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 Chinese equity screening rule combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and seven consecutive sessions in which the close is no higher than the open. It is intended to find stocks with recent signs of…
This stock-selection note proposes screening mainland Chinese equities in the metaverse theme by current-day auction amount, taking the top five, then excluding stocks that closed at the daily limit the previous day. It provides platform formula expressions…
This short strategy note describes a daily pre-open screen for mainland Chinese equities. It selects stocks with MACD above its zero line, a share price below 12 yuan, and excludes STAR Market stocks. The article explains the conditions and gives example…
The selection rule ranks stocks by volume ratio from highest to lowest, after filtering for yesterday’s turnover above 8% and a 10-day gain greater than 0% but less than 35%. The stated rationale is to find shares with strong trading activity, high turnover,…
This stock-selection rule filters for shares whose codes begin with 60, whose turnover is between 3% and 12%, and whose auction-period main-force net buying is positive. The document frames positive net buying as a sign of incoming funds and suggests that…
This five-minute long-only strategy combines a fast stochastic oscillator, an ADX strength filter, and short EMAs. It enters when the opening price is below the five-period EMA of lows, the stochastic %K crosses above %D while both remain below a tunable…
This stock-selection concept combines recent limit-up activity with moving-average behavior. It proposes finding shares where at least five moving averages converge, where there was a limit-up event within the preceding 25 days, and where limit-up events…
This screening concept combines three conditions: intraday range greater than 1, at least one daily gain of 10% or more during the preceding 25 trading days, and a current gain between -5% and 2.6%. It aims to find shares that have shown a sharp prior move…
This stock-screening idea targets mainboard equities with turnover between 3% and 12%, a daily gain above 1%, and large-order net volume above 0.05 for at least three consecutive days. It combines trading activity, recent price strength, and a measure of…
This proposed Chinese equity screen selects stocks with amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a stated increase in position holding above 5% for the day. The accompanying rationale combines a…
This document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…
This stock screen requires turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%, and a share price above its 250-day moving average. It combines a trading-activity range and a…
This Gold trading system turns an observed relationship between price waves and the stochastic oscillator into entry and exit rules. It tracks stochastic values relative to upper and lower thresholds, then looks for a crossover against a smoothed stochastic…
This stock-selection proposal combines three filters: membership in the metaverse sector, positive institutional activity, and a positive share-price return during 2021. It frames institutional buying as a potentially useful signal and past gains as evidence…
This post proposes a rules-based screen for Chinese A-share stocks in a designated metaverse sector. It combines a recent trading-activity condition with a profitability filter requiring return on equity above a stated threshold across five consecutive…
The described Expert Advisor seeks reversal trades by checking for divergence in RSI, MACD, and the Stochastic Oscillator. It uses a configurable minimum confirmation count, so a signal can require agreement from multiple oscillators rather than relying on a…
The document proposes screening Chinese stocks for a turnover rate between 3% and 12%, a ten-day gain above zero and below 35%, and a listing age greater than one year. It says to run the screen before 10 a.m. The stated rationale is to combine trading…
The document describes a short-term Chinese stock screen combining price range, recent trading activity, current volume, and a positive opening gap. Its stated criteria are amplitude above one, previous-day actual turnover between 3% and 28%, current volume…
This stock screen combines membership in the metaverse industry with a positive return condition and profit growth during 2021. Its formula examples express the return filter as the latest close exceeding the prior close, and compare net profit with its…
This post outlines an A-share screen using three technical conditions: daily price amplitude above a threshold, a positive but capped return over ten sessions, and a weekly crossover in which the five-week moving average rises above the ten-week average. The…
This post describes an A-share stock screen combining three conditions: a measure of the day’s position increase above a threshold, three consecutive sessions with falling closing prices, and a dividend ratio above a threshold for a specified past year. It…
This screening idea combines daily amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and prior-day turnover above 8%. The author interprets the range condition as a way to find volatile stocks, the shrinking negative histogram as…
This stock-selection approach combines three conditions: daily price amplitude above 1, prior-day trading value above 60 million, and a high that is the highest across two days. The accompanying explanation treats range as a sign of activity, turnover value…
The document outlines a Chinese equity screening idea that combines a price-range threshold, rising recent lows, and a recent sequence of limit-up sessions. It presents these conditions as a way to find stocks showing both an improving price base and strong…