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
The document proposes an A-share stock screen combining daily price range, convertible-bond information, and the opening price relative to the 10-day moving average. Its stated conditions require a range above one percent, a nonempty convertible-bond name,…
This post proposes a short-term A-share stock screen requiring a large daily high-low range, an indication of prior-day main-fund control, a daily gain above a stated threshold, and main-board listing. It presents the combination as a way to find stocks with…
This stock screen combines a daily price-range threshold, a recent three-session winning streak, and a bullish weekly moving-average crossover. The article’s original description refers to stocks that had three consecutive limit-up sessions on the prior day,…
This stock-selection screen combines three conditions: market capitalization at or below 10 billion yuan, positive net profit, and a close above the average of the 5-, 10-, 20-, 30-, and 60-day moving averages. It also excludes stocks that closed at the same…
The article explains risk-adjusted performance measurement through the Sharpe ratio and its benchmark-relative counterpart, the Information ratio. It describes the Information ratio as excess portfolio return over a benchmark divided by the variability of…
This tutorial builds a multi-index rotation strategy using nine Chinese equity index ETFs as proxies for different market sectors. It ranks each index by its return from twenty sessions earlier to the latest close, then selects the strongest index if that…
The post outlines a Chinese stock screen combining a turnover rate between 3% and 12% with consecutive down sessions. It frames the setup as a way to find stocks facing pessimistic sentiment that might present rebound opportunities. The article includes…
The post describes a Chinese equity screening idea that selects stocks with positive but capped ten day price gains, then ranks candidates by capital strength. It additionally proposes a refined filter requiring market capitalization above a stated…
This proposed stock screen combines a minimum price range, ranking by large-order net volume, and a bounded measure involving prior turnover and current auction volume relative to the previous session's volume. The document describes the intent as selecting…
The document outlines an A-share stock screen combining membership in the metaverse theme and a beverage-related import/export category with a price-change filter capped below six percent at the market open. It gives a corresponding category and price…
This stock-selection method focuses on the metaverse sector and looks for a newly formed KDJ golden cross alongside convergence among five moving averages. It describes screening before 10 a.m. for stocks that are trading that day. The accompanying examples…
This Chinese equity screen selects stocks with amplitude above 1 that appeared on the prior day's public trading activity list and have a positive return on the current day. The note presents these filters as a combination of short-term volatility, market…
This Chinese stock-screening note combines three conditions: price amplitude above 1, exclusion of stocks that hit the daily limit the previous day, and a shortening MACD histogram on a 15-minute interval. It frames the amplitude and prior limit-up filters…
This stock selection method filters for turnover between 3% and 12%, an opening price within roughly 5% of the 10-day moving average, and money-flow volume greater than its prior reading. The post frames the last condition as ranking or selecting for…
This community post sketches a stock trading approach that combines Bollinger Band entry signals with an ATR-based trailing exit. The author also discusses SuperTrend as a way to define entries or stops, and describes using a separate stock-selection signal…
This market-timing approach applies a modified MACD with parameters 20, 60, and 3 on 60-minute and 5-minute charts. It classifies bullish conditions as both lines above zero with a bullish crossover, and bearish conditions as both below zero with a bearish…
This proposed Chinese equity screen combines a price-movement filter, evidence of a large daily gain during the previous 25 trading days, and a selected company type. The intended logic is to find volatile stocks with a history of strong short-term…
This stock selection note combines three filters: a daily price range above 1%, a tradable share count no greater than 5.5 billion, and a high price described as the highest over two days. It presents the range filter as a way to find active shares, the…
The document outlines a Chinese stock selection rule combining three conditions: intraday amplitude above 1, a top-five rank by current opening-auction amount, and a positive “control” condition. It describes that last condition in terms of the day's…
The document proposes screening Chinese stocks in the metaverse industry by ranking them on the current day's opening-auction amount and focusing on the top five. It then applies a second filter: yesterday's turnover rate multiplied by the ratio of current…
This research summary compares periodic rebalancing with buy-and-hold for portfolios combining stocks and bonds. It reports that monthly rebalancing can lag buy-and-hold when stocks trend strongly relative to bonds, because rebalancing sells some of the…
The document describes a Chinese stock screen that selects shares with daily amplitude above 1, turnover between 2% and 9%, and floating market capitalization between 5 and 10 billion yuan. It presents these filters as a way to focus on stocks with notable…
This A-share screen combines amplitude above 1 with a prior-day 9:15 matched auction price at the limit-down level. It further requires market capitalization below 10 billion yuan, positive earnings, and exclusion of stocks marked ST. The document provides…
This A-share screening rule looks for stocks with RSI below 65, an outside-volume to inside-volume ratio above 1.3, and a close positioned between the Bollinger middle band and upper band. The combination is intended to select stocks with moderate momentum,…