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
The document describes a Chinese stock screen combining a daily amplitude threshold, membership in a robotics concept group, a circulating market value below 10 billion yuan, and an outside-volume to inside-volume ratio above 1.3. It also presents example…
The article argues that traders can be misled by intuitive, familiar interpretations of price action and market narratives. Examples include buying a presumed leader after a technical pullback, expecting small caps to rise when large caps lead, or chasing a…
This Chinese equity screen combines a daily amplitude threshold with a prior-day 9:15 matching-price limit-down condition, robot-industry membership, and a circulating market value below 10 billion yuan. The final version adds a price-to-earnings ratio below…
This indicator identifies thirteen common candlestick formations and marks them on a chart with labels and, for many patterns, directional arrows. The listed formations include doji, morning and evening stars, shooting star, hammer variants, harami,…
This stock screen combines a price-range filter with two momentum conditions. It looks for a range above 1%, a contracting negative MACD histogram on a 15-minute chart, and a KDJ value below 20. The document interprets the shrinking negative histogram as a…
This stock screen combines daily price movement with a recent high and a volatility-compression condition. It selects stocks whose intraday range exceeds 1%, whose high is the highest of the current and previous day, and whose Bollinger-band variability is…
This stock screen combines three filters: price amplitude greater than 1, free float no more than 5.5 billion shares, and company size above 200 million. The article interprets the amplitude condition as a way to find more volatile stocks that may suit…
This stock selection method searches the metaverse industry for shares showing simultaneous bullish crossovers in MACD and two moving average pairs: the 5-period average over the 10-period and 20-period averages. It adds a condition that the KDJ indicator…
This opinion article argues that traders should give more weight to market direction, entry timing, and risk discipline than to technical indicators alone. It warns against treating a falling price as automatically cheap, and favors aligning trades with…
This Chinese stock screen combines trading activity, thematic classification, market capitalization, and fundamental filters. It seeks stocks with amplitude above 1, elevated same-day control, a robotics association, and circulating market value below 10…
This post describes a Chinese equity screening rule combining a large daily high-low range, at least one strong up day in the recent trading window, and a close above the previous day’s low. The accompanying discussion frames these conditions as filters for…
This post outlines a stock-selection idea combining a short-versus-long moving-average trend filter with measures of daily position increases and large-order net flow. The initial logic highlights a positive position-increase share, the product of price…
This post documents an attempted BigQuant workflow for combining daily Chinese stock bars with prefactor and money-flow tables. The query joins records by date and instrument, selects price and valuation fields, calculates returns, and applies a non-null…
This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band.…
This Chinese-language post proposes a stock screen using daily price range, closing price, and the ratio of outside to inside trading volume. Its stated core thresholds are amplitude above 1, close below 20, and outside volume divided by inside volume above…
This research summary treats intraday stock prices as time series rather than isolated observations. It applies empirical mode decomposition (EMD) to separate trend-like price signals from noise, then uses their relative strength to form a signal-to-noise…
This document describes an A-share stock screen that selects Shenzhen main-board shares with daily price amplitude above 1%, a nonempty outstanding convertible-bond name, positive price-to-earnings ratio below 29.01, and positive price-to-book ratio below…
The Relative Momentum Index, developed by Roger Altman, is described as a variation of the Relative Strength Index. Instead of comparing each close with the immediately preceding close, it measures gains and losses relative to the close a chosen number of…
This document describes an A-share screen using three conditions: a rising 30-day moving average, a prior-day 9:15 matched price at the limit-down level, and a current increase in the stated position-building ratio above 5%. Its proposed interpretation is…
The document outlines an A-share stock screen combining an RSI below 65, a daily gain above 1%, main-board listing, and non-ST status. It proposes selecting five stocks from the day’s limit-up leaders, with selection intended before 10 a.m. The rationale…
This document describes a short-term stock screen combining daily price amplitude above 1, a controlling-shareholder measure whose absolute daily change exceeds 21, and a rising DEA value from MACD. It shows examples of how to express these conditions in a…
The document presents a daily Nasdaq adaptation of the Universal XBody Strategy and gives optimized settings: a lookback period of 878, mode 1, positive signal orientation, and filters of 41 and 0. It calculates each candle’s body as close minus open, takes…
This Chinese-language post proposes screening stocks for turnover between the stated bounds, beverage and alcohol import-export exposure, current volume above the stated threshold, and a higher opening price. It presents the combination as a way to consider…
This indicator description presents Zero Lag Stochastic (ZLS) as a composite of five stochastic oscillators. Each component can use its own %K and %D periods, slowing value, calculation method, price field, and weight; a shared smoothing period applies to…