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…
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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.
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22,592 documents
This note proposes screening stocks for daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a ratio of externally initiated buying volume to selling volume greater than 1.3. The combination is intended to…
This note describes a stock-selection screen based on daily amplitude above 1, a positive weekly MACD histogram, and a ten-day return greater than zero but below 35%. The intended combination seeks stocks with active price movement, a positive weekly trend…
This note proposes a Chinese equity screen combining three filters: a 14-period RSI below 65, circulating market capitalization of at least 200 million yuan, and a price gain below 6% at the 9:25 pre-open snapshot. The stated rationale is to select stocks…
The note explains four combinations of price direction and trading volume: rising prices with lower or higher volume, and falling prices with lower or higher volume. It frames volume as evidence of trading activity and uses a used-car market analogy to…
This stock-selection proposal screens Chinese A-share listings in the metaverse industry, ranks them by the day’s opening-auction amount, and selects those with simultaneous bullish crossovers in MACD, KDJ, and RSI. The text gives example indicator settings…
The article examines whether the rise of the Chinese A-share market from 3,000 to 4,000 points marks a peak or the beginning of a larger bull market. It attributes the 2025 advance mainly to technology stocks and proposes looking beyond price charts to…
This document outlines a short-term A-share screen for companies classified in the metaverse theme. It selects stocks that appeared on the prior day’s trading leaderboard, have current trading volume above the stated threshold, and open above the previous…
This document describes a Chinese A-share screening idea based on stocks with a daily price range above a stated threshold, more than one year since listing, and three consecutive limit-up sessions ending the previous day. It presents the run of limit-ups as…
The proposed stock screen selects shares with MACD above zero, a positive price-to-earnings ratio, and an intraday high–low range greater than one percent of the previous close. The article interprets these conditions as combining upward momentum, a positive…
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…
This Chinese equities selection concept ranks stocks by volume ratio and by prior-day net inflows attributed to major investors, retaining the top 100 in each ranking. It also states a 2021 start date, though the practical meaning of that date in the…
This Chinese equities screen combines three chart-based conditions: an amplitude above 1, a rounded price shape, and a positive 10-day return below 35%. The accompanying formula represents the rounded-shape condition by comparing the previous close’s…
This Chinese-language document proposes a stock screen combining three conditions: amplitude above a stated threshold, a shrinking negative MACD histogram on a 15-minute interval, and the stock price above its five-day moving average. The rationale is to…
The Gann HiLo Activator is described as a trend indicator that plots a colored line based on a configurable period. It calculates simple moving averages of high and low prices. When the close rises above the average high, the direction switches upward; when…
This proposed A-share screen combines price amplitude above 1, a dividend payout ratio above 25% for 2019, and membership in a short-term “reverse package” theme, a term the article does not define. The accompanying discussion frames these conditions as a…
This Chinese A-share screening proposal combines a metaverse industry classification with relative trading volume and company-sector filters. Its final stated rules require volume ratio above 1.5 and below 6, an internet or high-technology classification, a…
This note presents a Chinese equity screen focused on companies classified in the metaverse sector. Its stated final criteria require a volume ratio between 1.5 and 6, return on equity above 15% for three consecutive years, and market value below 500…
This note describes a basic Chinese A-share stock screen. It selects stocks with turnover between 3% and 12%, excludes Beijing-listed A shares, and requires a positive price-to-earnings ratio. The accompanying explanation treats positive P/E as a basic…
This article describes four Chinese stock chart patterns that it interprets as possible signs of accumulation or a coming recovery: low-volume consolidation after a rise, low-volume decline near a high, a sharp drop followed by stabilization near a low, and…
This screening rule selects Chinese stocks with turnover between 3% and 12% and year-over-year growth in net profit attributable to the parent company above 20% and up to 100%. It then ranks qualifying stocks by the day’s auction amount and chooses the first…
This stock screen combines a turnover range of 3% to 12% with year-over-year growth in net profit attributable to the parent company above 20% and up to 100%. It also requires the KDJ K value to be rising, using a prior-period comparison. The article…
This stock-screening proposal combines three conditions: at least five moving averages are said to converge, the close is intended to lie between the Bollinger middle and upper bands, and the 30-day moving average should be rising. The post presents the…