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 stock selection rule combines membership in the metaverse theme with a morning price-change cutoff and a historical dividend ratio. The stated rationale is that limiting the early-session rise may help identify rebound candidates, while a dividend ratio…
This indicator uses an RSI-adaptive exponential moving average ribbon to help assess market conditions. Its author says the underlying adaptive EMA can also be translated into a MACD calculation, while displaying the ribbon components directly may make…
This proposed A-share stock screen combines turnover between 3% and 12%, a newly formed KDJ bullish crossover, and return on equity above 15% in each of the past five years. The article presents turnover as a measure of trading activity, KDJ as a technical…
This proposed daily A-share screen combines a positive MACD reading, a share price below 12 yuan, and a latest close above the previous session’s low. The article says selections are made before the market opens and frames the price and MACD conditions as…
This Chinese-language article describes an equity screen based on price amplitude, prior-day trading activity, and opening-auction turnover. The stated final rule selects stocks whose amplitude exceeds one, whose prior-day turnover exceeds 60 million, and…
This Chinese-language description outlines an equity screening rule that combines a daily amplitude threshold, a high equal to the highest high across two days, and positive afternoon large-order net inflow. Its rationale is to pair price movement and a…
This stock-selection screen combines three conditions: daily high-to-low range above 1% of the opening price, prior-day trading activity above the stated threshold, and a positive weekly MACD condition. The document presents the rules as a way to focus on…
This weekly report compares artificial intelligence stock-selection portfolios across broad A-share universes, industry-neutral portfolios, and portfolios restricted to the CSI 300 or CSI 500. It names XGBoost, support vector machines, random forests,…
The document outlines a daily, after-close stock-selection screen that requires the MACD line to be above zero, limits the universe to companies with floating market capitalization above 10 billion yuan, and ranks candidates by a measure of individual-stock…
The document describes an A-share stock screen intended to find possible short-term rebounds. It combines a 14-period RSI below 65, first-level bid volume greater than ask volume, and a stated daily maximum decline between 4% and 5%. The accompanying…
The document presents a Chinese A-share backtest question: after selling a holding at the open, a daily-frequency strategy places a purchase near the close but buys only a small amount. The author wonders whether the simulator updates available cash only on…
This document presents a Chinese stock screening rule combining daily amplitude above 1, a newly formed KDJ crossover, and circulating market capitalization of at least 200 million. It describes the crossover as a possible sign of improving sentiment and…
This document describes a short-term Chinese stock screen that looks for shares with an amplitude above 1, evidence of main-force control on the prior day, and a current-day low between 4% and 5% below the previous close. The stated rationale is to focus on…
The document describes a short-term Chinese equity screen combining turnover, recent price performance, and limit-up frequency. It selects stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and more than two limit-up sessions during…
The article proposes a short-term stock screen requiring price amplitude above a threshold, at least two limit-up events within a 500-day lookback, and a prior-session 9:15 indicative match price at the limit-down level. It interprets the last condition as a…
This article describes an equity screen combining price amplitude above a stated threshold, an upward relationship among recent moving averages, and a 2019 dividend payout ratio above a stated threshold. It frames the conditions as a way to find volatile…
This Chinese-language strategy note describes a stock screen combining a turnover range of 3% to 12%, first-level bid volume greater than first-level ask volume, and three consecutive sessions of declining closing prices. The intended idea is to find liquid…
This document proposes screening Chinese stocks by price range, a K-line condition described as being below 20, and descending money strength. It characterizes money strength as a way to infer buying and selling pressure from price direction and trading…
This document describes a Chinese stock watchlist screen combining daily price range, a recent limit-up event, and a signal labeled as prior-day main-force control. Its rationale is that larger price swings and recent limit-ups may indicate attention and…
This research summary examines whether company managers adjust reported earnings to meet individual analyst forecasts, beyond the incentive to meet consensus estimates. It describes a study using the change in effective tax rate from the third to fourth…
This post describes a stock selection rule combining three conditions: daily price amplitude above 1, actual turnover on the previous day between 3% and 28%, and weekly MACD above zero. It presents the combination as a way to screen for stocks with…
This stock screen selects names whose daily high-low range exceeds one percent of the low, that recorded at least one limit-up day in the preceding 25 sessions, and that have a nonempty outstanding convertible-bond name field. The resulting names enter a…
This note proposes screening Chinese stocks listed in 2021 for daily turnover between 3% and 12%, then keeping those whose opening price is within five percent of the 10-day moving average. The approach combines a trading-activity range, an IPO-year cohort,…
This note outlines a Chinese equity screen using three conditions: positive but moderate returns over the prior ten days, appearance on the previous day’s exchange trading-activity list, and descending ranking by a measure called fund strength. The intended…