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 proposes a stock screen using three conditions: daily price amplitude above 1%, tradable share count no greater than 5.5 billion shares, and price above its 30-day moving average. It presents amplitude as a way to find more…
This brief description introduces an indicator formed by applying the Inverse Fisher Transform to a nonlag-smoothed RSX oscillator. It notes that RSX is presented as a smoother alternative to RSI and that nonlag smoothing can be turned off by setting its…
This short note describes an indicator that applies the Inverse Fisher Transform to a nonlag-smoothed version of RSX, a momentum oscillator related to RSI. It characterizes RSX as smoother than RSI and says the nonlag smoothing can be disabled by setting its…
This post outlines a Chinese stock screen combining a metaverse concept label, an upward-sloping 30-day moving average, and a ranking based on large-order net fund flows. It frames the approach as a way to identify strong stocks for short- to medium-term…
This Chinese-language post describes an equity screening idea that combines a turnover range of 3% to 12%, three consecutive down sessions, and a shortening negative MACD histogram on a 15-minute timeframe. The intended signal is that selling momentum may be…
This proposed A-share screen looks for stocks with price amplitude above 1%, prior-day turnover value above 60 million, and three consecutive limit-up sessions as of the previous day. The rationale is that large price swings and substantial trading activity…
This stock-selection post proposes screening for shares with an amplitude above 1, an upward-diverging short-term moving-average condition, and a daily return between -5% and 2.6%. The rationale is that a large range reflects activity, rising averages…
This post presents a Chinese equity selection rule for metaverse-related stocks. It specifies a volume ratio above 1.5 and below 6, along with more than two limit-up days during the prior ten days. The final proposed screen also restricts market…
The post describes a Chinese equity screen for companies associated with the metaverse theme. It selects stocks with a volume ratio between 1.5 and 6 and more than two limit-up days within ten days; its final version also adds a market-cap ceiling below 5…
The research summary defines a trend turning point as a period when short-window and long-window time-series momentum signals point in opposite directions. It reports that more frequent turning points are associated with weaker risk-adjusted returns for…
The document presents an equity screening rule that selects stocks with MACD above zero, upward-spreading moving averages, and a concentration measure greater than 70%. It describes the MACD condition as a sign of an upward market state and the…
MaRsi-Trigger is an indicator that classifies an asset into three states: rising, falling, or flat. It encodes those states as plus one, minus one, and zero, respectively. Its signals combine two moving averages with two RSI oscillators that use different…
This Chinese-language post describes a stock screen combining three signals: a trading range greater than the stated threshold, at least one daily gain of 10% or more during the prior 25 sessions, and a limit-up event in the preceding 25 days. It frames the…
This post presents an equity selection rule combining three signals: RSI below 65, positive large-order net inflow in the afternoon, and a shortening positive MACD histogram on a 15-minute interval. It also shows illustrative indicator and Python…
This post describes a mainland China equity screen for non-ST main-board stocks. It selects shares with turnover between 3% and 12%, a daily gain above 1%, and a price below 12 yuan. The accompanying indicator and Python examples show ways to express filters…
This stock screen selects shares with a market capitalization of at least 200 million, a 14-period RSI below 65, and a 20-day moving average above the 120-day moving average. The moving-average relationship is used as a short-term-versus-longer-term trend…
This stock screen combines three technical conditions: daily amplitude above 1%, a current high matching the highest high of the last two days, and weekly MACD above zero. The first two conditions select for recent movement and a short-term high, while the…
This A-share stock screen combines a turnover-rate band of 3% to 12% with a newly formed KDJ golden cross, while excluding stocks that hit the daily upper price limit on the previous day. The stated rationale is to seek liquid, technically active stocks…
This stock selection idea screens for shares with a daily high-low range above a threshold, an upward relationship between recent prices and moving averages, trading volume above a stated level, and an opening price above the previous close. The article…
This Chinese-equity screen selects stocks in the metaverse theme whose volume ratio is above 1.5 and below 6, and that recorded a limit-up event within the previous month. The stated goal is to focus on recent price strength while using trading activity and…
The strategy turns conventional stock-selection rules into Boolean features for a CNN classifier. Its inputs include returns and return ranks, turnover, valuation and profitability measures, money-flow signals, volatility, technical indicators, and recent…
This Chinese equity screen combines clustered moving averages, a positive weekly MACD reading, and prior limit-up activity. The article’s final version specifies six averages—5, 10, 20, 50, 100, and 200 days—with at least six clustered, weekly MACD lines…
The document proposes a Chinese equity screening rule that combines a daily price range greater than one percent, a high equal to the highest level across two days, and an opening gain below six percent. It presents these as short-term technical and timing…
This proposed Chinese stock screen combines trading activity, opening behavior, and recent price-limit events. It selects stocks with more than two limit-up sessions during the prior ten days, an indicated 9:25 a.m. price rise below 6%, and high capital…