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.
4,328 documents
The Neural Weight Oscillator combines normalized trend, mean-reversion, and momentum readings into a bounded 0–100 indicator. It uses the Best-Worst Method to turn pairwise importance judgments into component weights, then optionally adjusts those weights…
The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…
This Chinese-language strategy note proposes screening stocks with turnover between 3% and 12% after seven consecutive declining sessions, while excluding selected board classifications. It frames the screen as a possible way to find established companies…
This stock-selection example screens Shenzhen main-board shares associated with the metaverse theme. Its stated criteria require price above the five-day moving average, positive price-to-earnings and price-to-book ratios, and upper bounds of 29.01 and 3.11…
This implementation describes a threshold-based rule for a cointegrated pair. It opens a long-spread trade when the spread falls to or below a lower entry level, or a short-spread trade when it rises to or above an upper entry level. A trade closes when the…
This indicator guide explains how to build a synthetic spread from two price series and use its deviations to identify possible pair-trading entries. Users choose the instruments, combine their series with an arithmetic operation, and can reverse,…
This article groups recurring trading losses into three market conditions: trading against a strong trend, repeatedly chasing moves in a broad range, and trading through choppy swings. It recommends first identifying the prevailing structure across larger…
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…
This code module outlines methods for constructing sparse portfolios intended to exhibit mean reversion. It includes Box–Tiao canonical decomposition, greedy support selection, semidefinite optimization under volatility constraints, and sparsity methods…
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…
The Value Chart is presented as a detrended price oscillator: readings farther above or below its center are framed as possible reversal zones. The indicator offers adjustable bar and wick display, overbought and oversold bands, alerts, and external access…
This stock screen combines a daily turnover range of 3% to 12%, a reversal or engulfing-style candle condition, and a stochastic K reading at or below 20. The article presents screening logic and sample indicator calculations: it derives ratios from the…
The Pollan indicator combines the Commodity Channel Index and Relative Strength Index by comparing their values across a fixed window of historical bars. It forms two oppositely oriented series from the CCI–RSI and RSI–CCI differences, with a coefficient…
The document describes a software implementation of the Johansen cointegration method for forming mean-reverting portfolios from asset prices. It computes cointegration vectors, orders them by eigenvalue, and converts each vector into hedge ratios normalized…
This stock screen combines a turnover-rate range of 3% to 12% with a reversal condition and a pattern labeled a Morning Star. The accompanying indicator logic adds a large intraday range relative to the previous close, declining short-, medium-, and…
This long-only daily strategy seeks short-term rebounds in equity index CFDs while limiting entries to prices above a 200-period moving average. It sums RSI readings over the most recent two periods and enters when this cumulative measure falls below 35,…
The post describes a proposed screen for main-board Chinese stocks. It combines a turnover-rate band, membership in the robotics concept, float market value below a stated threshold, and a prior-day 9:15 matching price at the daily limit down. The author…
This document describes a Chinese equity screen that combines an amplitude threshold, high current trading volume, an opening price above the prior close, and seven consecutive declining sessions. It frames the setup as a way to find heavily traded, volatile…
This strategy combines volatility bands, a long moving average, a short-period RSI, and a trading-hours filter to take both breakout and reversal trades. It calculates bands from an exponentially weighted mean and variance of log prices. Signals use price…
The document describes a high-risk, high-turnover strategy for Chinese stocks under the T+1 trading convention. It looks for strong stocks that pull back and rebound, possible second moves in leading stocks, and sentiment-driven stocks that may reverse after…
This strategy waits for price to break above the upper band of a Bollinger Band calculated over a long period, then enter short after price closes back below that band. It sets a stop loss at one ATR and a take profit at 1.5 ATR, using volatility-based…
This A-share screening idea selects stocks in the metaverse industry with circulating share capital no greater than 5.5 billion shares and a maximum decline for the day between 4% and 5%. The stated rationale is to find candidates for a possible short-term…
This A-share stock screen combines three filters: reported net buying above 5% for the day, three consecutive declining sessions, and a 20-day moving average above the 120-day moving average. The article interprets net buying as possible institutional…
This stock screen combines turnover between 3% and 12%, seven consecutive sessions in which the close is below the open, and a 15-minute MACD histogram that is shortening. The setup seeks stocks that have fallen persistently but may be showing early signs of…