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
The document proposes a Chinese equity screen requiring MACD to be above zero, the DEA signal line to be rising, and the ten-day return to be positive but below 35%. It presents the indicators as a way to identify favorable short-term trend conditions while…
The document describes a Chinese equity screening rule combining three filters: turnover between 3% and 12%, a positive ten-day return below 35%, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%.…
This article outlines an equity screen combining membership in the Metaverse theme, positive net buying by large participants during the auction, and a moving-average trend condition. Its formula expresses the trend condition as the 30-day average above the…
This note describes a stock screening rule that combines a positive MACD reading, a company or concept filter, and a stochastic K value below 20. The intended logic is to select shares with an upward trend signal while looking for an oversold condition that…
This note presents a short-term Chinese equity screen based on daily price range greater than 1, volume above 10,000 lots, an opening price above the previous close, and a reported increase in positions of at least 5%. It frames range, volume, and the…
This note proposes screening Chinese equities for turnover between 3% and 12%, a K reading below 20, and first-level bid volume greater than first-level ask volume. Its indicator examples also include additional filters for price, market capitalization, and…
This note describes a short-term screen for Chinese equities associated with the metaverse theme. It combines a user-defined arc-shaped price pattern with current volume above 10,000 lots and an opening price above the previous session’s high. The article…
This proposed Chinese stock selection rule combines a daily amplitude threshold, a prior-day 9:15 matching price associated with a limit-down condition, and a ranking by large-order net volume. The article frames the combination as a way to consider price…
This proposed Chinese stock screen combines a daily price-range threshold with a market capitalization cap, positive net profit, and a close above the prior day's low. The accompanying selection logic also includes minimum tradable market value and a…
The document defines AI-based stock selection as using machine learning and deep learning to analyze financial and market information, identify patterns, forecast possible price moves, and generate investment suggestions. It describes inputs such as…
The document presents Benford’s law as a quantitative screening method for assessing whether company financial figures may have been manipulated. It explains that in many naturally occurring datasets, the first nonzero digit appears with a nonuniform…
The document describes a Chinese stock screen that combines a 2019 dividend ratio above 25%, daily price amplitude greater than 1%, and ranking by a stock heat measure. Its example code approximates the heat ranking using traded value and also applies…
This stock selection method filters Chinese equities in the metaverse industry using the previous day’s actual turnover rate and the current opening auction return. It selects stocks with turnover between 3% and 28% and auction returns between -2% and 5%.…
This page identifies itself as a reproduction of a Chinese multi-factor stock-selection research report about information contained in moments of unusually high trading volume. It also references related research on converting intraday minute-level spike…
This document describes a Chinese equity screening rule combining daily range, a reversal condition, three consecutive down days, and a comparison of recent highs with a longer lookback period. Its final version also requires the highest price over the last…
The proposed equity screen combines intraday range, Bollinger Band position, and a specific opening-time price-change condition. It looks for stocks whose range exceeds its recent average, whose close lies between the middle and upper Bollinger Bands, and…
This stock-screening proposal combines a range condition, rising lows, and a long-term trend filter. It selects shares with amplitude above one, a rising bottom, and the prior close above the 250-day moving average. The suggested expanded version adds a…
This proposed stock screen looks for prior-session amplitude above the stated threshold, an opening price within a narrow band around the 10-day moving average, and a rising K value in the KDJ indicator that remains below its ceiling. The explanation treats…
This proposed equity screen selects stocks with MACD above zero, positive net profit, and a rounded price-recovery pattern. The document interprets positive MACD as evidence of an upward trend, profitability as a basic quality check, and the rounded shape as…
This stock-selection proposal combines a positive MACD reading, a favorable but undefined company-quality condition, and at least two limit-up events within the stated 500-trading-day lookback. The rationale is that positive MACD suggests an upward trend,…
This report adapts Peter Lynch’s six company categories to China’s A-share market: slow-growing, stable-growing, fast-growing, cyclical, turnaround, and asset-rich companies. Its selection framework first screens for a positive price-to-earnings ratio and a…
This document describes an RSI divergence indicator that draws RSI in a separate pane and marks detected divergences both there and on the price chart. Its inputs include the calculation period, applied price, overbought and oversold thresholds, and separate…
This A-share stock screen selects candidates before each trading day’s open using three conditions: MACD above zero, price below 12, and RSI below 65. The document presents the rules as a technical filter intended to combine a positive trend signal with a…
This post outlines a China A-share screening approach focused on companies classified in the metaverse industry. Its final version combines a volume ratio between 1.5 and 6, market capitalization above one billion yuan, a top-100 relative-strength ranking,…