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
The article presents five principles for short-term stock trading: prominent stocks may attract liquidity despite looking expensive; near-term prices reflect the balance of buying and selling shaped by expectations and sentiment; traders should seek gaps…
This document describes a stock screen combining turnover, parent-company net profit growth, and a moving-average trend filter. It selects shares with turnover between 3% and 12%, year-over-year net profit growth above 20% and at most 100%, and a 20-day…
DayMomentum is a momentum indicator whose calculation period adjusts automatically according to the number of bars in the current day. It is described as suitable for chart intervals ranging from one minute to one day, with the intended use being intraday…
The article proposes a short-term equity screen based on amplitude above 1, three consecutive prior daily gains that are not limit-up moves, and large-order net inflow during the afternoon. It interprets amplitude as a sign of an active security and…
This strategy uses a market regime filter built from momentum across 11 sector and style ETFs. It measures each ETF against a 25-day moving average and treats the broad market as showing momentum when at least six ETFs qualify. The portfolio buys small-cap…
This short-term A-share screen focuses on stocks classified in the metaverse theme. It seeks names with an opening gain below 6% and a current high equal to the highest high across two days, combining a thematic universe with a near-term price strength…
The document describes a daily stock screen for Chinese main-board shares. It selects non-ST stocks with turnover between 3% and 12%, a daily gain above 1%, and more than one year since listing. The stated rationale is to combine active trading and positive…
The document briefly describes a Color Schaff DeMarker Trend Cycle indicator. It characterizes the indicator as a Schaff Trend Cycle variant built from the difference between two DeMarker oscillators using different periods. This provides a high-level…
This screen selects stocks in the metaverse sector that recorded a limit-up event within the previous 25 days and have year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%. It also specifies selecting…
The document outlines a Chinese equity screening rule that combines a metaverse sector filter, a closing price above the 250-day moving average, and a positive product of price change and a large-order net-volume measure. The stated interpretation is that…
This brief description presents a variation on the stochastic indicator. Instead of relying on the usual signal line, it uses normalized zones to help identify the prevailing trend and assess how much strength may remain in a trend change. The document…
This short-term stock screen combines three signals: a high-low range greater than one, a shortening negative MACD histogram on a 15-minute chart, and at least one limit-up move during the past month. The document interprets the range as a sign of…
This stock-selection proposal focuses on companies classified in the metaverse sector. It selects stocks that experienced a limit-up move within the prior 25 days and whose current close is above the previous day’s low. The post describes selecting…
This Chinese equity screen selects stocks with turnover between 3% and 12%, displayed first-level bid volume greater than ask volume, and a weekly five-period moving average crossing above the ten-period average. The note describes these filters as proxies…
This stock selection approach filters for shares associated with the metaverse theme, then checks for an upward-sloping 30-day moving average and sorts qualifying names by a measure of individual stock interest. The article presents this as a way to combine…
This Chinese stock-screening note combines three ideas: rank stocks by volume ratio as a proxy for fund strength, require the previous day's adjusted turnover rate to exceed 8%, and look for a shortening MACD histogram on a 15-minute chart. It presents the…
This Chinese stock-selection note combines a turnover-rate range of 3% to 12% with a reversal pattern and a signal described as the start of a major advance. Its example formula adds a close-above-moving-average condition and platform-specific filters. The…
This short-term equity screen combines a large daily range, a recent strong up day, elevated current volume, and an opening price above the prior close. The stated lookback is 25 trading days for the strong-gain condition. The article describes the…
The indicator estimates the relative strength of a selected currency from the closing prices of seven currency pairs that contain it. A zero reference line represents the average over a configurable period, and a colored histogram is intended to make the…
This stock screen combines an amplitude threshold with simultaneous crossovers among three moving-average pairs and at least one limit-up event during roughly the prior month. It is presented as a way to find shares showing strong recent movement and…
This document describes a daily stock screen combining price movement and a basic valuation condition. It selects stocks with amplitude above 1, at least two limit-up events within the prior 500 days, and a positive P/E ratio. The rationale is that recent…
This China-stock screen combines three conditions: turnover between 3% and 12%, appearance on the previous day’s Dragon-Tiger list, and a 20-day moving average above the 120-day moving average. The post frames turnover and the market activity list as…
This Chinese equity screen combines three conditions: at least five moving averages are described as converging, the tradable share float is no more than 5.5 billion shares, and the ten-day return is positive but below 35%. The article frames this…
This equity screen targets stocks in the metaverse sector that recorded a limit-up move within the prior 25 days and whose opening price falls between 2% below and 5% above the reference close. The post describes selecting candidates before 10 a.m. for…