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 stock-selection approach combines a weekly MA5 crossover above MA10 with a turnover range of 3% to 12% and a circulating share count no greater than 5.5 billion. The article also presents a revised version that adds market capitalization and…
This stock-selection approach combines a relative strength index ceiling, a market-capitalization band, and a newly formed KDJ bullish crossover. It selects stocks with RSI below 65 and tradable market value between 5 billion and 10 billion yuan. The…
This Chinese stock-selection post describes a simple screen combining three conditions: daily amplitude above a threshold, a specified relationship between the latest close and recent moving averages, and a share price below a fixed cutoff. The accompanying…
This note presents a variation of the discontinued signal line approach applied to RSI. The original method uses a presumed central level, such as the RSI midpoint, as a reference for oscillator signals. The author questions whether such fixed reference…
The document describes an automated trading system that can enter on RSI divergence or on classic overbought and oversold reversals. Bullish divergence means price makes a lower low while RSI forms a higher low; bearish divergence means price reaches a…
This stock-selection proposal combines three technical conditions: trading amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and price above its five-day average. The article describes the screen as a way to…
This indicator note explains the Range Expansion Index (REI), a momentum oscillator attributed to Thomas DeMark. It compares selected changes in highs and lows with the absolute size of those changes over a defined lookback. Conditions based on prior highs,…
This Chinese stock-screening post describes a rule combining a turnover rate between 3% and 12%, a positive 10-day gain below 35%, and at least two limit-up sessions within the prior 500 days. It presents the screen as a way to combine trading activity,…
The document describes an equities screening rule that combines RSI below 65, the product of price change and net large-order flow, and a 20-day moving average above the 120-day moving average. It presents the combination as a way to select stocks using both…
This screen selects stocks whose codes begin with 60, whose daily high-low amplitude exceeds 1%, and whose KDJ indicator has just crossed upward. The post describes the crossover as a possible sign of improving market sentiment and uses the code prefix to…
This stock screen ranks shares by capital strength, selects the five with the highest amount traded in the current opening auction, and limits candidates to those with a positive ten-day return below 35%. The stated rationale is to favor stocks receiving…
This stock selection rule combines three conditions: turnover between 3% and 12%, a rising DEA indicator, and weekly MACD above the zero line. The post presents these as filters for liquidity, improving shorter-term momentum, and a positive longer-term…
This stock screen combines daily price weakness with trading activity: it selects shares with an amplitude above 1%, turnover above 2% and below 9%, and seven consecutive sessions in which the close is lower than the prior close. The document frames this as…
This stock-screening idea combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and an increasing K value from the KDJ indicator. The post interprets large price ranges as opportunity, the auction price condition as…
This Chinese stock-screening post combines three filters: more than two limit-up sessions within ten days, a circulating market value of 5–10 billion yuan, and a daily position-increase ratio above 5%. It describes the filters as proxies for buying interest,…
This Chinese-language post outlines a short-term A-share screening rule. It selects stocks classified in the metaverse theme that appeared on the previous day’s trading rankings, then applies a five-day moving-average condition. The post offers formula and…
This Chinese-language post describes an equity screen requiring turnover between 3% and 12%, a 2021 listing year, and rising price lows. It interprets successively higher lows as a sign of improving rebound strength and possible momentum or trend. The post…
This proposed equity screen combines a daily amplitude threshold with a ratio involving the prior day's turnover and current auction volume relative to prior-day volume. It also uses a rising 30-day moving average as a trend filter. The discussion describes…
The post proposes a Chinese equity selection rule combining turnover, order book imbalance, and a weekly chart signal. It screens for stocks with turnover between 3% and 12%, bid volume at the best price greater than ask volume, and a weekly close crossing…
This document outlines a stock-selection screen requiring MACD above zero, upward-moving averages, and at least one limit-up event during the preceding 25 days. The conditions are framed as signals of positive trend and recent market attention. It includes…
This Chinese stock-screening note combines a price-range filter, exclusion of ST-designated shares, a five-period trend condition, and large or extra-large buy orders during the opening auction. It also limits selection to before 10 a.m. The example…
This China equity screen looks for stocks with daily amplitude above 1, at least two limit-up sessions in the preceding 500 days, and an appearance on the prior day's market top list. The document interprets amplitude and repeated limit-ups as signs of…
This A-share stock screen selects companies in the metaverse theme with prior-day turnover above 8% and a signal interpreted as institutional buying. The proposed refinement also requires either a market-cap ranking in the top 30% or a 30-day return ranking…
This Chinese equity selection recipe combines three filters: return on equity above 6% in each of the prior two years, high dividend yield, and net inflows attributed to major market participants. It also excludes stocks that closed at the daily price limit…