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12,226 dokumenter
This Chinese equity screen combines MACD above zero, upward divergence of the day’s moving averages, and net inflow from large orders during the afternoon. The note interprets these conditions as trend strength and buying pressure. Its illustrative formulas…
This Chinese equity screen selects stocks after each trading-day close when MACD is above zero, price-to-earnings ratio is positive, and closing prices have risen across three consecutive sessions. The note frames positive MACD as a sign of strength,…
This note describes a Chinese equity screen combining three conditions: at least five moving averages converge at a similar price, recent return is positive, and the 30-day moving average is rising. The convergence is interpreted as several trend measures…
This stock selection rule combines a daily turnover range of 3% to 12%, a newly formed KDJ golden cross, and prior-day auction turnover above 0.26. The article frames the turnover range as a way to select active stocks, the KDJ crossover as a momentum or…
This stock-screening proposal combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a five-year record of return on equity above the stated threshold. The rationale is to pair…
This overview describes alpha as a return opportunity identified by studying historical data and relationships among market, company, macroeconomic, and text information. It outlines a research cycle: develop an economic rationale and measurable signal,…
This post proposes screening stocks with a large daily range that appeared on the previous day’s trading leaderboard, then keeping names whose close is above the Bollinger middle band and below the upper band. It presents the combination as a way to focus on…
This post describes a technical stock screen requiring daily amplitude above a threshold, a morning-star candlestick condition, and a platform metric labeled today’s control above a threshold. It characterizes the metric as a measure related to a stock’s…
This Chinese-language post describes an equity screen that combines membership in the metaverse concept group with a close above the previous day’s low and a positive daily MACD reading. The author frames the conditions as a blend of thematic exposure, price…
This stock screen combines three conditions: price amplitude above 1, turnover greater than 2% but below 9%, and a 2019 dividend payout ratio above 25%. The post presents the criteria as a way to find shares with trading activity and a history of substantial…
This stock screen combines a turnover range with an IPO-year filter and a comparison of company revenue across two years. It selects stocks with turnover between 3% and 12%, listed in 2021, whose 2021 revenue exceeded 1.1 times their 2018 revenue. The…
The post asks whether a backtesting or simulation setup's commission setting includes the stamp tax charged on stock sales in mainland China. The author says that, for frequent portfolio turnover, this tax could materially reduce estimated returns compared…
The document proposes an A-share screen using daily price amplitude above one percent, a share price of 18.5 yuan, and positive institutional movement. It presents the combination as a way to select volatile stocks at a chosen price level with favorable…
The document describes an A-share stock screen that combines daily price amplitude greater than one percent, a positive weekly MACD reading, and a positive price-to-earnings ratio. It frames the conditions as a blend of volatility, short-term upward…
This proposed A-share stock screen combines a 14-period RSI below 65, a condition involving daily percentage change multiplied by a five-day large-order net-flow measure, and a current low below the prior day's low. The author frames the falling-low…
This Chinese-language post describes an equity screening rule that combines a daily price-range threshold, afternoon large-order net inflows, and a measure labeled “today’s control” above a stated threshold. Its rationale is that a wider range may indicate…
This Chinese-language post presents a short-term stock selection screen using three conditions: turnover ratio between 3% and 12%, opening price near the 10-day moving average, and intraday range of at least 1% of the opening price. The opening-price…
This A-share screening idea combines technical and fundamental filters: RSI below 65, parent-company net profit growth above 20% and no more than 100%, and upward-diverging moving averages. The article’s example implementation further screens out…
This document describes a stock screen combining three signals: a positive but limited ten-day return, the prior day's price above its 250-day moving average, and a measure of daily position increases above 5%. It interprets the position-change measure as a…
This document presents a Chinese equity screening idea focused on stocks in the metaverse industry. It selects companies with a volume ratio between 1.5 and 6, market capitalization above 200 million, and a relative-strength ranking among the top 100. The…
This note outlines an A-share selection process that filters for stocks with an amplitude above 1, excludes ST-designated stocks, and selects before 10 a.m. It then applies a five-session limit-up-style rule and ranks the remaining names by individual stock…
This note describes a stock screen that combines an intraday range threshold, at least one limit-up session in a recent lookback period, and current trading volume equal to at least 5% of circulating shares. The stated rationale is that larger ranges may…
This document explains a trend-regime indicator that applies a one-sided cumulative sum test to price deviations from a Hull moving average. Separate accumulators track persistent positive and negative residuals; a drift allowance suppresses small…
This Chinese stock-selection post starts with three signals: daily amplitude above 1, a positive weekly MACD histogram, and afternoon large-order net inflow. Its final proposed rule adds valuation and profitability filters: price-to-earnings below 20,…