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
This strategy uses copulas to estimate conditional probabilities between two assets’ daily returns. It accumulates each probability’s deviation from 0.5 into a mispricing index flag, intended to translate return dependence into a measure of how prices have…
This post describes a Chinese equity screen combining a turnover-rate band, beverage and alcohol industry classification, and a reversal or engulfing-style price condition. It also presents illustrative formula and Python references. The accompanying code…
The expert advisor described here uses a moving average to determine entries and offers two martingale variants. After a loss, one variant opens a larger trade in the opposite direction; the other opens a larger trade based on whether price is above or below…
This research note describes an earnings-expectations approach to positioning in Sanhuan Group, a Chinese electronics company. It constructs an “earnings overpricing” index within a fixed price-to-earnings valuation framework and uses the measure to allocate…
This Chinese stock screen combines a metaverse industry classification with a relative-volume band and a sequence of declining closes. The stated selection conditions require volume ratio above 1.5 and below 6, alongside seven consecutive down days. The…
Projection Bands are presented as a way to estimate upper and lower boundaries of a price range, alongside tools such as channels, envelopes, and Bollinger Bands. The indicator has a configurable lookback period. Its upper boundary uses the maximum high…
This document introduces the cyclically adjusted price-to-earnings ratio, or CAPE, as a way to compare equity prices with a decade of inflation-adjusted earnings. It summarizes historical analyses of the S&P 500 and Shanghai Composite, reporting that higher…
The document explains the cyclically adjusted price-to-earnings ratio (CAPE), calculated as an inflation-adjusted share price divided by the average inflation-adjusted earnings per share over the prior decade. It compares CAPE with future real returns for…
The strategy identifies a signal bar whose high-to-low range is smaller than that of each of the six preceding bars. It then places a buy limit at the lowest low and a short limit at the highest high across those prior bars, aiming to trade reversals within…
This brief description outlines a trading expert advisor that uses mean reversion, price-action boundaries, and a moving average to orient trades with the broader trend. It also says the tool exposes settings such as lookback periods, RSI thresholds, and pip…
This five-minute crypto strategy combines entry conditions drawn from two named Bollinger Band approaches. One setup looks for a sharp downward move below a 40-period lower band, with price change, candle tail, and closing-price conditions used to qualify…
The document describes a currency-strength indicator that estimates the relative strength of a currency from closing prices of seven pairs containing that currency. To analyze a pair, it says to place the base currency’s strength curve and then the quote…
This note describes an equity screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and that have recorded seven consecutive sessions in which the close was below the prior close. The article…
The document proposes a stock screen combining three conditions: amplitude above one, MACD above its zero line, and an intraday low between four and five percent below the lower of the open and close. Its rationale is to find volatile stocks that have…
This note describes a short-term reversal strategy attributed to Larry Connors. For a long entry, price must be above its 200-period simple moving average and the two-period RSI must fall below 5; the position exits when price rises above its five-period…
This indicator combines five-candle fractal detection with a Commodity Channel Index filter. It displays a signal only when CCI meets a configurable threshold on the candle associated with the fractal, aiming to screen out some signals during sideways…
This Expert Advisor uses a price-extreme channel to generate trades. By default, a close above the upper channel boundary opens a long position, while a close below the lower boundary opens a short position. It checks signals on each new bar, closes opposing…
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 ProRealTime indicator identifies support and resistance areas by grouping historical price pivots into price bands. Its settings control the pivot lookback, whether pivots use highs and lows or open and close values, the maximum band width, the number…
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 stock selection rule combines a 14-period RSI below 65, price above its five-day moving average, and a reversal pattern. The article’s final formulation calls for three consecutive bearish candles followed by a bullish candle. It presents indicator…
This report evaluates 18 financial-quality, price-volume, and analyst-expectation factors for Chinese equities. It compares factor-ranked portfolios, including high-ranked and low-ranked groups, considers the stability of their performance differences, and…
The document describes a proposed dashboard indicator for monitoring active symbols and pairs in spread or equity trading. Its interface is meant to track changes in the selected symbols, retain settings during terminal changes, and let users set each pair's…
The document proposes a Chinese stock screen that combines three short-term signals: buying activity above 5%, a previous-day 9:15 matched price at the limit-down level, and a shrinking green histogram on the 15-minute MACD. It interprets the buying measure…