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 equity screen combines three criteria: a dividend payout ratio above 25% in 2019, at least one limit-up session in the prior 25 days, and ranking by capital strength from high to low. The post interprets capital strength as a measure of inflows…
This stock screen combines three filters: RSI below 65, weekly MACD above zero, and strong gains during 2021. The document presents these as signs of favorable technical conditions and positive price momentum. Its sample Python outline calculates RSI and…
This strategy combines machine-learning stock ranking with trend-based entry filters for a manually selected pool of China Securities 150 constituents. The pool emphasizes larger, liquid companies, often described as core or sector leaders. A model scores…
This post proposes a Chinese stock screen using three conditions: amplitude above one, a previous-day 9:15 matched price at the limit-down level, and a weekly price crossover of the 30-week moving average. It describes large amplitude as a source of…
This Chinese-language post presents an A-share stock screen combining MACD above zero, a claim of main-fund control on the previous day, and positive daily MACD. It interprets positive MACD readings as signs of upward movement and suggests tightening the…
This report tests thirteen momentum and modified-momentum signals in China’s A-share market. The signals include returns over several lookback periods, turnover-weighted returns, exponentially weighted turnover-adjusted returns, and a long-horizon regression…
The document describes a daily stock screen requiring a trading range greater than 1% of the opening price, a code beginning with 60, and a positive MACD value. It presents the filter as a way to find more volatile stocks in a particular market segment with…
This document outlines a Chinese-equity selection idea using RSI below 65, price change combined with net large-order flow, exclusion of specially treated stocks, and a limit-up style condition. Its code example also filters for positive valuation fields and…
This indicator combines a conventional MACD with a smoothed momentum measure and two event notifications. MACD is defined as the difference between fast and slow exponential moving averages; a moving average of MACD forms the signal line, and subtracting…
This article describes a Chinese stock screen that looks for turnover between 3% and 12%, at least one limit-up day in the prior 25 days, and a rising price base. Its rationale is that active trading and a recent sharp advance may identify stocks with upward…
The article presents a Chinese stock selection screen combining daily price movement with a weekly trend signal. It selects stocks with an amplitude above 1 and a 10-day gain between 0 and 35, then looks for a positive weekly MACD histogram. The rationale is…
This document describes a stock screen for the metaverse sector that looks for a limit-up event within a recent 25-day window and a current low below the prior session’s low. It interprets the earlier limit-up as a sign of market attention and the lower low…
This document describes an indicator that constructs a True Strength Index oscillator from MACD histogram values. It adds its own signal line, displayed as a colored cloud, giving the trader a visual way to compare the oscillator with its signal. The source…
This document presents a three-condition MACD setup intended to filter ordinary signal-line crossovers. For a buy signal, the MACD line first crosses below its signal line, then crosses below zero, and later crosses back above the signal line. For a sell…
This stock-selection screen combines three conditions: prior-day price amplitude above 1%, appearance on the previous day’s trading activity list known as the 龙虎榜, and a 9:25 a.m. gain below 6%. The stated rationale is to seek volatile, actively traded…
This article proposes a Chinese A-share stock screen combining MACD above zero, a signal interpreted as large-investor control on the prior day, and at least one limit-up event within the previous month. It describes these conditions as proxies for an upward…
This note describes a Chinese stock screen combining a morning-star candlestick pattern, a daily price range threshold, and a newly formed KDJ bullish crossover. Its indicator reference further conditions the crossover on a low prior J reading. The…
This note describes a Chinese equity screen requiring daily amplitude above 1, a circulating share count at or below 5.5 billion shares, and a limit-up move within the past month. It frames these conditions as a way to find volatile, relatively smaller-float…
This Chinese stock-screening note combines three filters: daily amplitude above 1, a positive ten-day return below 35%, and a selected company type. Its rationale is to find shares with meaningful movement and recent gains while avoiding the strongest recent…
Cronex_Impulse_MACD_HTF is a version of the Cronex Impulse MACD indicator that lets the user select the timeframe used for its calculations through an input parameter. The example setting uses a four-hour timeframe. The description is about configuring the…
The described stock-selection rule filters for shares with daily price amplitude above 1% and more than one year since listing, then ranks candidates by the day’s auction trading amount and selects the top five. The rationale is to favor stocks showing price…
TrendlessAGSign is described as a semaphore-style indicator that generates signals when the TrendlessAG oscillator breaks through its zero line. The document identifies the signal mechanism, but does not specify whether upward and downward crossings have…
This indicator description outlines a trend-following approach using a fast and a slow moving average. A bullish signal occurs when the fast average crosses above the slow one, while a bearish signal occurs when it crosses below. Users can choose the…
The article contrasts three approaches to Chinese A-share trading. The first focuses on leading, popular stocks in the strongest sectors, holding briefly and using the five-day moving average as a reference for exiting after consecutive closes below it. The…