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 stock selection example combines a positive MACD reading, a rising 30-day moving average, and a revenue comparison. The stated rule requires the latest annual revenue measure divided by the measure from three years earlier to exceed 1.1. The…
This stock-screening proposal combines a daily price-range condition, the presence of a convertible bond, and a volume-activity measure built from yesterday’s turnover and today’s auction volume relative to yesterday’s volume. The article frames these inputs…
This Chinese stock-screening example combines a daily price-range threshold, a weekly MACD condition, and the presence of an outstanding convertible bond. Its indicator description requires the prior weekly MACD line to exceed its signal line while MACD is…
This note presents a Chinese equity screen combining three historical price conditions: a daily high-low range above one percent, at least one daily gain of ten percent or more within the prior 25 trading days, and a reversal or engulfing-style pattern…
This note describes a short-term Chinese equity screen limited to stocks associated with the metaverse concept. It requires the 30-day moving average to rise and applies a combined price-range and trading-volume threshold, presented as a proxy for price…
This Chinese stock-screening post describes ranking shares by relative volume and restricting the prior day’s actual turnover to a range above 3% and below 28%. It says to select the top 100 by the volume ratio and the top 100 by turnover, and frames these…
The Freedom of Movement oscillator is presented as a way to measure price movement while removing the trend component. It standardizes a volume-to-movement measure against its own moving average and standard deviation over a configurable period. Its inputs…
This Chinese stock-screening example combines three conditions: turnover between 3% and 12%, three consecutive declining sessions, and 2021 revenue more than 1.1 times 2018 revenue. It presents the revenue comparison as a way to screen for companies with…
This document proposes a daily stock screen that selects shares with amplitude above 1, at least two limit-up events in the past 500 days, and no limit-up move on the previous day. It provides indicator formulas and a Python example using historical stock…
This document outlines a mainland China stock-selection screen built around three conditions: amplitude above 1, a rising base, and a gain above 1% on the current day. Its final stated logic also removes ST and *ST shares and describes selling when a candle…
This Chinese-language article outlines an equity screening approach based on intraday price range, a ranking for net large-order volume, and high turnover on the prior day. The rationale is that volatile, actively traded stocks with substantial trading…
The post describes a China A-share stock screen for metaverse-related companies listed on the Shenzhen main board. Its stated filters combine a minimum circulating market capitalization with positive price-to-earnings and price-to-book ratios capped at…
This Chinese-language document presents an A-share stock screen based on turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and floating market value between 5 billion and 10 billion yuan. It includes a technical formula and a…
This Chinese-language document outlines an A-share screening rule that combines MACD with a company classification filter. It seeks stocks where MACD is above zero and the MACD histogram’s green bars are shortening on a 15-minute interval, while excluding…
This stock-selection rule screens the metaverse theme for shares meeting two price-trend conditions: the previous day’s price must be above the 250-day moving average, and the weekly close must cross above its 30-week moving average. The first condition…
This implementation describes a pairs-trading method based on modeling the log price relationship between two stocks as an Ornstein–Uhlenbeck process. It constructs the spread as the difference between the stocks’ log prices, fills missing observations…
This A-share screen combines a daily high-low range of at least one, return on equity above 15% in each of five consecutive years, and a proxy for recent large-investor control or buying pressure. The article presents the range condition as a way to identify…
This A-share stock screen combines a turnover range of 3% to 12%, a positive 10-day gain below 35%, and a pattern of progressively higher lows. The accompanying explanation interprets repeated tests at increasingly elevated price bottoms as evidence of…
This Chinese equity screening note combines three conditions: daily amplitude above 1%, a maximum intraday decline between 4% and 5%, and the stock’s average price above its five-day moving average. It presents the range and decline as measures of market…
This note presents a Chinese equity screen for metaverse-related stocks. It selects companies whose 9:25 price gain is below 6% and whose circulating market capitalization exceeds 10 billion yuan. The accompanying explanation treats the opening move limit as…
This note describes a Chinese equity screen for metaverse-themed stocks. Its stated criteria are a volume ratio above 1.5 and below 6, positive net buying by major participants during the opening auction, and— in the final version—a price-to-earnings ratio…
This note presents a Chinese equity screening rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and a weekly price move above the 30-week moving average. It frames turnover as a liquidity filter, the KDJ signal as evidence of…
This note describes a Chinese stock selection rule combining daily price range, afternoon large-order net inflows, and relative trading volume. It specifies an amplitude above 1%, with volume ratio between 1.5 and 6, and treats qualifying shares as…
The document presents a Chinese equity screening idea combining daily price amplitude above a threshold, a positive weekly MACD histogram, and recent limit-up behavior. It frames these conditions as a way to find active stocks with short-term upward…