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 note proposes ranking stocks from strongest to weakest by a capital-flow-strength measure, then selecting the top N. Its original screening description excludes Beijing-listed A-shares, while its later suggested refinement says to include them to…
This note outlines an A-share screening rule requiring the 20-day moving average to be above the 120-day average, MACD to be above zero, and RSI to be below 65. The moving-average relationship is intended to represent an established price trend, the MACD…
This note describes a Chinese A-share stock screen combining a turnover ratio from 3% to 12%, appearance on the prior day’s trading leaderboard, and a current low below the previous day’s low. The leaderboard condition is used as a proxy for market…
This Chinese equity selection concept combines three elements: ranking stocks by capital or trading strength, considering company characteristics, and looking for a shortening MACD histogram below zero on a 15-minute chart. The note associates higher volume…
This Chinese equity screen selects stocks priced below 12 yuan, with a positive return over the previous 10 days that remains below 35%, and a measure of price movement above 1%. The note presents the conditions as a way to combine recent upward movement, a…
This Chinese equity screen combines a stated turnover range of 3% to 12% with a reversal, or “recovery,” pattern, while excluding stocks that hit the upper price limit the previous day. The note also includes formula conditions involving price movement,…
This note proposes a Chinese equity screening idea based on five moving averages: 20, 30, 60, 90, and 120 days. It treats convergence of the averages as a possible buy signal, reasoning that it may reflect agreement about short- and medium-term direction. It…
This stock screen combines a price ceiling, a 20-day moving average above the 120-day average, and a capital-strength ranking based on the volume ratio. The post describes selecting from the top 100 stocks by that measure. It interprets the moving-average…
This proposed stock screen combines three conditions: at least five moving averages overlap, the company meets a chosen ownership-type criterion, and the stock has hit its daily price limit more than twice within ten days. The post interprets moving-average…
This stock selection rule ranks candidates by capital strength, retains the five stocks with the greatest auction turnover for the day, and requires the price gain at 9:25 to remain below the stated ceiling. The accompanying explanation treats capital…
This Chinese-language stock screener combines three signals: a shortening green MACD histogram on a 15-minute chart, net buying by large orders during the afternoon, and a daily increase in holdings above the stated threshold. The explanation interprets…
This Chinese stock screening proposal combines three signals: an opening price gain below 6% at 9:25, a high volume ratio, and a high ranking for prior-day net inflows attributed to large market participants. The article describes ranking stocks by volume…
This document presents a historical stock selection rule for Chinese equities: select stocks in 2021 whose 20-day moving average is above the 120-day moving average and whose daily range exceeds 1% of the previous close. The moving average comparison serves…
This document describes a Chinese stock screening rule built around trading activity and share supply. Its initial description specifies turnover between 3% and 12%, a circulating share count no greater than 5.5 billion, and a volume ratio above 1.5 but…
This short-term stock screen combines turnover, opening price, and recent price direction. It selects shares with turnover from 3% to 12%, an opening price within five percent of the 10-day moving average, and three consecutive declining closes. The…
This stock-screening approach combines price position relative to five moving averages, turnover, and trend. The stated final rules require the closing price to be above the 5-, 10-, 20-, 60-, and 120-day averages, turnover between 2% and 9%, and a rising…
The article outlines a stock-selection screen requiring a reported daily position increase above 5% and weekly MACD above its zero line. It also includes a 2021-related condition in its initial description, but the later proposed final rules omit that…
This stock screen combines three conditions: a reported increase in holdings above 5%, an opening-auction price change between -2% and 5%, and a 15-minute MACD histogram with shrinking negative bars. The article interprets these as signs of buying interest,…
This short-term equity screen selects stocks whose turnover lies within a specified band, that appeared on the prior day's trading leaderboard, and that had positive pre-open auction turnover above a stated threshold. The document frames the combination as a…
This equity screen combines a range-based volatility condition with a Bollinger Band position: the close must fall between the middle and upper bands. It also applies a historical return requirement, described as favoring stocks with positive past…
The document describes a stock selection screen based on clustering among several moving averages, a specified share price, and a limited price rise by the 9:25 a.m. observation. It argues that these conditions may identify stocks with comparatively stable…
This stock screen starts with Shanghai-listed shares and compares 2021 revenue with 2018 revenue, requiring growth above a stated threshold. Its final proposed criteria add a market-cap range, growth in net profit over the same period, a price-to-earnings…
This A-share selection idea combines a circulating market capitalization above 10 billion yuan, more than two limit-up sessions within ten days, and at least five overlapping moving averages. The post describes the limit-up count as a sign of attention and…
This A-share screening recipe combines a reversal pattern with turnover filters. It selects stocks whose current turnover is between 3% and 12% and whose previous-day turnover exceeded 8%, while also requiring a reversal or engulfing-style price pattern. The…