Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
12,226 documentos
This Chinese-market stock screen combines three conditions: turnover between 3% and 12%, a positive product of the current day's price change and net large-order volume, and a prior-day 9:15 matching price at the limit-down level. The accompanying…
This post proposes a short-term stock screen combining three conditions: membership in the metaverse theme, a positive institutional-flow indicator, and a threshold for the share of positions increased that day. It frames the criteria as a way to focus on a…
This note describes a short-term Chinese equity screen using a price-range threshold, current trading volume above a minimum, a higher open, and a volume ratio between specified bounds. It explains the volume ratio as current volume relative to a ten-period…
This note presents a Chinese stock screen based on a daily range greater than a threshold, a rising price bottom, and ranking by net large-order flow. The accompanying formulas express these conditions as an amplitude test, a comparison of recent lows, and a…
This note describes a Chinese equity screening rule combining MACD above its zero line, positive price change multiplied by very large order net flow, and an opening gain below a threshold. Its proposed refinement raises the opening-gain ceiling. The…
This proposed A-share screen targets stocks in the metaverse theme with yesterday’s turnover above 8%, a high ranking in large-order net flow, and a high market-cap ranking. The final rule specifies the top 20% on both net-order flow and total…
This A-share stock screen looks for daily amplitude above 1%, tradable shares no greater than 5.5 billion, and no limit-up on the previous day. The article frames these conditions as a way to identify actively moving, smaller-float stocks that have not just…
This A-share selection rule combines turnover between 3% and 12%, an external-to-internal trade ratio above 1.3, and at least one limit-up within the previous 25 days. The document describes the combination as a way to focus on actively traded stocks with…
This A-share stock screen selects stocks with daily amplitude above 1%, at least one limit-up in the prior 25 days, and a negative MACD DIF value from two days earlier. The document provides both indicator-formula and Python examples, with the latter…
The document describes a Chinese equity screening idea combining price amplitude, ranking by net large-order flow, and a positive price-to-earnings ratio. It presents amplitude as a way to focus on more active stocks, large-order flow as an indicator of…
The document describes a Chinese equity screen that combines a daily high–low range threshold, return on equity above 15% for each of five years, and afternoon large-order net inflows. It frames the range condition as a way to select more active shares, the…
The document describes a Chinese stock screen combining price range, large-order net volume ranking, and a daily maximum decline bounded between 4% and 5%. The rationale is to identify stocks under short-term pressure that might rebound, with a ranking based…
The document outlines a Chinese equity screening idea that ranks stocks by trading activity, excludes stocks whose indicated 9:25 price gain is 6% or more, and requires revenue in 2021 to exceed revenue in 2018 by a stated ratio. It explains these filters as…
The post outlines a rules-based stock screen using three filters: price amplitude above 1, circulating market capitalization above 10 billion yuan, and a volume-ratio range above 1.5 but below 6. It presents the combination as a way to select stocks with…
This stock screen selects shares with a daily range above a stated threshold, at least two limit-up moves during the preceding 500 days, and a current low below the previous day’s low. The article interprets the range and historical limit-up conditions as…
The document presents a Chinese-market equity screen for stocks classified in the metaverse industry. It requires a bullish MACD crossover, a 5-day moving average crossing above both the 10-day and 20-day averages, and at least one daily gain of 10% or more…
The document describes a Chinese-market stock screen combining three conditions: rank stocks by volume ratio and retain the top 100, require the opening price to be near the 10-day moving average, and require the close to be above the 30-day average. It…
This note describes a Chinese stock screen requiring an RSI below 65, greater displayed buy-side than sell-side volume at the best quote, and an issuance year of 2021. It presents RSI as a price-momentum measure and the order-book comparison as a gauge of…
This note proposes a Chinese stock screen using three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and free-float shares no greater than 5.5 billion. It frames amplitude as a measure of…
This note describes a Chinese A-share screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires MACD to have been below zero two days earlier. It presents the filters as a way to combine trading activity with a…
The post describes a short horizon stock screen combining daily range, a “morning star” pattern, and a bounded opening price change. Its stated thresholds are amplitude above 1%, with opening change between −5% and 2.6%; the accompanying formula also limits…
This Chinese-language post sketches a stock selection approach that ranks shares by trading activity, using volume and turnover as proxies for capital strength, and also considers share price. It proposes selecting highly ranked stocks on these measures,…
This Chinese-language post outlines an equity screening rule that ranks stocks by volume ratio and selects the top 100. It also proposes comparing rolling 7-day and 30-day moving averages, describing the filter as requiring the shorter average to be above…
This note presents a Chinese stock screen using two short-term conditions: a daily increase in the share of positions held above 5% and an opening-auction return between -2% and 5%. It also limits the stated sample period to 2021. The document interprets the…