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 research summary reviews trend-following indicators and how to build strategies for broad asset allocation and industry allocation. It groups 41 indicators by their input data, filtering, moving-average construction, and signal generation, arguing that…
This note describes an equity selection rule using three conditions: a 14-period RSI below 65, bid-side volume greater than ask-side volume, and the 20-day moving average above the 120-day moving average. The RSI threshold is presented as a way to avoid an…
This note outlines an equity screen for metaverse-related stocks. It combines daily price amplitude above 1 with a condition that at least one trading day in the prior 25 sessions had a gain of 10% or more. The stated rationale is to find volatile shares…
This document describes a Chinese equities screen combining a 3%–12% turnover rate, a “reversal wrap” pattern, and positive MACD lines. Its indicator example also requires the close to exceed a moving average and ranks candidates by the MACD difference. The…
The post proposes a stock screen combining price action and auction-period order flow: select shares with amplitude above one, three consecutive limit-up sessions as of the prior day, and positive net buying attributed to major traders during the opening…
StodivCandle colors chart candles according to the Stochastic oscillator’s level and its position relative to the signal line. Lime marks an overbought reading, while magenta marks an oversold reading. For readings between those zones, teal indicates that…
This proposed stock screen combines three signals: at least five moving averages converging, more than two limit-up days within ten days, and a shrinking MACD histogram on a 15-minute chart. The article interprets moving-average convergence as relative…
This stock screen targets companies in the metaverse industry that recorded a limit-up day within the previous 25 days and have weekly MACD above zero. The stated rationale is to combine recent market attention and possible short-term strength with an…
The proposed screen ranks stocks by capital-flow strength and filters for average price above the five-day moving average and more than two limit-up sessions within the previous ten days. The rationale is that strong inflows and a rising short-term price…
This indicator presents trend information through three histogram series: price relative to a longer exponential average, a shorter average relative to the same baseline, and a reference average. Their colors distinguish broad and current bullish or bearish…
This stock screen selects Chinese equities with turnover between 3% and 12%, greater displayed buy-one volume than sell-one volume, and at least one limit-up event during the prior 25 days. The rules combine trading activity, a snapshot of top-level…
The Neural Weight Oscillator combines normalized trend, mean-reversion, and momentum readings into a bounded 0–100 indicator. It uses the Best-Worst Method to turn pairwise importance judgments into component weights, then optionally adjusts those weights…
This stock selection method combines a daily price-range filter, exclusion of stocks marked ST, a recent price-high condition, and a rising MACD DEA line. It is intended to be applied before 10 a.m. The accompanying example defines MACD using exponential…
The document explains MACD as the difference between a faster and a slower exponential moving average, with a signal line formed as an EMA of MACD. It describes the histogram as the difference between those two lines and gives the common 12, 26, and 9 period…
This document proposes screening Chinese stocks for amplitude above 1, a three-consecutive-limit-up pattern as of the prior day, and large-order net volume above 0.05 for at least three days. It presents the combination as a way to find active, widely…
This article argues for entering strong, rising stocks instead of trying to buy after declines. Its proposed triggers are a break above a consolidation range or a shift from a gradual rise into faster gains, marked by the first large-volume bullish candle.…
This document describes a Chinese equity screen combining daily price range, tradable share count, and MACD. It selects stocks with an amplitude above 1, a circulating share count no greater than 5.5 billion, and MACD above zero. The accompanying explanation…
This stock selection rule screens Chinese A-shares using three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and first-level bid volume greater than first-level ask volume. The article presents the rule as a way to combine…
The document outlines a Chinese A-share screening idea focused on metaverse stocks with prior-day turnover above 8% and excluding specially treated stocks. Its proposed limit-up pattern looks for activity before 10 a.m. and checks successive five-minute bars…
The MACD Histogram is defined as the difference between the MACD line and its signal line. Its bars therefore show how far apart those two indicator lines are. The document presents changes in bar length and position relative to the zero line as a way to…
This stock-selection approach screens Chinese equities in the metaverse industry for a volume ratio above 1.5 and below 6, with the 20-day moving average above the 120-day moving average. A later version adds a market-cap floor of 1 billion yuan. The article…
This A-share screening method combines a turnover-rate band of 3% to 12%, a positive but limited 10-day gain, and a positive large-order control measure above the stated threshold of 21. The document describes control as the difference between large buy and…
This document describes a Chinese equity screening rule combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and recent price-limit activity. It selects stocks with turnover between 3% and 12%, profit growth above…
This post outlines a stock screen that combines a daily price-range threshold with a rising DEA signal, while applying geographic exclusions. It then suggests expanding the screen with valuation measures such as price-to-earnings and price-to-book ratios,…