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
This post describes a stock screen based on a trading-range threshold, three consecutive days of gains, and at least a year since listing. It presents the range condition as a way to find active stocks, the recent gains as a short-term strength signal, and…
This document presents a stock selection rule for Chinese companies classified in the metaverse theme. It screens for previous-day actual turnover between 3% and 28% and requires the daily MACD difference line to be above its signal line. The text explains…
This Chinese-language article outlines an A-share stock screen combining market capitalization, turnover, a KDJ bullish crossover, and a prior-day opening call-auction price near the daily limit-down level. The final stated criteria require market value…
This stock-selection approach screens companies in the metaverse sector for a bullish MACD crossover and a rising KDJ K value. The post also gives an example implementation that adds a market-cap range, though its code uses a KDJ-based RSI threshold and does…
This proposed A-share screen selects stocks with turnover from 3% to 12%, an opening price within roughly 5% of the ten-day moving average, a latest close at or above that average, and at least one limit-up event in the preceding month. The article frames…
This Chinese stock-selection proposal filters for turnover between 3% and 12%, a rising DEA signal, and at least one daily gain of 10% or more during the previous 25 trading sessions. The article presents these conditions as a combination of trading…
This proposed Chinese equity screen combines three conditions: at least five moving averages clustered near the closing price, floating market capitalization above 200 million, and more than two limit-up sessions within ten trading days. The article…
This documentation explains formulaic alpha factors: signals represented as mathematical expressions that can be computed from market data. It uses MACD as an example, defining the signal from the difference between short- and long-period exponential moving…
This overview introduces rules-based crypto trading and distinguishes discretionary decision-making from systematic strategies that use indicators, algorithms, or automation. It explains dollar-cost averaging as recurring purchases at fixed intervals, then…
The post describes a Chinese equity screening rule combining a 14-period RSI below 65, a specified range for tradable market capitalization, and a share price below 12. When at least five stocks meet the filters, the example selection function sorts…
This Chinese A-share screening idea combines three filters: daily price amplitude above a threshold, a minimum time since listing, and a MACD condition above the indicator’s zero axis. The article explains that amplitude is calculated from the day’s high and…
This post outlines a Chinese stock screen for companies classified in the metaverse sector. It limits eligible stocks to those with circulating shares at or below 5.5 billion and excludes stocks that reached the upper price limit on the prior trading day. It…
This post describes a Chinese equity selection screen with three filters: price amplitude above 1%, a ten-day price gain greater than zero but below 35%, and circulating market capitalization between 5 billion and 10 billion yuan. Its accompanying Python…
This Chinese equity selection rule filters stocks by trading activity, prior-day leaderboard appearance, and the latest daily price change. It seeks names with turnover between 3% and 12%, a positive leaderboard flag on the preceding day, and a daily return…
This Chinese stock-screening post describes a three-part selection rule: rank stocks by volume ratio and keep the top 100, require weekly MACD to be above zero, and exclude stocks whose gain at 9:25 is 6% or more. The author interprets the filters as…
This strategy ranks the full Chinese A-share universe using two cross-sectional signals: circulating market capitalization and five-day price momentum. It ranks each factor, adds the scores, and selects the highest-ranked 50 stocks. The portfolio assigns…
This Chinese A-share screening idea selects stocks in the metaverse industry when their average price is above the five-day moving average and a weekly chart shows a red bar. It presents these conditions as signs of upward price momentum. The article also…
The strategy screens Chinese stocks in the beverage and alcohol import-export sector for a turnover rate between 3% and 12%, then ranks qualifying names by the day’s auction trading value and selects the top five. The document frames auction value as a…
This Chinese-equity screen combines three conditions: rank stocks by volume ratio and retain the top 100, select stocks opening near the 10-day moving average, and require the 20-day moving average to exceed the 120-day average. The post interprets high…
This screening rule selects Chinese stocks when daily MACD is positive, the 20-day simple moving average is above the 120-day average, and amplitude exceeds the stated threshold of one. The post describes applying the conditions before the open to produce a…
The article presents a discretionary short-term approach to Chinese equities built around market narratives. It argues that traders should identify a compelling catalyst, assess whether expectations differ materially from current perceptions, and look for…
The document describes a stock screen that combines a daily amplitude threshold, appearance on the prior day's market leaderboard, and a weekly MACD condition above zero. It presents these as signals for short-term volatility, trading attention, and an…
This brief note describes a three-line MACD indicator that adds a smoothing curve to the conventional MACD display. It comments that intersections between the black and red lines may be useful even while the chart is moving sideways, and that the indicator…
This note describes a technical screen for Chinese stocks combining RSI below 65, seven consecutive sessions in which the close is below the open, and a rising DEA, the smoothed signal line of MACD. It interprets the RSI threshold as avoiding an overbought…