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.
4,510 documents
This selection rule screens Chinese A-shares for a positive MACD condition, ranks candidates by a stock-heat measure, and narrows the universe to codes beginning with 60. The article suggests running the screen after the market opens. It also includes…
This excerpt analyzes Bitcoin supply by coin age and wallet balance to describe a 2025 shift from smaller or shorter-term holders toward larger holders. It reports that long-term holder supply declined as short-term holder supply rose, while wallets holding…
This document proposes a short-term Chinese stock screen combining daily amplitude above 1, a controlling-shareholder measure above 21%, trading volume above 10,000 lots, and an opening price above the prior close. It frames these conditions as signals of…
This market commentary considers whether foreign investor outflows and a rise in shares becoming tradable would materially affect Chinese equities. It distinguishes short-term trading flows from longer-term institutional allocations, including new mutual…
This proposed Chinese equity screen combines three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to parent shareholders above 20% and up to 100%, and positive institutional activity. The article presents the…
This stock-selection approach screens Chinese A-shares for turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive income. It then looks for a sufficiently large price rise during the opening auction and combined large and…
This stock selection screen combines a daily turnover range of 3% to 12%, appearance on the previous day’s market leaderboard, and a positive institutional activity reading. The article interprets the conditions as signs of trading interest and possible…
This article argues that a high percentage of winning trades does not guarantee profits. It emphasizes the relationship between win rate and the relative size of gains and losses, using examples to illustrate how a strategy with fewer winning trades may…
This document proposes screening Chinese stocks for a daily price range above 1%, an appearance on the prior day’s trading leaderboard, and at least two limit-up events within the previous 500 days. It interprets range as a sign of short-term volatility,…
This research explores whether online search interest can serve as a timely measure of investor sentiment and help identify shifts between large-cap and small-cap Chinese equities. It treats search activity related to each style as a sentiment proxy,…
This post outlines a proposed Chinese stock screen combining a morning price-change limit, weekly MACD above zero, and a measure of net position increases above 5%. The text interprets the MACD condition as evidence of an upward longer-term trend and the…
This document describes a Chinese A-share screen for metaverse-related companies whose circulating market value is between 5 billion and 10 billion yuan and that appeared on the trading activity disclosure list the previous day. It frames the screen as a way…
The document describes Chris Camillo’s social-arbitrage approach: watch social media and everyday consumer behavior for emerging trends that may not yet be reflected in market expectations, then connect those signals to publicly traded companies. It…
This example describes a daily rule that uses CNN’s Fear & Greed Index to set exposure to SPY. A research agent retrieves a recent score, and a trading agent assigns one of five SPY allocations: full exposure at extreme fear, progressively smaller…
This document describes a Chinese stock screen that combines price amplitude above 1%, an appearance on the previous day’s trading activity list, and positive net buying attributed to major participants during the opening auction. The rationale is to combine…
This proposed stock screen combines daily amplitude above 1%, a closing price of 18.5 yuan, and at least two limit-up events within a 500-day window. The article frames the conditions as a way to find volatile stocks with signs of favorable market sentiment.…
This stock screen combines a turnover-rate range of 3% to 12%, a pattern described as a reversal or engulfing move, and positive institutional fund flow. The accompanying discussion treats turnover as a way to filter trading activity and institutional flow…
This Chinese-equity selection idea filters stocks associated with the metaverse theme, requiring prior-day actual turnover to fall between 3% and 28% and share capital to exceed the stated threshold of 200 million. The note describes turnover as a measure of…
The post describes an equity screen combining three conditions: amplitude above a stated threshold, a prior-day 9:15 matched price identified as limit-down, and a price below a specified level. It proposes selecting up to a chosen number of qualifying stocks…
This Chinese equity selection idea combines three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and seven consecutive declining sessions. The article frames the theme condition as…
This Chinese-language post describes an equity screen that combines RSI below 65, the product of price change and a measure of very large-order net flow, and prior-day turnover above 8%. The stated rationale is to find stocks with favorable technical…
This Chinese A-share selection idea combines three conditions: daily amplitude above one percent, at least one limit-up event during the preceding twenty-five days, and large-order net flow above a stated threshold for at least three consecutive days. The…
This Chinese equity screen selects stocks with a daily range above 1%, afternoon large-order net inflows, and more than 90 days since listing. The stated rationale is to combine a volatility measure with a flow-based signal that may reflect market activity,…
This stock selection idea combines three filters: daily price amplitude above a threshold, an afternoon large order net inflow condition, and prior day opening auction turnover above a threshold. The article explains the intended interpretation: a larger…