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
The document describes a daily classification approach for detecting positive momentum, negative momentum, or normal conditions in Bitcoin, Ethereum, and Litecoin. It uses historical prices and technical indicators as features, then compares classifiers…
This post proposes a stock screen combining three conditions: relatively strong trading activity, a nonempty convertible-bond-related name field, and a shortening negative MACD histogram on a 15-minute chart. The author interprets the histogram condition as…
This post outlines a daily pre-market screen for Shenzhen main-board shares. It selects stocks with MACD above zero and positive earnings, then applies valuation bands: price-to-earnings from zero to 29.01 and price-to-book from zero to 3.11. The stated…
This stock screen combines technical filters with valuation limits for Shenzhen main-board listings. It selects shares with RSI below 65, price-to-earnings ratios between zero and 29.01, price-to-book ratios between zero and 3.11, and a 30-day moving average…
The document explains the KDJ indicator’s calculation from a recent price range. It finds the highest high and lowest low over the selected period, then expresses the current close’s distance above the low as a percentage of that range. This raw stochastic…
This document describes a stock screen combining a positive MACD reading, a same-day upward spread between moving averages, and an intraday price range above a threshold. Its example calculates exponential averages to form MACD, compares five- and ten-day…
This Chinese equity screen looks for shares priced below 12 yuan whose MACD is above zero while its value two trading sessions earlier was below zero. The stated intent is to find a recent move from negative to positive MACD territory while imposing a low…
This post proposes screening main-board stocks using a combination of price range, a streak of consecutive limit-up sessions on the prior day, and a current-day gain above a stated threshold. It presents the conditions as a way to focus on volatile stocks…
This stock-selection idea combines an amplitude threshold, weekly MACD conditions, and a three-candle pattern described as the Kute Smart morning star. The proposed screen seeks Chinese equities whose weekly MACD is above zero and whose recent candles match…
This stock-selection rule combines three conditions: daily price amplitude above a threshold, circulating shares at or below a stated limit, and a shortening negative MACD histogram on a 15-minute interval. The proposed interpretation is that a wide range…
This Chinese equity screen selects stocks associated with the robotics theme, with circulating market value below 10 billion yuan, turnover between 3% and 12%, and an appearance on the previous day's stock leaderboard. The article also gives formula-style…
The document describes a Chinese equity screen for stocks in the metaverse industry. It selects shares trading above their five-day moving average and with at least one limit-up event during the preceding 25 days. The moving-average condition is used as a…
This report studies whether changes in leading companies’ expected earnings can help select industries for rotation. Its premise is that revisions to a sector leader’s expected fundamentals may influence subsequent returns across related stocks. The analysis…
This article outlines a Chinese stock screen requiring price amplitude above 1%, excluding Beijing-listed shares, and selecting stocks whose KDJ indicator has just formed a golden cross. It presents the combination as a way to focus on more volatile stocks…
This article describes a Chinese A-share screen combining turnover between 3% and 12%, at least one limit-up event in the prior 25 days, current volume above 10,000 lots, and a high-open condition. It argues that moderate turnover and recent limit-ups may…
This article presents a Chinese equity screen combining three conditions: at least five overlapping moving averages, more than two limit-up sessions within ten days, and a rising 30-day average. It interprets clustered averages as short- and medium-term…
This document describes a Chinese equity screening rule that combines price movement, trend, momentum, and trading activity. Its final version selects stocks with amplitude above 1, MACD above zero, RSI(14) above 50, and prior-day auction turnover above…
The document presents a stock screen for securities whose codes begin with the specified Shanghai prefix, whose daily trading range exceeds a threshold, and whose moving averages are described as diverging upward. It includes a technical formula and a Python…
The document describes a Chinese equity selection rule combining turnover, the ratio of market buy volume to market sell volume, and institutional net buying. It filters for turnover between the stated bounds, a buy-to-sell volume ratio above the specified…
This page summarizes two research topics from an overseas literature review. The first concerns systematic value investing: it describes examining common claims about the value effect, considering how diversified value strategies might be implemented more…
This post describes a China A-share screening idea focused on stocks in the metaverse sector. It adds two filters: a morning price-change condition below six percent and a measure intended to indicate that large participants controlled trading on the prior…
This Chinese-language post outlines a stock screen combining three conditions: price amplitude above one, prior-day turnover above 60 million, and MACD above its zero line. It frames amplitude as a measure of price movement, turnover as a gauge of activity,…
This stock selection rule screens companies in the metaverse theme for a closing price above the five-day moving average, trading volume above the stated threshold, and an opening price above the previous close. The article presents these conditions as a way…
This article outlines a Chinese equity screen for stocks in the metaverse sector. It combines bullish technical signals, including MACD and short moving-average crossovers, with a filter intended to exclude stocks that hit the daily price limit on the…