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 short-stock-screening strategy selects shares with daily amplitude above a threshold, apparent control by major traders on the previous day, and a high ranking by net large-order volume. The rationale is that amplitude indicates price movement, the…
This equity screening proposal combines a price-amplitude threshold with institutional participation and positive net buying by major participants during the opening auction. Its final stated conditions specify amplitude above 1, institutional participation…
This stock screen combines three technical conditions: RSI below 65, seven consecutive sessions with closing prices at or below opening prices, and a KDJ bullish crossover. The document presents the setup as a way to find stocks that have recently weakened…
The document describes a Chinese stock screen requiring daily amplitude above 1, a controlling-shareholder measure above 21, and a position-change ratio above 5%. It presents the three conditions as a way to find stocks with notable price movement and…
The document describes a Chinese equity screen that combines at least five overlapping moving averages, a circulating market value above 200 million, and revenue in 2021 exceeding 1.1 times revenue in 2018. The moving-average condition is presented as a way…
This Chinese stock-selection method seeks volatile shares that have recently shown strong price movement. Its initial rules look for daily high-low range greater than a 20-period ATR, a single-day move of at least 10% within the past 25 trading days, and a…
This Chinese A-share screening idea combines a 14-period RSI below 65, parent-company net profit growth above 20% and at most 100%, and a negative MACD reading from two sessions earlier. It also describes excluding suspended, delisted, special-treatment,…
The proposed screen selects stocks with amplitude above one, a prior-day signal described as main-force control, and at least one daily gain of 10% or more during the previous 25 trading days. It combines a volatility condition with a recent large-move…
This screening rule selects Shanghai-listed stocks with a daily high-low range above 1% of the previous close, then sorts them by an individual-stock popularity measure. The article interprets the range threshold as a way to find more volatile names and…
This A-share stock selection rule screens companies classified in the metaverse industry for two signs of recent activity: appearing on the prior day’s Dragon-Tiger list and recording prior-day trading turnover above 60 million yuan. The article presents the…
This stock screen combines a metaverse industry classification and a rounded-base chart pattern with a prior-day downside signal. The final rule accepts stocks described as having a limit-down opening match price at 9:15 or a daily decline greater than 9%.…
This post proposes a Chinese equity screening rule that combines daily price activity, the stock’s indicated gain at 9:25, and year-over-year net profit growth attributable to shareholders of the parent company. It selects stocks with an amplitude above 1,…
This post proposes an A-share screen using amplitude above 1, a share price of 18.5 yuan, and an outside-to-inside trading-volume ratio above 1.3. It treats amplitude as a volatility filter, the price cutoff as a price-level constraint, and the volume ratio…
This note outlines an A-share stock-selection rule requiring amplitude above 1, a close above a weekly moving average, and a MACD reading below zero two days earlier. The post interprets the amplitude condition as selecting volatile stocks, the…
This note describes a simple A-share stock screen combining a daily amplitude threshold above 1, a rising-bottom condition, and a current low below the previous session’s low. It frames the rising-bottom measure as a way to identify an improving price base,…
The document describes a simple indicator that combines momentum thresholds with crossovers between momentum and a smoothed momentum average. It calculates momentum over a 20-period lookback and smooths that series with a Wilder average using a 5-period…
This research summary examines the low idiosyncratic volatility effect in China’s A-share market. It estimates volatility from the annualized standard deviation of residuals in CAPM, Fama–French three-factor, and Carhart four-factor regressions fitted to the…
This note proposes screening Chinese stocks using a daily price-movement threshold, a nonempty outstanding convertible-bond name field, and a company-name keyword associated with the metaverse. The stated rationale is to identify stocks connected to a…
This note describes a Chinese equity screen that combines a metaverse theme, positive institutional activity, a lower daily low than the previous session, and a 30-day RSI below 30. The intended rationale is to find themed stocks with institutional interest…
The document presents a stock-selection screen combining three conditions: MACD above zero, share price below 12 yuan, and a weekly five-period moving average crossing above the ten-period average. It says the screen is run before 10 a.m. on each trading…
This A-share screening proposal selects stocks with daily amplitude above 1%, at least two limit-up sessions in the prior 500 days, and a gain below 6% at 9:25. It treats amplitude and prior limit-ups as signs of volatility and market attention, while the…
This A-share screening idea combines a turnover range of 3% to 12%, an opening price near the 10-day moving average, and a positive weekly chart signal described as a red bar. The article frames these filters as a way to find liquid, actively traded stocks…
The post outlines a Chinese equity screening idea combining a minimum price-amplitude condition, rising lows, and an opening-auction return within a specified band. It also proposes excluding specially treated stocks and describes an exit rule based on the…
This document summarizes research on two equity-market questions. The first uses China’s IPO approval process as a natural experiment to examine how a newly approved offering affects existing, substitutable stocks. It reports negative price effects around…