metaverse theme. It filters for prior-day actual turnover between 3% and 28% and requires bearish real bodies across the preceding three sessions. The post…
This brief indicator description presents the Positive Volume Index (PVI) as a tool for spotting trends early and preparing for a possible breakout. It displays a smoothed PVI alongside an exponential moving average, giving the reader two plotted series for…
This A-share selection method looks for stocks with RSI below 65, MACD above zero, and more than two limit-up sessions during the prior ten days. The note interprets RSI as a gauge of market condition, positive MACD as a sign of an upward or consolidating…
This 2017 review compares commodity trading adviser factors and explores ways to combine them. It covers time-series and return-signal momentum, roll yield, basis momentum, and changes in warehouse receipts and inventories. The report says standalone…
This indicator variation replaces the regular RSI component in Schaff TCD with RSX, a smoother form of RSI. The stated purpose is to reduce potential false signals by producing a smoother indicator reading. The document says this version reaches the 0 and…
This screen narrows the universe to stocks classified in the metaverse industry, then looks for a newly formed bullish KDJ crossover alongside a shortening negative MACD histogram on a 15-minute chart. The article interprets the KDJ cross as a possible turn…
This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility,…
This stock-screening concept combines three filters: at least five moving averages converge, the stock appeared on the previous day’s exchange trading leaderboard, and it belongs to a recent listing period. The example moving-average horizons range from…
This stock selection approach combines moderate trading activity, recent price-limit events, and a cap on tradable shares. It screens for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a float threshold stated as 5.5…
This article presents a Chinese equity selection rule focused on stocks associated with the metaverse concept. Candidates must have a 30-day moving average that is rising and must not be listed on the STAR Market. The article gives screening logic in terms…
This article describes a Chinese equity screen combining daily price movement, a rising trend filter, a market capitalization ceiling of 10 billion yuan, and positive net profit. It frames amplitude above 1% as a way to find more volatile shares and a 20-day…
This excerpt summarizes a Chinese equity market review for the week of April 13–17, 2020. It reports relative industry strength, index valuation direction, sectors with comparatively low and high price-to-earnings ratios, the share of stocks reaching 60-day…
Anchored Momentum is defined as the percentage difference between an exponential moving average of price and a simple moving average, normalized by the simple average. The indicator therefore compares a smoothed price series with a slower reference average…
The document describes a simple Chinese equity screening rule: select stocks with a daily high-to-low range above 1%, a reversal-style candle condition called “fanbao,” and a high equal to the maximum over the current and prior day. It presents the rule as a…
This post presents a weekly China A-share selection screen combining three conditions: a five-period amplitude measure above one, a change in a proxy for institutional volume activity, and a positive weekly price and volume pattern. The last condition…
This Chinese stock-screening article proposes selecting shares with a daily range above a threshold, rising lows, positive institutional buying, and a 20-day moving average above the 250-day average. It also excludes special-treatment stocks and describes…
This Chinese stock-screening note describes a technical filter combining daily price range, Bollinger Bands, and recent returns. It seeks stocks with a price range above a 20-day average, a close between the Bollinger middle and upper bands, and a positive…
This Chinese stock screening idea selects companies in the metaverse sector with a volume ratio between 1.5 and 6 and a prior-day appearance on the Dragon and Tiger List. The article frames these filters as a way to find active stocks attracting attention.…
This Chinese stock selection note proposes combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 (a list of stocks with notable trading activity), and a newly formed bullish KDJ crossover. The rationale is that…
This post outlines a Chinese equity screen for stocks classified in the metaverse sector. It requires a positive recent return and a MACD histogram value below zero two sessions earlier. The stated rationale is to combine sector membership and a positive…