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 Chinese-language post outlines a stock screen combining daily amplitude above 1, a condition described as main-force control on the prior day, and a newly formed KDJ golden cross. It interprets the range condition as a sign of greater movement, the…
This Chinese-language note proposes a daily, after-close stock screen requiring MACD to be positive and the reported daily position-increase share to exceed 5%. It then ranks qualifying stocks by descending popularity or heat, with an example that returns…
This Chinese-language strategy note describes a stock-selection screen combining turnover between 3% and 12%, a rising DEA measure, and a 20-day moving average above the 120-day average. It presents the screen as a way to find stocks with trading activity…
The document presents a Chinese equity screening rule that selects stocks with amplitude above 1, circulating market capitalization above 10 billion yuan, and at least two limit-up events over the prior 500 days. It frames the combination as a way to find…
This post presents a Chinese equity screening rule combining RSI below 65, a rising KDJ K line, and an amplitude measure above 1. The accompanying indicator reference uses a 14-period RSI, a 9-period stochastic calculation with 3-period smoothing, and…
This research summary proposes measuring whether trading in a stock is unusually one-sided. It classifies five-minute candles by their bodies as consensus or non-consensus activity, then measures consensus volume as a share of daily volume. Splitting that…
This Chinese stock-selection example combines three filters: a daily net increase in holdings above 5%, circulating market capitalization between 5 billion and 10 billion yuan, and a rising 30-day average, implemented by comparing it with a 10-day average.…
The document proposes an A-share stock screen combining daily range, recent limit-up behavior, and buying activity attributed to large orders during the opening auction. A candidate must have a daily high-low range above 1%, at least one limit-up day in the…
This note describes a Rate of Change (ROC) oscillator paired with a moving average signal line. ROC measures the percentage change in closing price relative to the close a chosen number of bars earlier; the signal line smooths the ROC series using a selected…
This Chinese-language post outlines a stock screen that ranks shares by trading-volume strength and selects those near the top of the ranking. It adds a 15-minute MACD condition: the green histogram bars should be shrinking, which the post interprets as a…
This brief document introduces an oscillator intended to show price velocity and acceleration. Its configurable inputs are the period used to calculate velocity, the period used to calculate acceleration, and the applied price series. The description does…
The document introduces a MACD variation that uses double exponential moving averages (DEMA) in place of standard exponential moving averages (EMA) for its calculation. It attributes the idea to Patrick Mulloy’s 1994 article on smoothing data with faster…
The post proposes a Chinese equity screen for beverage and alcohol import or export stocks. It combines an amplitude threshold with three moving averages aligned in a bullish order, described as simultaneous golden crosses, then selects a limited number of…
This A-share selection rule combines three conditions: a daily range above 1%, weekly MACD above zero, and at least two limit-up events within a 500-day lookback. The document presents repeated limit-up moves as a possible sign of strength, with the range…
This document explains how to combine absolute, time-series momentum with relative, cross-sectional momentum in a multi-asset portfolio. It describes a unified portfolio framework that treats each pair of instruments as a relative-momentum opportunity,…
This post proposes screening stocks in the metaverse industry using two conditions: price or average price above a five-day moving average, and prior-day auction turnover above 0.26. It interprets the moving-average condition as a short-term upward trend and…
This Chinese-language post presents an A-share screening rule that combines a 14-period RSI below 65, a ratio of outside-market to inside-market trading above 1.3, and a volume ratio between 1.5 and 6. It frames the order-flow ratio as a proxy for buying…
This indicator summarizes trend direction across seven Blau stochastic indicators set to different timeframes. Each indicator is represented by a line whose color reflects whether its histogram is rising or falling: dark lime for growth and orange for…
This document proposes screening stocks when MACD is above zero, the price-to-earnings ratio is positive, and the 15-minute MACD histogram's negative bars are shortening. The positive MACD condition is treated as evidence of an upward trend, while…
The strategy ranks a broad set of commodity futures by their performance over the previous 12 months, divides the available contracts into quintiles, and holds long positions in the strongest quintile and short positions in the weakest. It rebalances monthly…
This document describes a Chinese equity screen combining a turnover range, a cap on circulating shares or market value, a minimum current volume, and an opening price above the prior close. The intended rationale is to find liquid, actively traded stocks…
This Chinese stock-selection post combines three screening ideas: rank stocks by turnover or “fund strength,” rank them by net large-order volume, and require positive but capped gains over the recent ten trading days. It describes turnover as a proxy for…
This document presents a Chinese stock screening rule that combines a five-period amplitude threshold, a change in a proxy for institutional trading activity, and a newly formed bullish KDJ crossover. The crossover condition requires the J line to move above…
This stock-selection proposal screens Chinese equities using three conditions: RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and turnover between 2% and 9%. It presents the screen as a way to combine a technical…