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
The document proposes a stock screen that combines membership in the metaverse sector, a rounded price pattern, and exclusion of Beijing-listed A shares. It suggests that the pattern must be defined by the user and illustrates a custom range-based indicator…
This stock selection proposal combines a technical trend filter with a historical revenue comparison. It seeks shares with at least five overlapping moving averages, a 20-day moving average above the 120-day moving average, and 2021 revenue more than 1.1…
This Chinese stock screening proposal combines three filters: daily price amplitude above one, a stock having had three consecutive limit-up sessions the previous day, and a 2019 dividend payout ratio above 25%. The discussion frames amplitude and the recent…
This stock-selection rule combines an RSI below 65, a condition labeled as the start of a strong upward move, and a rising 30-day moving average. The article’s formula defines the upward-move condition by requiring the 30-day highest high and lowest low to…
This screening idea looks for stocks in the metaverse theme whose previous closing price is above the 250-day moving average and whose previous-day opening-auction turnover rate exceeds the stated threshold. The long moving average is intended to identify…
This stock-screening approach combines three signals: membership in the metaverse theme, positive net buying by major participants during the opening auction, and evidence of institutional accumulation. The article describes these as ways to target a popular…
This post proposes a stock screen combining three conditions: a price range threshold for daily amplitude, the closing price above its five-day moving average, and simultaneous upward crossovers among the ten-, twenty-, and thirty-day moving averages. It…
The note distinguishes selecting a stock universe from testing whether a factor can rank future returns within that universe. It describes factor analysis as sorting stocks by a factor, dividing them into equal-sized groups, and comparing group returns.…
This proposed A-share screen selects stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a weekly close crossing above the 30-week moving average. The intended rationale is to combine trading activity, a recent…
This document outlines a Chinese stock screen seeking shares with amplitude above 1, no limit-up session on the prior day, and three consecutive down days. The proposed idea is that a recent run of losses may create a rebound opportunity, with price…
This proposed stock screen looks for companies with market capitalization below 10 billion yuan and no losses, alongside a reported increase in buying interest above 5% and a maximum daily decline between 4% and 5%. The rationale is that buying activity may…
This document describes an A-share stock screen that selects companies with RSI below 65 and 2021 revenue more than 1.1 times 2018 revenue, then ranks them by a measure of stock popularity. It presents the combination as a way to mix a short-term technical…
This Chinese equities strategy builds a daily candidate list from the 300 smallest eligible stocks by market capitalization, excluding special-treatment and suspended shares. It selects up to seven targets when a stock opens below the previous day’s low,…
This document presents a stock screen for companies associated with the metaverse theme. It requires the prior day's actual turnover rate to fall between stated lower and upper bounds and the MACD DEA line to be rising. The rationale offered is that turnover…
This document outlines a Chinese equity screening idea that combines a price-amplitude threshold, an upward arrangement of moving-average conditions, and simultaneous bullish readings from three technical indicators. The described signals involve MACD, a…
This platform support discussion explains two apparent backtest anomalies in a single-stock strategy: why a position did not begin on the requested date at full allocation, and why the stock appeared to be sold later. The response attributes the delayed…
This document presents a simple stock screen that selects shares with a daily high-low range above 1%, a price below 20, and a closing price below 12. It provides a formula and a Python sketch; the Python version also sorts selected stocks by trading volume.…
The document describes a short-term A-share screening idea: limit candidates to stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses, then rank them by net large-order activity. It gives a…
The proposed stock screen combines an RSI range, a ratio of outside to inside trading volume above a stated threshold, and a 20-day moving average above a 120-day average. The article frames these conditions as a mix of market sentiment, trading-flow…
This stock-selection idea combines three filters: MACD above its zero line, a price-change measure multiplied by large-order net volume, and a 15-minute MACD histogram whose green bars are becoming shorter. The accompanying discussion interprets the…
This Chinese A-share screening concept combines price amplitude above 1, a rounded or arc-like price pattern, and a minimum listing age. The article describes the rounded pattern as a way to favor smoother price behavior and suggests that longer-listed…
The proposed stock screen selects shares with turnover between 3% and 12%, excludes Beijing-listed A-shares, and seeks evidence of institutional buying at lower prices. The article frames institutional accumulation as a signal of focused research, while its…
This stock screen combines three daily filters: price amplitude above 1, a controlling-shareholder measure above 21, and a positive price-to-earnings ratio. The article presents the combination as a way to include market activity, shareholder positioning,…
This stock screen selects candidates with daily amplitude above a threshold, a newly formed KDJ bullish crossover, and at least one limit-up event within roughly the past month. The sample formulas and Python outline add a MACD condition, requiring a…