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.
22,592 documents
This document describes an intraday screen for Chinese equities. Its stated filters are turnover between 3% and 12%, at least one limit-up event in the previous 25 days, and exclusion of special-treatment stocks. It aims to identify candidates before 10 a.m.…
This screen looks for metaverse-related stocks whose turnover is between 3% and 12% and whose candles have closed down for seven consecutive sessions. The document describes the setup as a way to find companies in the metaverse theme after a sustained…
The proposed screen selects stocks with turnover between 3% and 12%, a positive product of the daily price change and net volume attributed to very large orders, and a close above the Bollinger upper band. Its stated rationale is to combine active trading…
This system combines the direction of an X-day average of closing prices with price comparisons over two lookback intervals. A buy setup requires the average to be higher than it was Y days earlier, while the latest close is below its level Y days earlier…
This stock screen targets companies classified in the metaverse industry. It selects shares where the KDJ indicator has just crossed upward and turnover is between 2% and 9%, with eligible securities checked before 10 a.m. for that day's trading. The…
This note proposes screening Chinese stocks for prior-day trading-list appearances with buy amounts greater than sell amounts, an amplitude threshold, and membership in a beverage or alcohol-related industry. It presents the combination as a way to capture…
This note describes a short-term Chinese stock screen using three conditions: amplitude above a stated threshold, a rising-bottom pattern, and more than two limit-up days within a ten-day window. Its stated rationale is to find shares with strong recent…
This Chinese stock-screening note combines a 14-period RSI threshold below 65 with a recent candle pattern, then ranks qualifying shares by auction value and selects the top five. The stated rationale is to pair a technical condition described as oversold…
This article outlines a process for developing equity selection rules, from finding market examples and forming a hypothesis to implementing factors, running an initial backtest, reviewing losses, and deciding whether to adjust the logic. It proposes several…
This document describes a Chinese A-share selection rule that combines turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and institutional activity above zero. Its refined version focuses on companies whose…
This document presents a Chinese A-share screening rule for robot-themed stocks. It combines daily amplitude above 1%, a KDJ value below 20, and floating market capitalization below 10 billion yuan. It also gives example implementations using a stock…
This note presents a stock screen based on amplitude above 1, current volume above 10,000 lots, an open above the previous close, and positive institutional activity. It interprets high amplitude and volume as signs of active trading, a higher open as a…
This proposed A-share screen combines market capitalization below 10 billion yuan, a non-loss-making business, a current turnover range of 3% to 12%, and prior-day actual turnover between 3% and 28%. It treats moderate turnover as a way to favor liquid,…
This note proposes screening stocks with RSI below 65, turnover between 3% and 12%, and shortening MACD histogram bars on a 15-minute chart. The rationale is to find stocks whose short-term decline may be easing, while using RSI to avoid highly extended…
This note describes a short-term A-share screen combining amplitude above 1, rising bottoms, and a morning-star candlestick pattern. Its formula references a sequence of open and close prices, while the sample implementation also checks a low KDJ reading.…
This Chinese-language article outlines an equity screen combining a daily high-low range above one percent, weekly MACD above zero, and seven consecutive sessions in which each close is below the prior close. It frames the setup as a way to find stocks with…
This Chinese-language post outlines an equity screen requiring price amplitude above one, a measure described as afternoon large-order net inflow, and seven consecutive sessions with closes below the preceding close. It then says to choose the strongest…
This Chinese-language post describes an A-share selection rule combining three conditions: price amplitude above one, a dividend payout ratio above 25% for 2019, and the current session’s low below the previous session’s low. It presents higher amplitude as…
This stock-selection idea combines three daily price filters: a range threshold, exclusion of stocks that hit the upper price limit on the previous day, and a current low above the preceding low. The stated rationale is to seek active shares with rising…
This article proposes screening Chinese equities using three kinds of signals: RSI below 65, the product of price change and the net ratio of very large order flow above 1, and year-over-year growth in net profit attributable to parent-company shareholders…
This article describes an A-share stock screen combining turnover, a newly formed KDJ golden cross, and the prior day's actual turnover. Its final rule also requires market capitalization above one billion yuan, current turnover between 3% and 12%, and…
The document outlines a Chinese A-share stock screen that ranks candidates by volume ratio, filters for prior-day turnover between 3% and 28%, and requires the 9:25 opening change to be below 6%. It interprets the ranking as a way to favor stocks with…
This post proposes screening Chinese stocks for a large daily amplitude, a prior-day condition labeled as main-force control, and a current low below the previous day’s low. The rationale is to find volatile stocks with presumed large-player support that…
This article introduces the KDJ stochastic oscillator, formed from the close’s position within a recent high-low range and smoothed into K and D lines, with J derived from them. It describes common interpretations: high and low readings as overbought or…