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.
79,386 documents
This document proposes screening Chinese stocks by price range, a K-line condition described as being below 20, and descending money strength. It characterizes money strength as a way to infer buying and selling pressure from price direction and trading…
This indicator transforms the MACD into a bounded measure by scaling its current value against the highest and lowest MACD readings over a rolling normalization window. It then applies smoothing to the normalized series and calculates a signal line from that…
This document introduces the Blau Tick Volume Indicator, an indicator associated with William Blau’s book on momentum, direction, and divergence. It describes the indicator as a color histogram for displaying tick-volume information, giving traders a visual…
This document describes a Chinese stock watchlist screen combining daily price range, a recent limit-up event, and a signal labeled as prior-day main-force control. Its rationale is that larger price swings and recent limit-ups may indicate attention and…
This research summary examines whether company managers adjust reported earnings to meet individual analyst forecasts, beyond the incentive to meet consensus estimates. It describes a study using the change in effective tax rate from the third to fourth…
This post describes a stock selection rule combining three conditions: daily price amplitude above 1, actual turnover on the previous day between 3% and 28%, and weekly MACD above zero. It presents the combination as a way to screen for stocks with…
This stock screen selects names whose daily high-low range exceeds one percent of the low, that recorded at least one limit-up day in the preceding 25 sessions, and that have a nonempty outstanding convertible-bond name field. The resulting names enter a…
Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…
MAVA-XonaX describes a moving-average crossover approach for EURUSD on a four-hour chart. It uses four six-period moving averages calculated from bar open, close, high, and low prices. A cross of the close-based average above the open-based average is…
This note proposes screening Chinese stocks listed in 2021 for daily turnover between 3% and 12%, then keeping those whose opening price is within five percent of the 10-day moving average. The approach combines a trading-activity range, an IPO-year cohort,…
This note outlines a Chinese equity screen using three conditions: positive but moderate returns over the prior ten days, appearance on the previous day’s exchange trading-activity list, and descending ranking by a measure called fund strength. The intended…
This note describes a Chinese equity screen that starts with stocks in the metaverse theme, filters for prices above the 250-day moving average, then ranks candidates by the day’s auction amount. It proposes selecting the top five and also mentions ordering…
This stock screen combines three conditions: daily amplitude above 1%, observations dated in 2021, and a ten-day price gain greater than zero but below 35%. The document interprets the amplitude condition as selecting more volatile stocks and the gain band…
This description outlines a pending-order breakout approach implemented by an Expert Advisor. It scans a configurable lookback range, set to 80 bars in the described version, and places a Buy Stop at the highest price and a Sell Stop at the lowest price. The…
This Chinese equity screening rule combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and seven consecutive sessions in which the close is no higher than the open. It is intended to find stocks with recent signs of…
The study defines an earnings surprise by comparing reported results from forecasts, flash reports, or periodic filings with analyst consensus net profit estimates from the day before the announcement. For nonannual reports, it estimates full-period…
This brief literature note introduces a VaR-augmented Black-Litterman approach for constructing an absolute-return fund-of-funds portfolio with market-risk controls. The described formulation incorporates value-at-risk alongside practical trading…
This stock-selection note proposes screening mainland Chinese equities in the metaverse theme by current-day auction amount, taking the top five, then excluding stocks that closed at the daily limit the previous day. It provides platform formula expressions…
This research review examines whether mutual-fund outflows provide a clean measure of nonfundamental pressure on stock prices. It decomposes the MFFlow measure into components tied to the inverse of returns, the inverse of turnover, and relative fund selling…
This short strategy note describes a daily pre-open screen for mainland Chinese equities. It selects stocks with MACD above its zero line, a share price below 12 yuan, and excludes STAR Market stocks. The article explains the conditions and gives example…
The selection rule ranks stocks by volume ratio from highest to lowest, after filtering for yesterday’s turnover above 8% and a 10-day gain greater than 0% but less than 35%. The stated rationale is to find shares with strong trading activity, high turnover,…
CandleStop Cloud is described as a chart indicator that displays trailing stop levels alongside a channel whose background color changes. It also presents the latest indicator values as price labels, allowing a trader to see the stop levels directly on the…
This stock-selection rule filters for shares whose codes begin with 60, whose turnover is between 3% and 12%, and whose auction-period main-force net buying is positive. The document frames positive net buying as a sign of incoming funds and suggests that…
The document explains that exchange-traded funds cannot be processed with the platform’s basic feature extraction module. The reported run shows the extractor failing to find a close-price field for the selected instruments, producing no feature rows and…