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 note describes a short-term screen for main-board stocks that combines intraday range, prior-day actual turnover, and a positive move on the current day. The stated criteria are an amplitude above 1, turnover between 3% and 28%, and a daily gain above…
This note describes selecting A-share stocks by prior-day trading value above 60 million yuan and references a 2021 stock universe. Its later, expanded rule set adds market capitalization above 10 billion yuan, price-to-earnings below 20, and indicators…
This note outlines a daily A-share screen that looks for MACD above zero, a share price below 12 yuan, and turnover between 2% and 9%. The accompanying formula also compares recent turnover readings, while the explanatory text presents turnover as a way to…
This note proposes an A-share screen requiring MACD above zero, a share price below 12 yuan, and exactly one limit-up session in the previous 25 days. It describes running the selection before 10 a.m. each trading day. The stated rationale is that a recent…
This note describes an A-share stock screen combining a 14-period RSI below 65, a rising MACD signal line (DEA), market capitalization below 10 billion yuan, and no reported loss in the prior fiscal year. Its rationale is to pair modest momentum conditions…
This Chinese stock-selection post describes a technical screen for shares with daily amplitude above one, excluding ST-designated companies and stocks that hit the daily price limit the previous day. The screen is intended for selections made before 10 a.m.…
The document describes a Fast Stochastic oscillator with a K line based on the current close's position within a recent high-low range. It defines that range using the highest and lowest prices over a lookback period, then smooths the K value with a simple…
This indicator marks each bar according to whether its close is above or below the previous close. It draws a point at the close in green for an increase and magenta for a decrease, and returns the close alongside two values associated with the upward and…
This daily, after-close screen selects stocks whose MACD line is above zero and that have a nonempty name for an outstanding convertible bond. It then ranks eligible stocks by individual-stock popularity, with the stated intent of prioritizing names…
This document describes a stock screen for Chinese equities that combines three conditions: turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and a positive MACD reading. The…
The document proposes screening Chinese A-share stocks in a metaverse sector category using prior-day turnover above 8%, an opening auction change between -2% and 5%, and, in its final rule, a price-to-earnings ratio below 50. The article presents these as a…
This document describes a technical stock screen requiring daily price range greater than 1, a morning-star candlestick condition, and positive recent return. Its rationale is that a larger range may identify active stocks, the candlestick pattern may signal…
This note presents a Chinese stock selection rule with three filters: membership in the metaverse theme, a prior-day price above the 250-day moving average, and a prior-day signal described as main-force control. It frames the theme filter as a way to target…
This note describes a Chinese equity screen combining current trading activity, price movement, order flow, and past limit-up events. It selects stocks with turnover between 3% and 12%, a positive product of the day’s price change and net large-order volume,…
This stock screen combines price location among several moving averages, a Bollinger-band position, and a recent-gain constraint. The described filters use five averages spanning short to longer horizons, place the close between the band’s upper and middle…
This stock-selection method looks for a positive MACD reading, upward short-term moving-average conditions, strong current volume, and an opening price above the prior close. The accompanying formula adds price positioning relative to a short average and a…
This stock screen combines a price range filter, a weekly trend indicator, and a thematic classification. It selects shares whose daily high-low amplitude exceeds 1%, whose weekly MACD is above zero and above its signal line, and that are classified as…
This Chinese equity screen selects stocks with turnover between 3% and 12%, an opening price within five percent of the ten-day moving average, and membership in the metaverse concept group. The post frames turnover and price location as technical filters,…
This Chinese equity screening idea ranks stocks by capital-flow strength and selects those with more than two limit-up sessions in the previous ten days and a positive ten-day return below 35%. The document explains these filters as proxies for investor…
This stock selection rule combines three technical filters: a 20-day moving average above the 120-day average, RSI below 65, and turnover between 3% and 12%. The moving average comparison selects stocks with a stronger shorter-term price trend than their…
This post proposes selecting Chinese equities that combine a positive MACD reading, favorable company characteristics, and net buying by large orders in the afternoon. It describes the signals as complementary: MACD is used to identify positive price…
This post describes a Chinese equity screen for stocks in the metaverse industry. It requires relative volume to fall between 1.5 and 6 and uses a weekly five-period moving average crossing above the ten-period average as a trend filter. The rationale is to…
The document describes a stock screen combining amplitude above 1, a weekly five period moving average crossing above the ten period average, and positive returns. It presents these conditions as a way to find shares with larger price movement, an upward…
The document proposes a short-term stock screen requiring amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and a price below 12. It presents the shrinking histogram as a possible sign of a change in direction and uses the…