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 outlines an A-share stock screen combining an RSI below 65, a daily gain above 1%, main-board listing, and non-ST status. It proposes selecting five stocks from the day’s limit-up leaders, with selection intended before 10 a.m. The rationale…
This document describes a short-term stock screen combining daily price amplitude above 1, a controlling-shareholder measure whose absolute daily change exceeds 21, and a rising DEA value from MACD. It shows examples of how to express these conditions in a…
The document presents a daily Nasdaq adaptation of the Universal XBody Strategy and gives optimized settings: a lookback period of 878, mode 1, positive signal orientation, and filters of 41 and 0. It calculates each candle’s body as close minus open, takes…
This Chinese-language post proposes screening stocks for turnover between the stated bounds, beverage and alcohol import-export exposure, current volume above the stated threshold, and a higher opening price. It presents the combination as a way to consider…
This Chinese equity screen combines three conditions: MACD above zero, descending ranking by capital-flow strength, and more than two limit-up days within ten days. Its examples add fundamental filters such as positive valuation ratios and return on equity,…
This Chinese stock-screening proposal combines daily price amplitude above one percent, market capitalization below 10 billion yuan, positive net profit, and a shortening MACD histogram on a 15-minute interval. The author treats amplitude as a way to find…
This stock-selection screen looks for shares with a minimum intraday range, at least one large daily gain within the recent 25-session window, and positive institutional buying direction. The criteria aim to combine volatility, evidence of a recent sharp…
This stock-screening idea combines a daily price-range threshold, an RSI ceiling, and buying volume greater than selling volume. The range condition is intended to find stocks with movement, while RSI below the stated cutoff avoids the strongest overbought…
The document explains an Ergodic oscillator derived from William Blau’s True Strength Index. It smooths price momentum and absolute momentum through two exponential moving-average stages, forms a normalized momentum measure, then applies additional smoothing…
This post proposes a Chinese A-share screen combining three conditions: buying-position share above 5% today, a rising main-board stock, and more than two limit-up days in the preceding ten days. The rationale is that recent buying activity and repeated…
This Chinese stock-selection post describes a screen that filters for shares with turnover between 3% and 12%, listed in 2021, then ranks them by capital strength. It presents the combination as a way to consider both trading activity and recent money flows,…
The document describes an indicator formed by calculating the Relative Strength Quality Index (RSX) and then feeding that calculated series into a second RSX calculation as though it were price data. It attributes the underlying idea to Mark Jurik,…
The document outlines a daily pre-open stock screen for Chinese equities. It selects stocks with MACD above zero and a price below 12 yuan, then ranks candidates by that day’s auction amount and keeps the top five. The rationale is to combine a technical…
This proposed A-share screen combines daily amplitude above 1, exclusion of ST-designated stocks, a five-session limit-up pattern, and large-order net flow above 0.05 for at least three consecutive days. The post describes large-order net flow as a…
This weekly report reviews style-factor signals across several Chinese equity universes and summarizes recent quantitative fund performance and market conditions. It reports that price-and-volume factors, especially beta, were relatively strong in the week…
Momentum Pinball adapts the relative strength index to track changes in daily price movement rather than relying directly on the current close. It compares the change between consecutive daily closes with the prior change, separates upward and downward…
The example builds a single-stock daily strategy from trend and momentum conditions. Entry requires the 21-period simple moving average to exceed the 60-period average, price to be above both averages, and daily and weekly MACD histograms to be positive. It…
This Chinese stock-selection example combines three short-term conditions: daily amplitude above 1%, a high equal to the highest high across two days, and an asserted Dragon-Tiger List signal from the prior day. The accompanying discussion interprets the…
This proposed stock screen combines an amplitude threshold above 1, three moving-average crossover conditions, and a positive institutional-direction indicator. The explanation frames the moving averages as a trend filter and the institutional measure as a…
This Chinese equity screening proposal filters for stocks with daily amplitude above 1% and a positive ten-day gain below 35%, then ranks qualifying names by a market-attention measure. The rationale is to find stocks showing activity and some recent…
This weekly Chinese equity research note tracks index-enhancement portfolios benchmarked to the CSI 300, CSI 500, and CSI 1000, and monitors single-factor portfolios within those indices and a public-fund-heavy-stock universe. Its portfolio construction is…
This document describes a smoothed Money Flow Index oscillator displayed as a histogram. Its values are mapped to a symmetric range from -50 to +50 to make the display easier to read. Histogram colors can be configured to highlight either breaks beyond…
The Quantitative Qualitative Estimator (QQE) combines a smoothed Relative Strength Index with fast and slow trailing levels. These levels are based on the variability of the smoothed RSI rather than directly on price ranges. To construct them, the method…
A Recursive Moving Average applies repeated smoothing to a price series, with the number of iterations controlling how smooth the result becomes. The description connects this approach to indicators such as double and triple exponential moving averages and…