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.
12,303 documents
The Buy Low Sell High Composite combines four technical measures—RSI, an EMA-difference Elliott Wave Oscillator, MACD histogram, and Money Flow Index—into one oscillator intended to summarize trend, momentum, and volume. It rescales components to a common…
This document describes a Chinese equity screening rule that selects Shenzhen main-board stocks with daily amplitude above 1%, a year filter for 2021, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios from 0 to 3.11. It provides both an…
This document presents a short-term Chinese stock selection idea using three conditions: amplitude above 1, a closing price below 20, and a prior-day 9:15 matching price at the limit-down level. It frames the filters as a way to find stocks with price…
This document proposes screening stocks for amplitude above 1, a contracting negative MACD histogram on a 15-minute chart, and a listing age beyond a chosen threshold. The intended interpretation is that a shrinking negative histogram may signal a possible…
The document describes a two-part trend indicator that plots a cloud between a 75-period exponential moving average and an ATR-based trailing stop. The stop component uses a 14-period average true range and a fixed offset to form upper and lower candidate…
The document describes a stock screen that selects shares with an amplitude above one and a daily maximum decline between four and five percent, restricted to observations from 2021. It presents the screen as a way to identify volatile stocks after a marked…
This indicator transforms the Relative Strength Index by placing it within a Bollinger-style band calculated from the RSI itself. It first computes RSI from closing prices, then calculates an exponential moving average of that RSI and bands two standard…
This note describes an A-share stock screen that combines a daily range filter, a newly formed KDJ crossover, and exclusion of stocks classified as belonging to the STAR Market. The range condition requires the high-low span to exceed 1% of the low. For the…
This note outlines a Chinese A-share screening rule combining daily price range, exchange prefix, stock status, trading-day filters, and a limit-up-related condition. It targets stocks whose high-to-low range exceeds 1%, whose codes begin with 60, and whose…
This example implements a futures Turtle-style trend-following system. It enters long when price breaks above a prior Donchian channel high and short when price breaks below the channel low. Position size is based on account balance, contract multiplier, and…
This document presents a Chinese equity screening rule that combines daily price amplitude with a stock-code prefix and Bollinger Bands. It describes selecting stocks whose codes begin with 60, whose amplitude exceeds 1%, and whose close lies within the…
The document describes a hybrid approach that combines ARMA-GARCH models with several neural network types to identify market patterns and predict the direction of shocks in defense equities and foreign exchange. ARMA-GARCH models capture linear time-series…
The document presents a daily pre-open stock screen for Chinese A-shares using three conditions: MACD above zero, closing price below 12, and price amplitude above 1. It defines amplitude from the session high and low relative to the prior close, and…
This indicator description introduces the Adaptive Composite Moving Average (ACMA), which combines distance-based weighting, recency weighting, and an efficiency-ratio measure of trend strength. It offers four modes: favor prices near the mean, favor recent…
This post describes a Chinese equity screening rule using three conditions: daily high-low range above 1% of the prior close, a positive but less than 35% return over ten days, and at least one limit-up event during the prior 25 days. The stated rationale is…
This report compares hourly Bitcoin returns, volatility, and trading volume across Binance, Bybit, Coinbase, HTX, Kraken, and OKX. It groups activity by the trading hours of several regions, using standard deviation of hourly returns as a volatility proxy…
The article argues that a sharp selloff in World Liberty Financial Token (WLFI) preceded a broader cryptocurrency decline and may have offered an early warning of market stress. It highlights a reported surge in WLFI trading volume after tariff news,…
The document describes a Chinese A-share stock screen focused on the metaverse sector. It selects stocks whose opening price is less than 6% above the prior close, whose price chart resembles a rounded arc, and whose Bollinger Band width is below 0.05. The…
The document describes an Average Daily Range indicator that uses historical price data to estimate a typical daily range. It compares the current day’s movement with that average and displays how much of the expected range has already been covered,…
This overview explains Williams’ Percent Range, a momentum indicator used to identify potentially overbought or oversold conditions. It describes the indicator’s inverted scale relative to the Stochastic Oscillator: readings near the lower end of the scale…
This note proposes selecting Chinese stocks in the metaverse theme that appeared on the prior day’s Dragon and Tiger List and had an amplitude greater than 1. It frames the thematic classification, unusual market attention, and price range as clues about…
This stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and previous-day opening-auction turnover above 0.26. The rationale is to find shares with meaningful price movement, improving…
This market recap reviews BTC and ETH options conditions during a week when spot prices drifted lower and realized volatility eased. Implied volatility also declined, but less than realized volatility, which the author says returned volatility carry to…
This indicator plots separate volatility measures for bullish and bearish price movement. For the bearish line, it measures the prior close’s distance from the current low; for the bullish line, it measures the current high’s distance from the prior close.…