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 post proposes an equity screening rule that combines three conditions: daily high-low range above a threshold, a newly formed KDJ crossover, and a price-change measure multiplied by large-order net volume exceeding a stated cutoff. It gives example…
This note describes a Chinese A-share screen combining membership in a metaverse category, a turnover-related filter, and an arc-shaped price indicator. Its formula reference expresses the indicator as a 60-period absolute moving average of log price…
This overview explains moving averages as smoothed price measures used to assess trend, possible support and resistance, and trading signals. It contrasts the simple moving average, which averages observations across a period, with the exponential moving…
This stock screen selects for price amplitude above one, a weekly five-period moving average crossing above the ten-period average, and no limit-up session on the previous day. The stated rationale combines volatility and a rising trend while excluding…
This stock screen combines four technical conditions: amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and turnover between 3% and 12%. It aims to identify actively traded shares with short-term upward potential…
This algorithm allocates among five ETFs representing US stocks, foreign stocks, bonds, real estate, and commodities. It ranks them by trailing 12-month rate of change, selects the three with the strongest momentum, and assigns them equal portfolio weights.…
This note presents a Chinese equity screen using a daily price-range threshold, weekly MACD positioned above zero, and a prior-day indicator described as main-force control. It includes example formula logic and a Python-style sketch using market data and…
This Chinese-language post proposes screening A-share stocks using three conditions: buying activity above a stated threshold, simultaneous bullish crosses in three technical indicators, and a 20-day moving average above the 120-day moving average. It…
The document proposes a Chinese A-share stock screen using RSI below 65, a positive product of daily price change and a five-day signed volume measure, rising moving-average conditions, and trailing price-to-earnings below 30. It explains the signals as a…
The document presents a Chinese equity screen with four conditions: turnover between 3% and 12%, circulating market capitalization between 5 billion and 10 billion yuan, current volume above 10,000 lots, and an opening price above the previous close. It…
This indicator framework combines a zero-lag moving average with a conventional EMA of the same period. The zero-lag line is formed by reflecting price across its EMA and smoothing that adjusted series; its crosses of the EMA mark changes in regime. At each…
The Balance of Power (BoP) indicator is presented as a way to compare buyers’ and sellers’ ability to move price. Its basic form divides the close-to-open change by the high-to-low range; the document also describes a variant that uses the prior close as the…
The document describes an equity selection rule for Chinese stocks. It filters for turnover between 3% and 12%, a listing year of 2021, and at least one daily gain of 10% or more among the most recent 25 trading days. The stated rationale is to combine…
The document outlines a Chinese equity screen combining a positive but capped ten-day price return, circulating market capitalization above a stated threshold, and a minimum measure of price movement. It presents the criteria as a way to find larger stocks…
The expert adviser described here seeks retracements after unusually strong price movements in USD-based currency pairs. It combines the premise that sharp moves can be followed by pullbacks with a Momentum indicator trigger, including an AUDUSD example…
This Chinese equity screening proposal combines three ideas: select stocks with more than two limit-up sessions in the past ten days, constrain turnover to the interval above 2% and below 9%, and rank candidates by a measure of fund strength. The post…
This document describes a Chinese equity screening rule that combines a positive MACD reading, positive price-to-earnings ratio, and an upward-trending 30-day moving average. It interprets the MACD and moving average conditions as signs of upward momentum,…
This proposed Chinese equity screen selects stocks whose daily range exceeds 1%, that had at least one limit-up day in the prior 25 days, and that appeared on the previous day’s Dragon-Tiger List. The article interprets these conditions as signals of higher…
This research applies macroeconomic momentum signals to active bond trading, aiming to forecast government bond yield direction as well as changes in term and credit spreads. It contrasts active strategies focused on capital gains with passive approaches…
This stock-selection idea filters for shares with prior-day turnover above 60 million and a price gain at 9:25 below 6%, then orders candidates by descending capital strength, described in the post as favoring larger transaction amounts. The post frames the…
This post proposes a Chinese stock screen combining three conditions: today's increase in holdings as a share of the stock above 5%, evidence of main-player control on the prior day, and an upward 30-day average. The post interprets the buying-flow measure…
This note outlines a daily, end-of-session stock screen that requires MACD to be above zero and an institutional-flow measure to be positive, then ranks qualifying stocks by popularity. It explains MACD as a short-term trend indicator and institutional flow…
This stock-selection screen combines a moving-average cluster with recent price strength. It looks for shares with at least five moving averages converging and more than two limit-up sessions within a ten-day window, with the stated screen restricted to…
This Chinese equity screening idea combines a relative strength index below 65, a condition involving daily price change multiplied by net large-order volume, and a positive 10-day return capped below 35%. The accompanying example expresses the order-flow…