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
This proposed stock screen combines three conditions: market capitalization below 10 billion yuan, a company with no losses, and weekly MACD above the zero line. It also looks for at least five moving averages to converge, which the article interprets as…
This proposed equity screen selects Shenzhen main board stocks using a combination of valuation, recent price action, and trading activity. It specifies a price-to-earnings range from above zero through 29.01, a price-to-book range from above zero through…
The document describes using a Chinese stock-screening service to combine natural-language conditions across technical indicators, market activity, company fundamentals, financial statements, price patterns, and sector or market classifications. Conditions…
This Chinese A-share screening idea combines a turnover band of 3% to 12%, a rising DEA indicator, and a condition that price change multiplied by net volume from very large orders is positive. The document presents the combination as a way to capture…
This stock screen combines price activity with an industry filter. It selects Chinese listed companies tied to beverage alcohol production, alcohol imports and exports, or related supply chains, provided they have an intraday amplitude above 1, current…
This stock-screening idea selects Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and looks for a morning-star-like reversal condition. The article describes the candlestick pattern as a possible upward reversal after a…
The post proposes a Chinese equity screen combining metaverse theme membership, circulating market capitalization above 10 billion yuan, and a three-consecutive-limit-up run as of the previous day. It frames the screen as a way to find stocks with strong…
The Trend Finder Expert Advisor is described as entering trades when price breaks a historical minimum or maximum. It is intended for major forex pairs and NASDAQ-listed stocks across timeframes, and the document says it trades using the open price of the…
This stock-selection idea combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and at least one daily gain of 10% or more during the preceding 25 trading days. The article presents versions of the screen in Chinese…
This article introduces the price rate of change (ROC), which compares the latest closing price with the close a chosen number of days earlier. It describes ROC as a way to gauge the speed of price advances or declines: a rising positive reading suggests…
This Chinese stock-selection strategy screens for shares priced below 12 yuan, with MACD above zero and progressively higher rolling lows. The low-price condition is presented as a way to limit risk, while positive MACD is used to identify strength. The…
This Chinese stock-selection note combines a rising 30-day moving average with a condition that recent large-investor net additions exceed 5%. It interprets the moving average as evidence of an upward price trend and the flow measure as a sign of buying…
This Chinese-language post outlines a stock selection screen that ranks companies by a capital-strength measure, filters for a limit-up event within the prior 25 days, and restricts market capitalization to below 10 billion yuan. It interprets strong inflows…
The document outlines a technical stock screen requiring daily price amplitude above a threshold, weekly MACD above zero and above its signal line, and RSI below a ceiling. It describes amplitude as a short-term movement measure, weekly MACD as a trend…
The document discusses why a strategy's historical backtest may select different securities or rebalance on different dates than a submitted simulation. It describes cases where simulation begins between scheduled rebalances or after a rebalance close, and…
The document describes a Chinese stock screening rule combining daily price amplitude above a threshold, a positive weekly candle, and circulating market capitalization above a stated floor. It interprets the amplitude as a volatility filter, the weekly…
This Chinese-language post proposes a main-board stock screen using RSI below 65, a daily gain above 1%, and a closing price of 18.5 yuan. It frames RSI as a way to find stocks with potential for a rebound and the positive daily move as a sign of near-term…
This article presents a supervised learning-to-rank approach to stock selection. It defines a universe using the constituents of the SSE 50, labels stocks by discretizing their subsequent five-day returns into 20 ordered classes, and trains on data from 2011…
This screen looks for stocks with a circulating market value above 10 billion yuan, current volume above 10,000 lots, an intraday amplitude above 1, and an opening price above the prior close. The proposed combination uses market size, trading activity,…
This stock screen selects shares with turnover from 3% to 12%, three consecutive declining sessions, and a relative-volume reading between 1.5 and 6. The rationale is to find actively traded stocks whose prices have recently weakened, describing them as…
This stock screen combines turnover between 3% and 12%, a positive ten-day gain below 35%, and a 15-minute MACD histogram whose negative bars are shortening. It uses the improving histogram as a timing signal within stocks that have already shown some recent…
This stock-selection approach screens for turnover between 3% and 12%, three consecutive declining sessions, and membership in selected industries, with military-related and high-technology companies given as examples. It combines a trading-activity filter…
This stock screen looks for companies associated with the metaverse whose 30-day moving average is rising and whose shares recorded three consecutive limit-up sessions through the previous day. The document frames the combination as a way to identify stocks…
This stock-screening idea combines three conditions: daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and MACD above zero. The author presents the crossover as a possible trend shift and positive MACD as…