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 document presents an A-share stock screen based on a turnover ratio between stated bounds, a newly formed KDJ bullish cross, and a ranking by individual-stock heat. It interprets these filters as proxies for liquidity, price momentum, and investor…
This document outlines a technical stock screen combining three conditions: price amplitude above a threshold, a KDJ-related value below a threshold, and a recent bullish KDJ crossover. It characterizes the resulting picks as volatile, short-term…
This research examines whether industry rotation can enhance a CSI 500 benchmark portfolio. It compares two allocation approaches based on industry views: a moderate deviation from benchmark industry weights, and a concentrated approach that removes bearish…
The document proposes screening Chinese stocks for daily amplitude above 1%, an opening price near the ten-day moving average, and a weekly five-period moving average crossing above the ten-period average. It interprets larger amplitude as evidence of…
The document describes a Chinese stock screen that selects shares with turnover between 3% and 12% and a positive ten-day gain below 35%, then ranks qualifying names by circulating market capitalization divided by total market capitalization. It presents the…
This stock-screening idea combines a relative strength index below a stated ceiling, a positive daily price move, and a main-board listing requirement with buying activity from large and extra-large orders during the auction. The stated rationale is to…
This report evaluates a China ChiNext equity index that selects stocks using profitability, accounting strength, investment discipline, default risk, and low volatility. It argues that the index offers a more fundamental and lower-volatility alternative to…
This study compares two ways to build multifactor equity portfolios. Integration ranks securities by a combined score and selects those with strong exposure across the target factors. Mixing first builds separate single-factor portfolios, then allocates…
This screening idea looks for metaverse-related stocks with a circulating share count at or below 5.5 billion and a best-bid queue larger than the best-ask queue. The proposed interpretation is that the larger bid quantity may indicate near-term buying…
This stock screen targets companies in the metaverse industry when the KDJ indicator has just produced a bullish crossover and the reported holdings of the top ten shareholders have increased over five days. It combines a price-based signal with a measure…
This stock selection rule screens for turnover between 3% and 12%, an opening price within 5% of the ten-day simple moving average, and circulating market capitalization above 10 billion yuan. The document frames turnover as a measure of trading activity,…
The document describes a short-term Chinese equity screen combining three conditions: daily price amplitude above one, circulating market capitalization above 10 billion yuan, and a prior session described as a third consecutive limit-up. Its stated…
This proposed Chinese equity screen looks for stocks in a metaverse concept group with prior-day actual turnover between 3% and 28%, alongside positive net buying attributed to major participants during the auction. The post frames the turnover range as a…
This proposed Chinese equity screen selects stocks in a metaverse concept group when the closing price is above its five-day moving average and a measure of large-investor net flow is positive. The post presents equivalent conditions in a charting platform…
This document describes a Chinese stock screen that requires amplitude above 1, a positive ten-day return below 35%, and the previous day’s price above its 250-day moving average. The rationale is to combine notable price movement, a moderate recent gain,…
This document presents a stock screen combining amplitude above 1, a K-line value below 20, and a condition described as the start of a major upward move. It characterizes the low K-line value as an oversold signal and the final condition as evidence that an…
This document describes a short-term screen for main-board Chinese stocks that are not designated special-treatment shares. Before 10 a.m., it selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a pattern described as a five-step…
The document describes a Chinese equity selection rule combining three conditions: daily price amplitude above a threshold, the stock price above its five-day moving average, and at least two limit-up events within a rolling 500-day window. The proposed…
This note describes a stock screen combining metaverse-sector membership, a positive return condition, and a measure intended to identify stocks with high main-investor control on the prior day. It gives an indicator formula based on a money-flow-like series…
This screening idea selects stocks in a metaverse industry category when the latest daily return is positive and a KDJ reading is below 20. The post presents this low KDJ threshold as an oversold condition that may identify stocks for further observation,…
This stock screen selects shares with a 14-period RSI below 65, turnover between 3% and 12%, and a positive 10-day price gain below 35%. The stated rationale combines a moderate momentum filter with trading activity, aiming to find liquid stocks that have…
This equity screen selects companies associated with the metaverse theme, a positive institutional-flow signal, and a closing price above its 250-day moving average. The long-term average is used as a trend filter, while the flow condition is intended to…
This stock selection idea combines three technical conditions: a 14-period RSI below 65, three consecutive sessions with falling candles, and a newly formed bullish KDJ crossover. The intended rationale is to find shares that have recently weakened but may…
This forum post asks how to understand two approaches to adapting factors to market style. For a W-style split, the author proposes dividing a factor using a reference variable such as trading amount and treating the difference between the resulting groups…