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 proposal combines three signals: at least five moving averages converging, weekly MACD above its zero line, and a shrinking negative MACD histogram on a 15-minute chart. The post interprets these as evidence of stable short- and…
This Chinese equity screen looks for stocks with turnover between 3% and 12% and at least one limit-up event in both the prior 25-day window and the past month. It treats moderate trading activity as a sign of liquidity and recent limit-up moves as…
This stock-selection idea filters for equities with a positive return over the prior ten days, excludes returns above the stated upper threshold, and ranks the remaining names by capital strength. The article also specifies a 2021 listing-year condition,…
The document proposes screening Chinese stocks for an RSI below 65, year-over-year net profit growth above 20% and up to 100%, and more than two limit-up days over a recent 10-day period. Its rationale combines a technical condition, a profitability-growth…
This Chinese stock-selection proposal combines three signals: today’s position-increase share above 5%, a weekly five-period moving average crossing above the ten-period average, and more than two limit-up sessions in the last ten days. The accompanying…
This Chinese A-share screening idea selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and market capitalization above 200 million. The accompanying discussion frames these conditions as a way to find stocks…
This stock screening strategy focuses on companies in the metaverse industry. It selects stocks when the KDJ indicator forms a fresh bullish crossover and the current day’s low is below the previous day’s low, seeking an apparent pullback alongside a…
The document describes a dual-period RSI method that combines a shorter calculation with a longer one to address both retracement entries and longer-term positioning. In the referenced approach, five-week and seventeen-week RSI readings inform entries and…
The document introduces momentum deviation as a variation on standard deviation. Rather than calculating dispersion from price itself, it applies the calculation to price momentum. It says the method is designed to use little CPU and that its values are…
This document describes an indicator that constructs synthetic Japanese candlesticks across a user-defined period, using values from a Bear-Bulls-Power candle indicator. The displayed candle colors encode both the direction of the candle and whether its…
This proposed Chinese-equity screen combines three conditions: at least five moving averages are described as overlapping, the stock’s quoted gain at 9:25 is below 6%, and its return over ten days is positive but below 35%. The rationale is to seek price…
This indicator marks an arrow when the CHO and smoothed CHO lines intersect. Its second version adds a zero-line condition: buy signals are allowed only below zero, while sell signals are allowed only above it. The description presents the indicator as an…
This A-share screening idea combines a short-interval momentum signal with a reported capital-flow measure and company classification. It looks for a 15-minute MACD histogram whose negative bars are shortening, which the article interprets as potentially…
This post describes a simple stock selection screen combining a technical condition with valuation and recent price movement. It selects stocks with RSI below 65, positive price-to-earnings ratios, and a 10-day gain greater than zero but below 35%. The…
This Chinese equity selection rule screens for stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a condition based on yesterday's turnover multiplied by the ratio of today's opening-auction volume to…
This report reviews equity factor performance, emphasizing a February 2018 snapshot and trends over a longer historical period. It compares factor information coefficients, which measure association with subsequent returns, and market neutral long-short…
Zero Point Force (ZPF) is a market-climate indicator that multiplies smoothed volume by the difference between fast and slow moving averages of closing price, scaled by one half. Users can configure the periods and calculation methods for both price averages…
This A-share stock screen combines three technical conditions: daily price range above 1%, a positive but sub-35% return over ten days, and turnover between 3% and 12%. The rationale is to find stocks with noticeable movement and recent gains while avoiding…
The proposed equity screen selects stocks with a large daily trading range, at least two limit-up events over a 500-day lookback, and at least one daily gain of 10% or more during the latest 25 trading days. The post provides formula sketches and a Python…
This stock screen combines a sector filter for metaverse-related companies with a positive return condition and a closing price between the middle and upper Bollinger Bands. The cited indicator uses a 20-period window and two standard deviations. The…
This Chinese-equity screening proposal combines three conditions: RSI below 65, a daily gain above 1%, and main-board listing status. It further requires large-order net buying above 0.05 hundred million yuan for at least three days. The rationale offered is…
This Chinese equity screen combines a buying-pressure threshold above 5%, a weekly K-line crossing above the 30-week line, and more than two limit-up days during the previous ten days. The article interprets these conditions as signs of investor demand, a…
This Chinese equity screen combines three conditions: a 14-period RSI below 65, unchanged 30-day high and low values compared with the prior session, and an opening price less than 6% above the previous close. The article frames the morning price cap as a…
This screening rule selects A-shares associated with the robotics concept, with daily high-to-low amplitude above 1%, circulating market capitalization below 10 billion yuan, and a positive return. The article gives both indicator-style and Python examples,…