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 proposed A-share stock screen combines a turnover filter with short- and long-term technical conditions. It selects stocks with turnover between 3% and 12%, a rising DEA reading, and a weekly price moving-average crossover above a 30-week average. The…
This stock selection post combines a 14-period RSI below 65 with a price high equal to the highest high over the past two sessions. It further narrows candidates to companies with market capitalization at or below 10 billion and positive profitability…
This note proposes a stock selection rule based on daily price range, the prior ten-day return, and the latest price change. It seeks stocks with a range above 1%, positive but below 35% ten-day appreciation, and a latest change between -5% and 2.6%. The…
This Chinese equity-screening post combines three dimensions: a 20-day moving average above the 120-day moving average, market capitalization below 10 billion yuan with no losses, and fund-flow strength ranked from high to low. The proposed procedure ranks…
This Chinese-language article proposes an equity screen that selects main-board stocks with RSI below 65 and a daily gain above 1%, then filters by company characteristics such as quality or high growth. It frames the RSI condition as indicating an oversold…
This Chinese equity screening note combines four conditions: MACD above its zero line, a daily gain greater than 1%, membership in the main board, and a 9:25 a.m. price increase below 6%. It presents the first three as directional or market-universe filters…
The document proposes screening Chinese equities using three signals: a daily increase in holdings above 5%, a weekly five-period moving average crossing above the ten-period average, and a shortening MACD histogram on a 15-minute chart. It presents these as…
This document describes a smoothed Commodity Channel Index oscillator displayed as a histogram. Its colors can indicate either a break through overbought or oversold levels, or a change in the histogram’s direction. The selected coloring behavior depends on…
Williams Thrust is a directional indicator that compares two Williams Percent Range readings, each calculated over a separately chosen lookback period. It also computes a moving average for each reading, with the averaging method and periods supplied as…
The document describes an intraday strategy that combines classification and regression models built with XGBoost to rank stocks by predicted daily price change. Its features include overnight returns and opening-auction behavior, such as staged price moves,…
This Chinese equity screening proposal combines three conditions: a price amplitude above 1%, free float no greater than 5.5 billion shares, and short-, medium-, and longer-term moving averages aligned upward. The article interprets the amplitude filter as…
This Chinese-language article proposes screening mainland Chinese stocks in the metaverse sector using two price conditions: the 9:25 price change must be below 6%, and the stock must have more than two limit-up days within the prior ten days. The first…
This strategy is designed to capture short-term forex trends on a four-hour timeframe. It enters long when the 10-period RSI, calculated from the midpoint of open and close, crosses above 50 at the same time that the five-period EMA crosses above the…
The screen selects Chinese A-share stocks using three conditions: buying-position share above five percent on the current day, no limit-up session on the prior day, and more than two limit-up sessions during the past ten days. The accompanying explanation…
This document outlines a Chinese stock screen for companies associated with the metaverse concept. It selects shares with circulating capital no greater than 5.5 billion shares and at least one limit-up event during the preceding 25 days. The rationale is…
This document describes a Chinese A-share screening rule combining three conditions: RSI below 65, the ratio of external to internal trading volume above 1.3, and the closing price above its five-day moving average. The indicators are presented as a way to…
The document describes a stochastic MACD oscillator displayed in a separate chart window. It identifies the indicator as a combination of MACD and stochastic calculations, but does not explain the calculation sequence, signal interpretation, or how traders…
The document describes a stock-selection screen combining MACD above zero, upward alignment among current moving averages, and a weekly five-period average crossing above a ten-period average. It interprets these conditions as evidence of positive momentum…
This note proposes a Chinese stock selection screen requiring MACD’s DIF line to be above zero, a short moving average to be rising, and positive institutional net buying. It interprets these conditions as evidence of an upward trend and institutional…
The Average Sentiment Oscillator estimates bullish and bearish pressure from OHLC prices. It offers two calculations: one measures sentiment within each bar and averages those readings across a chosen period; the other treats the period’s full high-low range…
Blai5 Astro combines the Money Flow Index, RSI, stochastic, and a Bollinger-based price oscillator into a composite series. It smooths that series with an exponential average, derives a histogram and a Wilder-smoothed version, then applies adjustable-period…
This article proposes a short-term Chinese equity screen using three conditions: a daily range greater than one, a prior-day 9:15 indicative matching price at the limit-down level, and a 10-day return above zero but below 35%. It adds an exclusion for stocks…
This short-term Chinese equity screen looks for stocks with an intraday range above 1%, current volume above 10,000 lots, a higher open, and a positive return for the day. The stated rationale is that range and volume indicate active trading, while a gap up…
Four_MA_Strength uses four moving averages to represent both the direction and power of a trend. It assigns values across four levels for rising and falling conditions, with the levels intended to distinguish stronger from weaker trends. The document…