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
The strategy ranks 20 industries each month using the market-cap-weighted average of each constituent stock’s current price divided by its trailing 52-week high. It buys stocks from the six highest-ranked industries and shorts stocks from the six…
This stock-selection rule targets shares in the metaverse category whose latest return is positive and whose two-day rolling high matches the prior value of that rolling measure. The article frames the high-price condition as a way to find short-term…
This proposed stock-selection approach ranks shares by a measure of capital activity and favors those whose closing price is above the five-day moving average, with the historical screen restricted to 2021. The article describes turnover and trading volume…
This stock screen selects companies classified in the metaverse theme, with circulating market value above 10 billion yuan and at least one limit-up day in the preceding 25 trading days. The stated rationale is that a recent sharp price rise may identify…
This document describes a forex trading method built around a CCI oscillator smoothed with a T3-style calculation. The indicator is said to generate directional signals as it moves across the zero line. The suggested entry waits for the second red or green…
This stock-selection proposal screens main-board shares for a robotics theme, turnover between 3% and 12%, circulating market value below 10 billion yuan, and positive net buying attributed to large participants during the opening auction. The page also…
This indicator applies RSI to a moving average rather than directly to raw price. The input average can be a simple, exponential, smoothed, or weighted moving average. It then uses double-smoothed Wilder exponential averaging in the RSI calculation,…
This post outlines a Chinese stock-selection screen that pairs seven consecutive down days with a shrinking negative MACD histogram on a 15-minute chart and a reported increase in holdings above 5%. The setup looks for possible short-term rebounds after…
This Chinese-language post describes a short-term stock screen using three conditions: a shrinking MACD histogram on a 15-minute chart, a price below 12, and a reported increase in holdings above 5%. It interprets the inflow measure as possible buying…
This proposed China A-share screen combines three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and at least one limit-up event within the past month. The rationale is to focus…
This Chinese equity screen combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and a moving-average condition intended to identify upward divergence. The accompanying discussion frames these filters as proxies for…
This stock selection idea combines three screens: membership in the metaverse industry, a positive institutional activity reading, and a 10-day return above zero but no higher than 35%. The rationale is to focus on a growth-oriented theme and stocks with…
This document proposes screening stocks for price amplitude above a threshold, MACD above zero, and a positive change in the KDJ K value. It argues that amplitude can capture movement, MACD can indicate positive trend conditions, and rising K may reflect…
The document makes two claims about the T3 indicator. It describes the T3 version as smooth without extra smoothing and contrasts it with versions that add Jurik Moving Average smoothing. It also says the Hot setting can be changed to control the indicator’s…
This stock-selection screen looks for A-shares with daily amplitude above one percent, at least one limit-up event within the recent 21 trading days, and a 30-day average close above the 60-day average. The reference formula also filters for listed shares…
This stock screen selects shares with an intraday high-low range above 1%, a closing price exactly at 18.5 yuan, and volume between 1.5 and 6 times its five-day average. It sorts qualifying names by turnover. The stated rationale is to find stocks showing…
This proposed A-share screening rule selects stocks before each trading day opens, requiring MACD to be above zero and the 2019 dividend amount relative to current price to exceed 25%. Candidates are ranked by stock popularity, which the article treats as a…
This indicator plots a histogram based on the difference between fast and slow moving averages of the midpoint price, with separate adaptive bands above and below zero. Each band is updated with exponential smoothing when the oscillator is on its…
This A-share strategy combines industry rotation with stock selection inside the chosen industries. It builds a regime measure from changes in industry return rankings: when that measure falls, it selects industries by longer-term momentum; when it rises, it…
This article classifies volume and price behavior into twelve patterns across rising, falling, and sideways markets. It frames volume as trading activity and price movement as the outcome, emphasizing their relative efficiency: if similar volume produces…
This document describes a short-term Chinese stock screen combining daily price amplitude above 1%, a newly formed KDJ crossover, and classification in the metaverse concept. Its indicator example calculates K, D, and J from recent closing prices and selects…
This note presents an extended version of on-balance volume (OBV), a momentum indicator that accumulates volume according to whether price rises or falls. It argues that conventional OBV often reverses direction frequently and lacks clear signal levels. To…
This note presents an extended version of on-balance volume (OBV), a momentum indicator that accumulates volume according to whether price rises or falls. It argues that conventional OBV often reverses direction frequently and lacks clear signal levels. To…
The document describes three equity strategies built around a bull-bear indicator: a direct timing rule for broad indexes, monthly indicator-change rotation among industries, and index allocation based on the share of constituent stocks signaling a long…