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 Chinese-language strategy note proposes screening equities with turnover between 3% and 12%, seven consecutive declining sessions, and a shareholder concentration measure between 20% and 70%. It provides example expressions for a charting platform and a…
The document describes an implementation of William Blau’s stochastic oscillator from his work on momentum, direction, and divergence. It presents the oscillator as a colored histogram with a signal line displayed as a colored cloud, offering a visual way to…
This note outlines an equity screen requiring RSI below 65, exclusion of a designated Chinese market board, and a 15-minute MACD histogram condition intended to identify shrinking negative momentum. The rationale is that shortening negative bars may indicate…
This post proposes a stock screen combining daily price range, relative trading volume, and a newly formed KDJ golden cross. Its explanation frames the range condition as a way to find more volatile stocks, while a bounded volume ratio is intended to select…
This Chinese-language post describes a stock screen that requires MACD to be above its zero line, DEA to be rising, and the 20-day moving average to exceed the 120-day average. It presents the conditions as a way to identify stocks with positive momentum and…
This research summary discusses how asset prices can reflect economic expectations before official data is released. It proposes comparing year-over-year changes in a basket of asset prices with economic indicators, and comparing asset-price changes with…
This document describes a China A-share screening idea that selects stocks associated with the metaverse theme, requires the close to be above a five-day moving average, filters for a daily gain greater than 1%, and restricts candidates to main-board…
This post outlines a Chinese equity screen that requires daily amplitude above 1, turnover between 2% and 9%, and a rising KDJ K value. It presents these as technical filters intended to identify stocks showing activity and possible short-term strength. The…
This trading exercise translates a discretionary method into explicit stock-selection rules. A candidate must close above its five-day moving average for three consecutive days and remain within ten percent above its lowest price over the previous twenty…
This stock screen combines three conditions: daily amplitude above a stated threshold, no limit-up close on the previous day, and at least one limit-up event during the past month. The article frames larger amplitude as a way to find more active stocks,…
XWAMI is a momentum indicator that displays a colored cloud to show trend direction. Its smoothing algorithm can be changed, allowing users to view the indicator with different smoothing methods. The document notes that the implementation relies on a library…
This proposed Chinese equity screen combines a relative strength index below 65 with price change and net activity from very large orders, plus a revenue growth test: 2021 revenue divided by 2018 revenue must exceed 1.1. The narrative presents these filters…
This stock selection rule combines an RSI reading below 65, a daily gain greater than 1%, main-board listing status, and an intraday low between 4% and 5% below the reference level. The stated rationale is to find shares with possible rebound potential,…
This Chinese stock screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and exclusion of stocks that hit the daily limit the previous day. The rationale is to seek…
This Chinese equity screen combines an amplitude threshold with two MACD-based conditions: a positive weekly histogram, described as a red bar, and a positive daily MACD reading. The article frames the amplitude filter as a way to retain stocks with price…
This Chinese stock screen combines three filters: daily amplitude above one, more than a year since listing, and a closing price above its five-day moving average. The article presents the moving-average condition as a way to identify a short-term upward…
This article describes a daily A-share screening rule applied after the market opens. It keeps stocks whose MACD is above the zero line, ranks them from highest to lowest by stock popularity, and excludes companies classified as being from Beijing. The rule…
The document presents a Chinese A-share screening rule combining price movement, large-order net volume, and company size. It selects stocks with an amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and circulating…
This screen selects stocks associated with the metaverse theme, with a rising 30-day moving average and a 14-period RSI below 65. It combines a thematic filter with a basic trend condition and an RSI threshold. The post gives formula references and a Python…
This stock-selection screen combines a turnover range of 3%–12%, a recent KDJ golden cross, and a share price below 12. It is presented as a way to focus on liquid, potentially rising lower-priced shares. The article includes a formula reference and a Python…
This note describes a daily, post-close screen for Chinese equities. It selects stocks whose MACD line is above zero, uses trading interest to rank candidates, and specifies a closing price of 18.5 yuan. The accompanying discussion interprets positive MACD…
This article presents a revised dividend-factor stock selection strategy for Chinese equities and a simpler equal-weight alternative using dividend-themed ETFs. The V2 stock strategy expands the portfolio from 8 to 20 holdings, rebalances monthly instead of…
This note outlines a short-term Chinese equity screen that combines a daily price-range threshold, rising short-term moving-average behavior, and an increase in the K component of KDJ. It presents these conditions as signals of volatility and possible…
This note describes a Chinese equity screen combining turnover between 3% and 12%, a K value below 20, and positive MACD. It further frames selection around MACD behavior above the zero line, while its indicator example favors rising MACD and its Python…