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.
12,303 documents
The document outlines a technical stock screen requiring daily price amplitude above a threshold, weekly MACD above zero and above its signal line, and RSI below a ceiling. It describes amplitude as a short-term movement measure, weekly MACD as a trend…
The document describes a Chinese stock screening rule combining daily price amplitude above a threshold, a positive weekly candle, and circulating market capitalization above a stated floor. It interprets the amplitude as a volatility filter, the weekly…
This document describes updates to an MT4 indicator for Asian-session range breakouts. The tool includes an ATR-based candle-body quality filter, a dashboard, and alerts intended not to repaint. The update focuses on implementation behavior: correctly…
This screen looks for stocks with a circulating market value above 10 billion yuan, current volume above 10,000 lots, an intraday amplitude above 1, and an opening price above the prior close. The proposed combination uses market size, trading activity,…
This document describes a Chinese stock watchlist screen using three technical conditions: daily amplitude above 1%, at least one limit-up event in the prior 25 days, and the current average price above its five-day moving average. It interprets amplitude as…
This indicator script combines an approximate volume profile with intraday session analysis. It bins the observed price range, estimates bullish and bearish volume at each bin from bar closes and volumes, and identifies a point of control. It also calculates…
This note presents a stock-selection filter using three conditions: daily price amplitude above one percent, observations from 2021, and a measure formed by multiplying the prior day’s turnover rate by the ratio of today’s auction volume to yesterday’s…
This Chinese-language article presents a stock screen combining four conditions: daily high-to-low range above one percent, membership in a robotics-related concept, circulating market capitalization below 10 billion yuan, and a nonempty name for an…
ICE is presented as an aggressive momentum system that seeks strong price impulses and validates them before entry. Detection combines volume with candle-body strength relative to volatility. Confirmation uses a moving-average slope and volatility and spread…
The proposed equity screen combines daily amplitude above 1, a turnover activity measure between 0.5 and 2, and weekly MACD above its signal line and zero. The activity measure is described as yesterday’s turnover multiplied by today’s auction volume…
This stock selection rule combines three daily price conditions: percentage amplitude above 1, a current high equal to the highest high across the current and previous day, and a rising 30-day simple moving average. The intended screen seeks shares with…
This note describes a short-term A-share screen using daily amplitude above 1% and relative volume between 1.5 and 6, measured against a five-day average. The article's stated logic adds an exact closing-price condition of 18.5, and it characterizes the…
This market commentary reviews Bitcoin and Ether options through realized and implied volatility, expiry term structures, call skew, and relative value. It reports Bitcoin realized volatility in the mid-30s and Ether near 50 after spot weakness, while…
This document describes a Chinese equity screen for robot-related companies with daily amplitude above 1, no limit-up close on the previous day, and circulating market value below 10 billion yuan. It frames amplitude as a way to find active shares, the…
This page summarizes two research papers rather than presenting their full methods. The first applies a non-proportional-thinking model to explain how prices relative to reference values may shape reactions to new information. It proposes that stocks priced…
This post proposes screening stocks with a large daily range that appeared on the previous day’s trading leaderboard, then keeping names whose close is above the Bollinger middle band and below the upper band. It presents the combination as a way to focus on…
This post describes a technical stock screen requiring daily amplitude above a threshold, a morning-star candlestick condition, and a platform metric labeled today’s control above a threshold. It characterizes the metric as a measure related to a stock’s…
The document proposes an A-share screen using daily price amplitude above one percent, a share price of 18.5 yuan, and positive institutional movement. It presents the combination as a way to select volatile stocks at a chosen price level with favorable…
The document describes an A-share stock screen that combines daily price amplitude greater than one percent, a positive weekly MACD reading, and a positive price-to-earnings ratio. It frames the conditions as a blend of volatility, short-term upward…
This Chinese-language post presents a short-term stock selection screen using three conditions: turnover ratio between 3% and 12%, opening price near the 10-day moving average, and intraday range of at least 1% of the opening price. The opening-price…
The document briefly explains the QQE, or Quantitative Qualitative Estimator, as an indicator built from a smoothed Relative Strength Index and two volatility-based trailing levels, commonly described as fast and slow. These components provide a way to track…
This note describes a stock screen that combines an intraday range threshold, at least one limit-up session in a recent lookback period, and current trading volume equal to at least 5% of circulating shares. The stated rationale is that larger ranges may…
This document presents a regime indicator that applies cumulative sum (CUSUM) change detection to deviations of price from a Hull moving average. Separate bullish and bearish accumulators build when residuals persist in one direction, while a drift term…
This document explains a trend-regime indicator that applies a one-sided cumulative sum test to price deviations from a Hull moving average. Separate accumulators track persistent positive and negative residuals; a drift allowance suppresses small…