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 A-share screening idea combines an RSI below a stated ceiling with three consecutive bearish sessions and recent consecutive limit-up activity. Its premise is to identify stocks showing short-term price weakness while retaining signs of strong market…
This post outlines a Chinese equity screening rule combining unusually large daily range, a close between the middle and upper Bollinger bands, and more than two limit-up sessions within ten days. It presents the screen as a way to identify volatile stocks…
The study applies the CCK approach to detect herding among the constituents of Chinese equity indices. It treats herding as a period when constituent returns move more alike: their co-movement increases while the dispersion of returns falls. The authors also…
This note describes a Chinese equity screen combining circulating market capitalization of at least 10 billion yuan, a prior-day high-to-low ratio above 1, and a limit-up event during 2021. It frames the criteria as a way to find larger, volatile stocks with…
This stock-selection proposal combines metaverse classification, robot-related concept membership, turnover activity, a circulating-market-capitalization ceiling, and a limit on recent price appreciation. The final stated screen requires yesterday’s turnover…
This Chinese stock-selection example screens for shares with daily amplitude above 1, upward-diverging moving averages, and an opening price near the 10-day moving average. The accompanying Python example calculates amplitude relative to the previous close,…
The post describes a premarket stock screen combining a positive MACD reading, a price below the stated threshold, and a prior-day 9:15 matching price at the limit-down level. It frames the conditions as a way to combine a technical signal, a low share…
This Chinese-language post describes a stock selection screen that combines an RSI threshold below 65, membership in a beverage and alcohol import-export industry category, and a bullish alignment of three moving averages. It gives illustrative indicator…
This stock-selection idea filters shares by turnover, a newly formed KDJ golden cross, and a positive recent return. The article describes the turnover band as three to twelve percent and adds a condition that price be at or above its 20-day moving average…
MARSICD is described as a trend indicator built from two RSI oscillators, whose periods can be varied. The author says its combined display resembles aspects of ADX and MACD and should be interpreted in a similar way. The listed settings control the two RSI…
This Chinese stock screen combines a 14-period RSI below 65 with a daily gain above 1%, main-board listing status, and a prior-day actual turnover rate between 3% and 28%. The article describes turnover as a proxy for investor attention and trading activity,…
This Chinese stock-screening example selects shares with MACD above zero, trading volume above 10,000 lots, and an opening price above the prior close. The stated rationale is to find actively traded stocks showing positive momentum. The article includes a…
GG-RSI-CCI is described as a trend indicator that assigns colors to market states: blue bars indicate potential long entries, pink bars indicate potential short entries, and gray bars indicate a flat position. The page positions it as a tool for deciding…
This Chinese A-share screen combines turnover between 3% and 12%, a reversal or engulfing-style price pattern, and at least one daily gain of 10% or more during the prior 25 trading sessions. The accompanying indicator example adds stochastic K above D and…
This Chinese-language post presents an equity screen combining three conditions: a positive price-to-earnings ratio, a 14-period RSI below 65, and a 30-day moving average that is rising. Its example implementation also requires the latest close to be above…
This note presents a Chinese equity selection rule that combines three conditions: daily amplitude above 1, at least one limit-up session within the prior 25 days, and circulating market capitalization between 5 billion and 10 billion yuan. It includes…
This note describes a historical screen for main-board stocks using three criteria: daily high-to-low range greater than one percent, a date in 2021, and a daily gain greater than one percent. Its stated purpose is to place qualifying shares in a candidate…
This Chinese-language note outlines an equity screen for stocks in the metaverse industry. It combines a newly formed KDJ bullish crossover with conditions intended to identify an emerging uptrend: price above the 60-day and 120-day moving averages, a rising…
This stock-selection idea screens within the metaverse theme for shares that had a limit-up event during the prior 25 days and whose external-to-internal trading volume ratio exceeds 1.3. It proposes running the screen before 10 a.m. and selecting stocks for…
This Chinese-language post describes an equity screening rule that combines a daily price range threshold, a named morning star candlestick pattern, and at least one large single-day gain within the recent 25 trading days. It frames the screen as a way to…
This Chinese equity screen combines a turnover rate from 3% to 12%, a rising DEA condition, and a ten-day return above zero but below 35%. The article describes moderate turnover as a way to seek active trading without extreme activity, uses rising DEA as a…
The document proposes screening stocks in the metaverse theme for positive net buying by large participants during the opening auction and more than two limit-up sessions within the prior ten days. It gives a brief rationale for each element: thematic…
This post describes a stock screen based on price amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days. It also adds a condition that stocks showed positive price changes during 2021. The article includes example Python…
This indicator presents the direction of a color zero-lag JJRSX oscillator across ten timeframes. Each timeframe is represented by a square: green denotes a rising oscillator, pink denotes a falling oscillator, and gray denotes other conditions. The…