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 document outlines a Chinese equity screen for stocks classified in the metaverse theme. Its stated conditions include a positive return, a threshold on the product of price change and very large order net volume relative to a volume benchmark, and a…
This document describes a Chinese stock screen combining intraday amplitude above 1, a named morning-star candlestick condition, and a 9:25 price gain below 6%. It presents the combination as a way to find active stocks with potential upside while limiting…
This note proposes screening Chinese stocks using several short-term conditions: daily amplitude above 1, a three-session limit-up sequence on the previous day, exclusion of ST-designated stocks, and selection before 10 a.m. It also invokes a five-session…
This document outlines a Chinese equity screen that ranks by a capital-strength measure, such as turnover or volume ratio, and selects stocks with more than two limit-up sessions in ten days and a 20-day moving average above the 120-day average. The…
This document describes a Chinese equity screen that looks for stocks with turnover between 3% and 12%, a reversal pattern, and at least one limit-up event during the prior month. Its stated rationale is to identify recently popular stocks while using…
This Chinese equity screening proposal combines moving-average clustering with recent and historical limit-up activity. Its initial description looks for overlap among the 5-, 10-, 20-, 60-, and 120-day averages, more than two limit-up days in the last ten…
This document outlines a Chinese stock-screening rule that combines a daily price-range threshold, a fresh two-day high, and at least two limit-up events over a 500-day lookback. It also includes a positive earnings-per-share condition. The proposed logic…
This document describes a Chinese equity screening strategy focused on companies classified in the metaverse sector. It selects stocks with actual turnover between 3% and 28% on the prior day and more than two limit-up days within a ten-day window. The…
This note outlines a short-term Chinese-equity screening idea that combines a daily price-range threshold, relative volume bounded by lower and upper limits, and a Morning Star candlestick pattern. The stated interpretation is that a wider range may identify…
This post describes a stock screen combining an RSI below 65, the product of percentage price change and net flow from very large orders, and a listing history longer than three years. It presents these filters as a way to combine a technical condition,…
This post describes a Chinese stock-selection screen for robot-related companies. Its initial criteria are strong fund flow intensity, circulating market capitalization below 10 billion yuan, and a rising 30-day moving average. The final proposed screen adds…
This Chinese-language post describes a short-term stock screen that selects shares with turnover between 3% and 12%, a listing on the previous day’s trading榜, and an intraday amplitude above 1. It presents these as proxies for trading activity and price…
This post describes a short-horizon Chinese stock screen that ranks stocks by capital-flow strength, selects those with afternoon net inflows from large orders, and requires more than two limit-up days in the previous ten days. It suggests using turnover and…
This post proposes screening Chinese stocks with a mix of recent trading activity, historical limit-up behavior, and fundamental filters. Its initial rules use today’s increase in position share above 5%, prior-day actual turnover between 3 and 28, and at…
This A-share screening idea combines intraday market activity with a weekly trend condition. It selects stocks with amplitude above 1, current volume above 10,000 lots, a higher opening price, and a weekly five-period moving average crossing above the…
This post describes a stock screen restricted to a designated metaverse industry group. Within that group, it selects shares whose average price is above the five-day moving average and whose daily MACD is positive. The stated intent is to combine an…
This Chinese-language post outlines an equity screening idea that combines three signals: rank stocks by relative volume, require the 5-, 10-, and 20-day moving averages to be aligned upward, and look for a 15-minute MACD histogram that is shrinking while…
This stock selection concept combines moderate trading activity, recent price strength, and a technical trigger. It seeks stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a newly formed KDJ golden cross. The…
This Chinese A-share screening idea combines three conditions: MACD above its zero line, share price below 12 yuan, and inclusion on the previous day’s Dragon-Tiger List. The article says screening is intended to run before 10 a.m. on each trading day. It…
The proposed Chinese equity screen combines three conditions: a recent increase in reported holdings or inflow, a weekly five-period moving average crossing above the ten-period average, and at least two limit-up sessions during the past 500 days. The post…
This document proposes a Chinese stock screen using three signals: a high volume ratio, a rounded price pattern approximated through Bollinger Band contraction or expansion, and at least two limit-up events over 500 days. It describes ranking stocks by…
This document describes a simple screen for Chinese metaverse-related equities. It selects stocks with circulating market capitalization above the stated cutoff and a ten-day price gain that is positive but below a specified upper bound. The accompanying…
This document presents a screen for Chinese metaverse-related stocks using prior-day turnover, current trading volume, and a positive opening gap. Its stated final version adds market capitalization ranking and earnings filters: stocks should rank in the top…
This document outlines a short-term Chinese stock screen combining large price ranges, at least two limit-up events over a 500-day window, and recent net buying attributed to institutions. It gives example indicator conditions for each filter and a Python…