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 A-share selection recipe targets companies with market capitalization below 10 billion yuan, turnover between 3% and 12%, and no losses, then applies a price condition intended to identify the start of a strong upward move. The example formula compares…
This proposed A-share screen combines RSI below 65, at least two limit-up sessions within the prior 500 days, and shortening negative MACD histogram bars on a 15-minute chart. The author frames the conditions as a way to narrow the universe for possible…
This A-share screening idea combines daily price amplitude above 1, a positive weekly MACD signal, and year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%. The author presents it as a way to pair a technical…
This tutorial demonstrates repeatedly querying a stock-screening service for the twenty stocks currently ranked highest by popularity, printing the returned stock codes with a timestamp, and waiting three seconds before querying again. It presents a minimal…
This document presents a QuantStats tear sheet for a strategy labeled “insider-plain,” compared with SPY over January 4–22, 2026. It reports a 1% total return for the strategy and 0% for the benchmark, with annualized returns of 11.59% and 3.78%,…
This A-share screening approach combines a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and positive price-to-earnings ratio. The article frames these filters as checks for trading activity, a possible upward price move, and positive…
This Chinese-language post presents an equity screening idea combining amplitude above 1, a rounded price pattern, market capitalization below 10 billion yuan, and no recent losses. It explains the intended rationale: price movement may offer short-term…
This Chinese equity screen combines three daily price conditions: an amplitude above 1%, a session low below the previous session’s low, and an opening gain below 6% in absolute terms. The post interprets the combination as a way to find volatile stocks that…
This Chinese equity screen combines a 14-period RSI below 65, a three-session candle condition, and a concentration measure below 20%. It also includes a nonnegative trailing earnings filter in its sample formula. The post presents the conditions as a way to…
This Chinese equity screen combines a 3%–12% turnover range with robot-concept membership and a circulating market value below 10 billion yuan. It also excludes stocks that hit the upper price limit on the previous day. The accompanying discussion frames…
This Chinese A-share screen combines three daily conditions: RSI below 65, seven consecutive sessions with bearish candles, and MACD above zero. The article describes the combination as a short- to medium-term selection rule: the run of bearish candles…
This stock screen selects Chinese A-shares listed in 2021, excludes Beijing-listed shares, and requires turnover to fall between 3% and 12%. The article presents the rule as a basic quantitative selection filter and includes references to implementing it in…
This stock-screening idea combines three conditions: an amplitude threshold, a rounded price pattern over recent sessions, and net inflow from large orders in the afternoon. The post presents the combination as a way to find relatively orderly stocks with…
The proposed stock screen selects shares with daily amplitude above 1, an absolute daily change in controlling-shareholder holdings above 21, and exclusion of the STAR Market. It gives corresponding formula and Python examples for applying these filters. The…
The discussion explains how to interpret a Chinese stock daily-bar dataset that stores fully back-adjusted prices. It says the dataset includes a back-adjustment factor and describes recovering the underlying market price by dividing the adjusted close by…
This Chinese stock-selection rule combines amplitude above one, successively rising bottom levels, and a MACD reading below zero from two sessions earlier. The intended setup uses rising lows as a sign of improving price structure while retaining a lagged…
This Chinese equity screen combines three conditions: amplitude above one percent, freely tradable shares of no more than 5.5 billion, and three consecutive declining closes. The article interprets high amplitude as a way to find more active stocks, the…
This stock screen targets Chinese A shares with daily amplitude above one percent, a robot-related concept classification, and circulating market capitalization below 10 billion yuan, while excluding Beijing-listed shares. The article presents the conditions…
This stock screen combines three conditions: a limit-up event within the prior 25 days, ranking by capital strength, and shortening green bars on a 15-minute MACD display. The article describes capital strength using measures such as turnover or volume ratio…
This screening method combines a daily price-range threshold with newly formed bullish crossovers in KDJ, MACD, DMI, and RSI. In the stated logic, the KDJ signal compares J with D; MACD and DMI use their respective component lines; RSI requires…
This stock screen targets companies in the metaverse industry that recorded at least one limit-up move in the prior 25 days. It ranks candidates by capital strength and is intended to run before 10 a.m. for that day’s trading. The article provides a…
This report summary examines Chinese public mutual funds around the second quarter of 2018, focusing on actively managed equity funds. It describes falling scale and share counts for active equity products, differences in reported returns across fund types,…
This report summary examines Chinese public mutual funds around the second quarter of 2018, focusing on actively managed equity funds. It describes falling scale and share counts for active equity products, differences in reported returns across fund types,…
The strategy screens for stocks with at least five overlapping moving averages, a closing price between the Bollinger middle and upper bands, and a 20-day moving average above the 120-day average. The moving-average relationship is intended to capture a more…