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 A-share screening idea combines a price-range condition, a short-term trend filter, and a measure that relates yesterday’s turnover to today’s auction volume versus yesterday’s volume. It selects stocks whose average price is above the five-day moving…
This strategy selects U.S. equities by asset growth, then uses price momentum to choose long and short positions. It first screens for exchange-listed stocks, removes the smallest market capitalization names according to the source description, and ranks the…
This stock screen combines turnover, recent price change, and the ratio of externally classified to internally classified trading volume. Its stated criteria are turnover from 3% to 12%, a positive ten-day gain below 35%, and an outside-to-inside volume…
The document presents a Chinese equities screening idea: select stocks with turnover between 3% and 12%, a positive return over the prior 10 days below 35%, and an opening price near the 10-day moving average. Its example code adds further filters, including…
This article outlines a workflow for creating custom equity-selection rules from platform factors. It illustrates price-location features based on recent highs and lows, then combines return, volume, and market-relative conditions into a screening rule. The…
This Chinese-language post proposes a stock screen combining price movement and liquidity conditions: an amplitude threshold, at least one large daily gain within the past 25 trading days, and turnover between 3% and 12%. It frames the screen as potentially…
KWAN_NRP combines values from the stochastic, relative strength index, and momentum indicators into a two-color histogram. Its stated interpretation is directional: rising indicator values and green bars accompany asset growth, while falling values and pink…
This document describes an indicator that applies a Supertrend calculation to RSI values rather than directly to price. It calculates RSI, smooths it with a moving average, and uses an ATR-style range and configurable trend factor to form upper and lower…
This stock selection proposal combines daily price amplitude, a measure of controlling-shareholder activity, and net buying by major participants during the opening auction. Its expanded version also requires the share price to be above its 30-day moving…
SVAPO combines smoothed price movement and volume to gauge short-term directional pressure. The method derives a Heikin-Ashi-style price series, smooths it, and compares it with a volume trend. Volume is capped relative to a recent average before being…
The proposed Chinese equity screen combines three filters: a 20-day moving average above the 120-day average, positive institutional net buying relative to float, and a daily position increase exceeding 5% of the stated comparison amount. It presents these…
The document describes a Chinese equity screen combining an amplitude threshold above 1, a MACD condition above the zero axis, and a short-term MACD histogram change. Its analysis emphasizes volatility alongside a bullish momentum backdrop, with the…
The Ehlers Filter is presented as an indicator for following the common price trend and trading in its direction. It exposes three settings: the period used for smoothing, the momentum lookback, and the applied price series. Its calculation takes moving…
This note proposes screening metaverse-themed Chinese stocks for a curved price pattern and more than two limit-up sessions within a 10-day window. It frames repeated limit-ups as a sign of strong recent price action and includes example formulas for…
This note describes a Chinese A-share screening rule for stocks classified in the metaverse theme. It selects stocks with turnover above 8% on the prior day and a 14-period RSI below 65, aiming to find actively traded shares that are not extremely…
This note describes a Chinese equity screen using three conditions: amplitude above 1, a KDJ value below 20, and at least one daily gain of 10% or more during the previous 25 trading days. It sketches implementations in a charting formula and Python, using…
This Chinese equity screen selects stocks with RSI below 65, turnover between 3% and 12%, and a rising 30-day moving average. It combines a momentum or price-condition filter with a liquidity range and a trend condition, with the stated aim of favoring…
This weekly review tracks the returns and direction changes of 16 equity factors in the Chinese market during the 25th week of 2018. It reports that sales net margin had the strongest weekly performance, while valuation factors remained weak and the size…
This document proposes selecting Chinese stocks with a minimum amplitude, more than a year of listing history, and signs of institutional buying. The indicator example combines a recent price-change measure, a five-period money-flow sum, a ranked…
The document presents a short-term stock-selection screen combining intraday amplitude, a price-position condition described as a rounded arc, and increasing volume totals over progressively longer recent windows. Its example formula compares recent…
This post describes a mainland Chinese stock selection rule combining an RSI reading below 65, a daily gain greater than one percent, main-board membership, and a newly formed KDJ bullish crossover. It frames the filters as a way to find stocks with a…
This Chinese-language post proposes a technical screen for mainland Chinese stocks. It selects shares with daily high-to-low amplitude above one percent, at least one limit-up event during the prior 25 trading days, and at least two limit-up events within…
The document describes a short-term stock screen for China’s metaverse-related equities. It selects stocks whose reported 9:25 price change is below 6% and whose external-to-internal trading volume ratio exceeds 1.3. It provides example indicator formulas…
This brief description presents a candle-based indicator that tracks runs of candles moving in the same direction. When several consecutive candles share a direction, it colors the current candle to match that direction, making the sequence easier to see on…