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 MACD Squeeze indicator adapts the squeeze concept to a MACD histogram. It identifies a potential trading zone when Bollinger Bands contract inside Keltner Bands, using the compression as a condition for deciding when to focus on the MACD signal. The…
This document describes a Chinese stock screen combining turnover, a robot-industry theme, tradable market value, price change, and large-order flow. Its stated target is robot-related stocks with turnover between 3% and 12%, tradable capitalization below 10…
This document explains a custom MetaTrader 5 MACD indicator that adapts its smoothing to market conditions. It calculates the squared Pearson correlation between closing prices and bar index over a configurable lookback, then uses that value to blend two…
The article proposes screening A-shares for daily amplitude of at least 1%, market capitalization under 10 billion yuan, positive net profit, and a weekly five-period moving average crossing above the ten-period average. It presents formula and Python…
The post outlines a proposed stock screen combining company size with a daily increase in positions. It first describes selecting stocks with market capitalization from 2 billion to below 10 billion, then narrows the set to stocks listed during 2021. A daily…
This post describes a short-term A-share screening approach that combines daily price range, robotics-related business exposure, a circulating market-cap ceiling, and a positive recent return filter. It also proposes adding industry and valuation or…
This A-share stock screen combines a positive MACD reading, positive trailing P/E, and a control-position ratio above 21. It is intended to run before the market opens each trading day. The document explains the MACD condition as a way to identify strength,…
The document presents a Chinese stock-screening idea that combines three technical conditions: at least five moving averages converge, the KDJ indicator has just formed a bullish crossover, and the 30-day average is rising or flat. It interprets clustered…
This post describes an A-share screening rule based on turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a stated control-strength condition above 21. It presents the screen as a combination of trading activity,…
The article outlines an A-share stock selection screen combining turnover, company size, profitability, and past price-limit events. It selects shares with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported loss, and at…
This article examines whether financial factors such as value, size, profitability, investment, and momentum can be timed using predictive signals. It groups candidate signals into financial conditions, economic conditions, investor sentiment, factor…
The post proposes a stock screen that combines a recent increase in institutional buying, weekly MACD above its zero line, and a high historical dividend payout ratio. It interprets the buying measure as evidence of institutional interest, weekly MACD as a…
This document describes a daily Chinese equity screen combining three conditions: turnover between 3% and 12%, the product of price change and net large-order volume above zero, and MACD above zero. It presents the rule as a way to select stocks with…
This A-share stock screen combines a 14-period RSI below 65 with a positive prior-day main-fund net inflow. The stated rationale is that a relatively lower RSI may indicate rebound potential, while the fund-flow condition adds a capital-flow filter. The…
This Chinese equity screening idea combines three conditions: the 20-day moving average must exceed the 120-day moving average, the stock must have recorded at least two limit-up sessions in the prior 500 days, and its volume ratio must rank among the top…
This short-term stock-selection proposal combines three conditions: MACD above zero, upward separation of the day’s moving averages, and an opening auction return between -2% and 5%. The indicators are intended to capture positive price momentum and…
This Chinese stock-selection post describes a screen for companies with positive MACD, year-over-year net profit growth above 20% and at most 100%, market capitalization below 10 billion yuan, and no reported losses. Its rationale is to combine price…
This Chinese stock-screening example combines three filters: a metaverse concept label, a close above the previous session’s low, and a recent high-price move intended to identify a limit-up event. It presents equivalent indicator and Python-style…
This Supermind community post proposes selecting equities with RSI below 65, free-float market capitalization between 5 billion and 10 billion yuan, and a “main uptrend start” condition. It defines the latter through a price position within the recent…
This note presents a Chinese equity screen using four conditions: amplitude above 1, current volume above 10,000 lots, a higher open, and the 20-day moving average above the 120-day moving average. It interprets amplitude as a measure of price activity,…
This note describes a basic Chinese equity screen that selects stocks with daily amplitude above 1, prior-day turnover above 60 million, and price above its five-day moving average. It frames the filters as a combination of price activity, trading liquidity,…
This post describes a stock screen pairing a minimum daily trading range with return on equity above a threshold for five consecutive years and at least one large one-day gain during a recent trading window. The intended combination seeks companies with…
This post proposes a Chinese stock screen using three filters: a turnover-ratio ranking among the top 100 stocks, a positive but capped return over the past ten days, and an opening price gain below a stated ceiling. The intended idea is to combine relative…
This April 2020 market note combines valuation, trading activity, sentiment, sector flows, and style factor monitoring to assess Chinese equities. It describes subdued market turnover and relatively low overall valuations, while agriculture-related stocks…