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 A-share screening proposal looks for stocks with a daily range above 1%, a positive but limited 10-day gain, and a current session low below the prior session’s low. The post interprets the range and return filters as signs of recent strength, while the…
This Chinese A-share screening idea combines a large daily trading range, at least one sharp daily gain within the recent 25-session window, a robotics-related classification, and a circulating market value below 10 billion yuan. The post presents these…
This Chinese stock-screening post combines three filters: rank stocks by a measure of capital inflow, require weekly MACD to be above its zero line, and keep stocks whose ten-day gain is positive but below 35%. The author frames the filters as a way to find…
This indicator plots a conventional RSI of closing prices alongside an RSI calculated from a multi-vote On-Balance Volume series. The OBV component assigns directional votes based on changes in the high, close, and low, averages those votes, weights them by…
This Chinese equity screening method combines daily amplitude above 1, a weekly crossover of the five-period moving average above the ten-period average, and a positive change in the KDJ K value. The article presents the conditions as a way to identify…
This Chinese equity screen combines daily price amplitude above 1, a positive weekly MACD reading, and a market-cap rank between the 20th and 70th percentiles. The article also describes ranking candidates by volume relative to its 20-period average, then…
This note describes a Chinese equity screen for stocks associated with the metaverse concept. It requires turnover between 3% and 12% and at least one limit-up event during the prior 25 days. The accompanying examples translate these conditions into…
This stock-selection approach combines a positive MACD reading with a company-type condition and circulating market capitalization above 10 billion yuan. The document presents the screen as a way to find stocks with upward price trends, sound fundamentals,…
This post outlines a Chinese A-share stock screen combining an RSI below 65, seven consecutive down days, and a weekly five-period moving average crossing above the ten-period average. It presents the conditions as a way to identify stocks with a potentially…
The screen combines three conditions: a stock belongs to the metaverse concept group, its 30-day moving average is rising, and it has closed lower for three consecutive sessions. The article frames this as a way to find stocks in a selected theme that have…
This Chinese equity screening idea combines a relative strength index below 65, upward-diverging moving averages, market capitalization below 10 billion yuan, and nonnegative earnings. The post presents the screen as a way to find smaller companies with…
This post outlines a Chinese equity screening rule that ranks stocks by relative volume and selects the top 100, then filters for a positive but bounded return over ten days and a 20-day moving average above the 120-day average. The combination is intended…
This document introduces an extended version of an asymmetric bands oscillator. The stated addition is an estimate of how much weight price has within the current trend, along with an attempt to estimate the effect of that weight on trend formation. It…
This short weekly report summarizes a divided Chinese equity market, with major indices moving in different directions. It compares the reported changes in the Shanghai Composite, CSI 500, ChiNext, and CSI 300, then notes that most of the covered long…
The document describes a Chinese equity screen combining three conditions: daily price range above a threshold, circulating market capitalization above a threshold, and a positive daily MACD. It presents these as filters for volatility, company size, and…
This Chinese A-share screening proposal combines daily price range, market capitalization, profitability, moving averages, and valuation. It seeks stocks with at least a one percent high-to-low range, positive net profit, market capitalization up to 10…
This proposed stock screen combines three ideas: institutional buying activity above a stated share of trading volume, reported institutional accumulation near a price low, and a positive but capped ten-day gain. The article presents the combination as a way…
This A-share stock screen combines a positive MACD reading with an upward-moving average condition, then ranks candidates by the day’s auction amount and selects the top five. The article frames auction value as a possible sign of buying interest: stocks…
This proposed stock screen combines three conditions: amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and a morning-star candlestick pattern. The document treats the amplitude filter as a way to find volatile stocks,…
The post describes a Chinese equity screen requiring a turnover rate between 3% and 12%, a stock code beginning with 60, and a positive daily MACD reading. It frames positive MACD as a sign of an upward trend and moderate turnover as a selection constraint.…
This indicator summarizes the direction of a ColorZerolagJCCX oscillator across ten timeframes. It displays a set of colored squares: pink represents a falling oscillator, light blue a rising oscillator, and gray indicates neither direction. Its readings use…
The proposed stock screen combines three conditions: daily price range above a threshold, MACD above its zero line, and positive afternoon net large-order inflow. The accompanying rationale treats a wide range as evidence of volatility, positive MACD as a…
The article summarizes research using Forcerank, a platform where participants rank stocks by expected performance over roughly a week. Regressions of consensus ranks on past returns show that participants extrapolate recent performance, with more weight on…
The Chande Momentum Oscillator measures momentum by comparing the total gains and losses over a recent period with the total price movement. This variation replaces fixed threshold levels, commonly set at plus and minus fifty, with Discontinued Signal Lines…