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 presents a stock-selection idea based on a reported buying-interest measure above 5%, a price below 12, and an upward-sloping 30-day average. It describes these conditions as a way to find lower-priced stocks with buying demand and a rising…
The document outlines an A-share stock screen combining a 14-period RSI below 65, positive net profit growth between 20% and 100%, and a positive 10-day price change capped at 35%. Its SQL example adds further filters, including positive net profit, exchange…
This proposed screen targets mainland Chinese main-board stocks classified in the metaverse industry. It ranks candidates by the day’s opening-auction amount, takes the top five, and requires the current price to be more than 1% above the open. A Python…
This proposed Chinese A-share screen selects stocks with at least two limit-up sessions over a 500-day lookback and excludes Beijing-listed shares. The post interprets repeated limit-ups as a sign of strong price action, but provides no backtest results or…
This document describes a simple Chinese equity screening rule: select stocks with turnover between 3% and 12%, a ten-day gain above zero but below 35%, and a price below 12. Its accompanying example code also excludes selected exchange segments, stocks…
This stock-screening proposal combines daily price amplitude above 1, upward divergence in moving averages, exclusion of special-treatment stocks, and a limit-up-related condition. It aims to find volatile shares with rising price action and liquidity. The…
This Chinese-language post proposes screening A-shares associated with the metaverse theme when they appeared on the previous day’s trading alert list and the five-week moving average crosses above the ten-week average. It describes the conjunction of an…
The document outlines a stock selection screen combining three conditions: daily price amplitude above a threshold, afternoon large-order net inflow, and a weekly close crossing above a 30-week moving average. It then says to select the strongest-gaining…
This stock screen combines three signals: price amplitude above a stated threshold, a condition described as upward divergence in the day’s moving averages, and afternoon large-order net inflow. Its rationale is to pair price movement and trend information…
This Chinese stock-selection idea combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and more than two limit-up sessions during the prior ten days. The accompanying discussion interprets the RSI threshold as…
This stock-screening approach selects securities with MACD above zero and a weekly close crossing above its 30-week moving average, then ranks candidates by market attention or heat. It runs after each trading day’s close. The stated rationale is to pair a…
This screening method selects stocks with market capitalization below 10 billion yuan, positive earnings, and an RSI below 65, then orders candidates by money-flow strength. It describes the money-flow measure as Chaikin Money Flow and gives a 20-period…
This Chinese stock-screening idea ranks candidates by volume ratio and filters for turnover between 2% and 9% and a positive ten-day gain below 35%. The article interprets stronger volume ratio as greater investor attention, the turnover range as a sign of…
The strategy ranks CSI 300 constituents by their return over the first three trading days of each month, measured from the first day's open to the third day's close. If the month has at least four trading days, it buys the ten strongest eligible stocks at…
The post describes a stock-selection screen based on three technical conditions: price amplitude above a threshold, a rounded price shape, and a rising DEA indicator. It interprets the amplitude condition as a way to select active stocks without excessive…
This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a condition intended to identify upward divergence between short- and longer-term moving averages. The post presents the rule as a way to screen for…
This weekly note assesses the Chinese equity market using trend, liquidity, options sentiment, macroeconomic data, calendar patterns, and factor crowding. Its timing framework treats the market as bullish when the broad-market index is above its 20-day…
This post proposes a short-term China A-share screen combining three conditions: prior-session amplitude above 1%, tradable shares no greater than 5.5 billion, and more than two limit-up days within ten sessions. The rationale is to find active, relatively…
The Coppock indicator is a momentum measure intended to flag the start of bullish market trends. Its underlying formula was introduced by Edwin Sedgwick Coppock in 1962. A signal occurs when the indicator rises through zero, which is interpreted as a…
This document presents an equity selection rule using a turnover range of 3% to 12%, seven consecutive down days, and a pattern described as the start of a strong advance. It gives indicator-formula and Python examples intended to identify the setup,…
This document describes a short-term Chinese equity screen using three conditions: a share price below 12, more than two limit-up sessions within ten days, and amplitude above one. It frames repeated limit-ups as a possible sign of continued upside and…
This stock-screening idea combines three conditions: a rising 30-day moving average, three consecutive declining sessions, and a reported increase in position or capital inflow greater than five percent. The rationale pairs a positive longer-term trend with…
This Chinese equity screen requires turnover between 3% and 12%, a rising DEA condition, and a reversal pattern described as a rebound after a short pullback. The note frames turnover as a measure of trading activity and rising DEA as evidence of an upward…
This Chinese stock-selection rule combines three filters: rank stocks among the top 100 by volume ratio, rank the top 100 by the absolute difference between the previous day’s limit-down price and opening price, and require at least two limit-up days within…