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.
22,592 documents
This A-share stock screen combines three filters: turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive net income. It then looks for stocks whose closing price is at or above each of five moving averages, using 5-, 10-, 20-,…
This stock screening proposal combines a metaverse industry classification and a rounded-bottom chart pattern with a price condition based on Bollinger Bands. It seeks shares whose close is above the middle band and above the upper band, using a moving…
This Chinese-equity screening proposal combines an RSI below 65, an external-to-internal trading-volume ratio above 1.3, and a weekly price cross above the 30-week moving average. The intended mix is a momentum or trend condition alongside a measure of…
This note proposes screening Chinese stocks after the open using positive MACD, a circulating share count no greater than 5.5 billion, and a ranking by individual-stock popularity. Its indicator example calculates MACD from 12- and 26-period exponential…
This note describes a Chinese-equity screen for metaverse stocks. It ranks candidates by today’s opening-auction value, selects the top five, and requires yesterday’s auction turnover rate to exceed 0.26. The stated rationale is that auction activity and…
This Chinese equity screen selects stocks classified in the metaverse industry when the opening price is near the ten-day moving average and the KDJ indicator has just crossed upward. The document explains that the moving average supplies a price reference…
This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, three consecutive declining sessions, and afternoon net inflows from large orders. It presents the screen as a way to combine price action, trading activity, and…
This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a minimum listing age. The example implementation specifies more than 120 days since listing and evaluates the RSI and recent candle conditions to form…
This stock-selection proposal combines a technical filter with a profitability screen: choose main board stocks with RSI below 65, a daily gain above 1%, and return on equity above 15% in each of the previous five years. The author presents RSI as a way to…
The Commodity Selection Index (CSI) is presented as a way to rank commodities by trend strength before applying a trend-following system. The document describes Wilder’s original calculation as combining ADXR, a 14-period average true range, and factors…
The document presents Follow-the-Leader, a factor-based method for constructing a smaller portfolio that tracks a broad equity index. Instead of selecting stocks only by index weight or correlation with index returns, the method estimates the number of…
The document describes a Chinese equity screen that combines daily price amplitude above 1%, a circulating share count no greater than 5.5 billion, and a day-over-day increase in volume above 5%. It explains the intended rationale: price movement may…
The document proposes screening Chinese stocks for three conditions: at least five moving averages converging, a newly formed KDJ bullish crossover, and a 9:25 a.m. gain below a stated ceiling. It interprets moving-average convergence as alignment across…
The document outlines a Chinese A-share screening idea combining daily price amplitude above a threshold, a measure of controlling-shareholder activity, and a weekly moving-average crossover. It presents the filters as a way to find stocks with upward…
The screen targets Chinese stocks with a daily amplitude above 1%, appearance on the prior day's 龙虎榜 (top trading list), and more than two limit-up days in the previous ten sessions. It combines recent price movement, reported trading attention, and repeated…
This stock-selection rule looks for companies associated with the metaverse concept, with a rising 30-day moving average and at least two limit-up events during the prior 500 days. It is intended to combine a rising price trend with a history of strong…
The document describes a stock screen combining price amplitude, a market-concentration measure, and a 15-minute MACD histogram that is getting shorter. It interprets high amplitude as a way to find actively moving stocks, the concentration filter as a way…
This research overview outlines a framework for constructing high-frequency equity factors from Level 2 market data. It recommends reducing tick or intraday observations into daily measures, then transforming those measures over time with operations such as…
This Chinese-language post describes an equity screening rule that combines a daily high-low range threshold, five consecutive years of return on equity above 15%, and a KDJ indicator condition below 20. The intended combination is a technical filter…
This stock selection example combines three filters: turnover between three and twelve percent, outside volume greater than 1.3 times inside volume, and a positive institutional direction measure. The article frames turnover as a liquidity or activity…
This Chinese stock screen selects listed shares with turnover rates between three and twelve percent, excludes Beijing-listed stocks, and keeps stock codes beginning with 60. The article describes these filters as a way to focus on relatively active shares…
This stock selection example combines a daily price range filter with a calendar-year condition and a rising Commodity Channel Index (CCI) pattern. It first looks for a high-to-low range exceeding one percent of the previous close, restricts observations to…
This document describes a stock screen intended to find possible trend changes. It looks for equities whose moving averages converge, using at least five averages as the selection condition, and also imposes a limit on the indicated pre-open gain. The…
This document proposes a Chinese equity screen combining prior-day price amplitude above 1, appearance on the trading leaderboard with purchases exceeding sales, and a connection to the metaverse theme. The rationale is that a larger daily range may identify…