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 stock-screening note begins with three technical conditions: amplitude above 1, a KDJ value below 20, and positive daily MACD. It presents these as a way to find shares with subdued short-term readings alongside a positive MACD signal. It then…
This Chinese stock-screening note proposes selecting main-board shares with an RSI below 65, a daily gain above 1%, and total market capitalization above 200 million. It frames the RSI threshold as a way to find shares with room to rebound, the daily gain as…
This stock-selection recipe begins with shares whose 9:25 a.m. price gain is below 6%, circulating market capitalization is above 10 billion yuan, and volume ratio ranks among the top 100. The explanation frames the volume measure as a way to find actively…
This Chinese equity screening approach combines three conditions: price amplitude above 1%, afternoon large-order net inflow, and the 20-day moving average above the 120-day moving average. The article interprets the shorter average as more responsive to…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, and positive institutional flow, while limiting candidates to main-board shares. The accompanying explanation presents RSI as a gauge of market sentiment, daily price change as a…
The document describes a Chinese equity screening strategy that combines a 14-period RSI below 65, upward-diverging moving averages, and strong returns during 2021. Its proposed refinement broadens the historical-return cutoff to the top 30% and allocates…
This proposed mainland Chinese stock screen targets non-ST main-board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It adds a five-day limit-up style condition, described through checks of future…
This document describes a Chinese equity screen combining a turnover-rate range of 3% to 12%, a stock code beginning with 60, and seven consecutive daily declines during 2021. It provides formula and Python examples that operationalize those conditions,…
This Chinese-language strategy note describes a daily stock screen combining a 14-period RSI below 65, three consecutive bearish sessions, and turnover between 2% and 9%. It presents the conditions as a way to pair a momentum oscillator and recent price…
This stock screen looks for shares with MACD above zero, upward movement in short-term moving averages, and turnover within a stated range. The technical indicators are meant to identify upward conditions, while the turnover filter aims to exclude stocks…
This stock selection example combines a positive MACD reading and rising, diverging daily moving averages with filters for Shenzhen Main Board companies. It restricts price-to-earnings and price-to-book ratios to stated ranges, then suggests sorting…
The article proposes screening Chinese stocks in the metaverse theme using concurrent technical signals and a measure of large-order net buying. Its stated conditions are three upward crossovers—MACD over its signal line, price over the five-day average, and…
This note describes a Chinese stock screen combining turnover between 3% and 12%, a daily gain greater than 1% relative to a market or sector comparison, and metaverse-related classification. It frames the method as a blend of price activity and thematic…
The Volume Price Momentum Oscillator combines trading volume with the direction and size of the latest close-to-close price change. It first forms a raw measure by multiplying volume by the difference between the current close and the previous close. It then…
This Chinese equity screening method evaluates stocks after each trading day’s close. It selects stocks whose MACD is above zero, whose price-to-earnings ratio is positive, and whose MACD is rising relative to the prior observation. The document presents the…
This indicator recasts Ichimoku components as a multi-layer oscillator intended to summarize trend alignment in a separate chart window. Its layers combine price relative to the cloud, lagging-span momentum, the conversion-line versus base-line relationship,…
This daily stock screen combines a positive MACD reading with a ranking by individual-stock heat and moving-average confluence. The initial description calls for at least five overlapping moving averages, while the final proposed logic relaxes that condition…
This Chinese A-share screen selects main-board stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a daily close more than 1% above the previous close. The article also gives a formula reference and a Python example…
This proposed equity screen looks for stocks with a stated amplitude threshold, at least one daily gain of 10% or more during the prior 25 trading days, and a positive price-to-earnings ratio. Its stated rationale is to combine elevated price movement and…
This weekly report summarizes factor returns across broad Chinese equity universes and several index or liquidity-based stock pools. It describes positive performance for profitability and book-to-price factors in the full market, while size, beta, and…
This stock-selection proposal targets Chinese equities associated with the metaverse concept. It screens for a volume ratio between 1.5 and 6 and a weekly moving-average crossover, then adds a positive price-to-earnings ratio below 150 in its final stated…
This stock-selection post describes a screen for companies classified in the metaverse industry. Its stated criteria include a volume ratio above 1.5 and below 6, at least one daily gain of 10% or more during the prior 25 trading days, and, in the final…
This Chinese equity screen combines a daily amplitude threshold, at least two limit-up events over a 500-day lookback, and a three-session limit-up streak ending the prior day. It aims to find shares with substantial price movement and repeated strong upward…
This stock selection idea ranks shares by volume ratio and retains the top 100, then filters for stocks listed for more than 30 days whose 30-day moving average is rising. The intended rationale is to combine unusually high recent trading activity with a…