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 article describes a timing rule that uses changes in the gap between short- and long-term moving averages, instead of relying only on their crossover. It defines the gap as the short average minus the long average, then interprets the gap’s expansion or…
This document presents a Chinese equity screen combining daily amplitude above 1, a rising price bottom, and large-order net inflows above 0.05 for at least three consecutive days. It adds a trend filter requiring the 20-day average above the 250-day…
This post outlines a stock-selection screen that ranks shares by trading volume and filters for recent positive returns and a stated concentration condition. It presents volume as a proxy for market money flows and recent gains as a way to find stocks with…
This note describes a Chinese equity screen combining a minimum daily high–low range, consistently strong return on equity, and a ranking based on net large-order activity. The intended rationale is to find companies with a track record of profitability and…
The indicator marks bullish gaps with upward arrows and bearish gaps with downward arrows. Traders can set a minimum gap size in points so smaller gaps are ignored. An optional history check can identify gaps that later close, displaying a cross for closed…
This post outlines a China-focused equity screen for companies classified in the metaverse sector. It requires a positive close-to-close return and an opening price near the 10-day moving average. The moving-average condition is presented as a way to…
This report analyzes the performance and portfolio of a Chinese mixed equity fund managed by Lin Yingrui. It describes the manager’s approach as selecting leading companies in sectors linked to China’s economic transition while adjusting broad asset…
This A-share screening proposal looks for stocks with a daily high-low range above 1%, trading volume between 1.5 and 6 times its five-day average, and an appearance on the previous day’s 龙虎榜, a list associated with notable trading activity. The article…
This excerpt argues that investors should study the long-term history of securities rather than overreact to short-term price or earnings changes. It notes that buying and holding diversified equities can deliver market-level results, while beating the…
This Chinese A-share screening idea combines turnover between 3% and 12%, three consecutive declining sessions, and exclusion of ST-designated stocks. It proposes selecting the five highest-ranked stocks that hit their daily price limit, with selection…
This stock selection idea combines three filters: price amplitude above one, a listing age greater than one year, and a bullish weekly candle whose upward move exceeds the prior candle’s downward move. The weekly candle condition is intended to identify…
This article argues that trading volume cannot be interpreted through a fixed rule that rising prices must come with rising volume. It recommends judging volume relative to the prior price and volume trend, market setting, and position within a move, with…
The document outlines a premarket stock screen for Chinese equities. It selects stocks with MACD above the zero line, excludes those that closed at the daily limit on the previous trading day, and ranks the remaining names by a measure of investor attention.…
This stock selection approach filters for shares with a daily price range above a threshold, at least a year since listing, and a high ranking in large-order net volume. The article frames the range condition as a way to find active stocks, listing age as a…
This stock screen selects candidates before each trading day’s open when MACD is above zero, price-to-earnings is positive, and the KDJ indicator has just formed an upward crossover. The article presents MACD as a trend filter, positive P/E as a basic…
This Chinese stock screen combines a daily price-amplitude condition, afternoon large-order net inflow, and year-over-year growth in net profit attributable to the parent company. It specifies profit growth above 20% and no greater than 100%. The article…
This Chinese equity screen combines three short-term filters: price amplitude above 1, a ranking based on large-order net activity, and a 9:25 a.m. gain below 6%. The stated rationale is to identify active, volatile shares whose early move is comparatively…
This Chinese equity screening note combines a price-amplitude threshold with a named candlestick pattern and an exchange-market exclusion. It calls for amplitude above 1, a “Morning Star” pattern associated with Kute Intelligent, and exclusion of…
This note describes a Chinese equity screen combining turnover with a stock-code filter and a recent price condition. It selects stocks whose codes begin with 60 and whose turnover is between 3% and 12%, then ranks candidates by the highest closing price…
This A-share screen selects stocks with a daily range above one percent, a day's low between four and five percent below the previous close, and a rising DEA line. The article presents range and decline as short-term price conditions and DEA movement as a…
This A-share selection rule combines a daily high-low range above one percent, a nonempty unsettled convertible-bond name, and a newly formed upward KDJ crossover. The provided formula further requires the K value to meet or exceed D after being at or below…
This note presents an A-share stock screen that ranks names by capital strength, keeps the five with the largest auction value for the day, and requires the 30-day moving average to be rising. It interprets fund flow and auction activity as signs of…
The document proposes screening Chinese metaverse-related stocks for a positive daily close-to-close return while the session low falls between 4% and 5% below the previous close. This combines a positive closing result with a substantial intraday decline,…
This post describes a Chinese equity screening rule combining daily price range, a historical dividend measure, and a fixed share price. Its stated logic selects stocks whose high-to-low amplitude exceeds a threshold, whose 2019 dividend ratio is above a…