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
The document outlines a Chinese equity screening idea that combines membership in the metaverse theme with positive institutional-flow readings and a condition labeled as the start of a strong upward move. It presents a formula reference and a Python example…
This document presents a charting rule that colors candles according to whether the Commodity Channel Index and MACD agree on direction. It calculates CCI over 14 periods and compares the MACD line with its signal line, defined here as a 9-period exponential…
The document describes John Ehlers’ Universal Oscillator, a price-momentum indicator based on the SuperSmoother filter. It first forms a differenced price input, smooths it with a recursive filter controlled by a bandedge period, and scales the result by a…
This Chinese stock-selection post describes a screen combining three conditions: daily price amplitude above 1, an upward-spreading moving-average signal, and prior-day turnover above 60 million. The intended candidates have noticeable price movement, an…
RSIOMA combines two moving averages with a Relative Strength Index calculation, then smooths the resulting RSI with another moving average. The indicator displays the RSI-based line and its smoothing in a separate panel, along with a histogram intended to…
The document describes a simple momentum indicator paired with a moving average of that indicator. Its trading rule watches for the two lines to cross and uses their position relative to the 100 level to choose a direction: a crossover below the level…
This Chinese equity screening idea combines a daily high-low range of at least 1%, a volume ratio between 1.5 and 6, and a requirement that the stock had three consecutive limit-up closes on the prior days. The article presents the range and volume…
This stock screen combines a metaverse-sector filter with prior-day turnover above 8% and a 15-minute MACD condition intended to identify a shortening bearish histogram. The article presents the combination as a way to bring sector interest, trading…
This stock screen selects beverage and alcohol-related companies with turnover between 3% and 12%, then requires the current price to sit above a set of moving averages ranging from short to long horizons. The stated rationale combines an industry filter,…
This Chinese-language post presents a technical stock-selection idea combining three conditions: daily price amplitude above one, three consecutive limit-up sessions ending the previous day, and three consecutive declining sessions. It frames the conditions…
This note presents a China A-share screening rule for stocks classified in the metaverse sector. It selects stocks that appeared on the prior day’s trading leaderboard and whose weekly close crosses above the 30-week moving average. The proposed rationale is…
This stock-selection screen combines three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and rising lows. The rising-lows condition is described as comparing the minimum low over a shorter recent window with the minimum…
The document examines relationships between half-hour returns in major Chinese equity indices and outlines intraday momentum and reversal trades. It reports stronger positive relationships among some afternoon intervals, a negative relationship between the…
This post describes a stock-selection screen for Chinese equities that requires MACD to be above zero, a rising 30-day moving average, and a company-type criterion intended to represent business quality. The technical conditions are presented as signs of…
The post describes an equity screen combining a technical condition, a fundamental growth condition, and a market-activity condition. It selects stocks with RSI below 65, year-over-year growth in parent-company net profit above 20% and at most 100%, and a…
This weekly Chinese equity market note combines market timing, sentiment, fund positioning, capital flows, and sector rotation. Its timing discussion uses an RSRS model on the Shanghai Composite, SSE 50, and ChiNext indexes. The model issued no new signals…
This article outlines a stock-selection screen combining a daily increase in reported holdings above a threshold, simultaneous bullish crossovers in three technical indicators, and a shortening MACD histogram on a 15-minute chart. It interprets the holdings…
This article describes a daily Chinese equity screen that combines a positive MACD reading with a ranking by stock popularity, then limits candidates to profitable companies below a stated market-cap threshold. It frames MACD and popularity as ways to…
This note outlines a Chinese equity screen combining price amplitude above 1, exclusion of ST-designated stocks, selection before 10 a.m., a five-session price-pattern condition, and seven consecutive declining sessions. It provides formula and Python…
This Chinese stock-screening note describes selecting equities with turnover between 3% and 12%, seven consecutive declining sessions, and a closing price above the five-day moving average. Its formula and Python example also check that the latest close is…
This proposed Chinese equity screen selects main-board stocks whose codes begin with 60, with RSI below 65 and a daily gain above 1%. Its examples describe a technical filter that also checks a stochastic-style J/D crossover and proximity of the opening…
This research summary compares two ETFs tracking distinct China A-share indices focused on the ChiNext market. One index selects for quality and lower volatility, seeking financially sound companies with steadier price behavior. The other emphasizes growth…
This Chinese A-share screening proposal targets stocks in the metaverse concept group. It requires the closing price to exceed its five-day moving average and applies a bounded filter based on prior-day turnover and current auction volume relative to traded…
This note describes a modified MACD that smooths a normalized version of the indicator and adds bounds based on minimum and maximum values. It briefly reviews conventional MACD, formed from the difference between fast and slow exponential moving averages,…