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-language note presents an A-share stock screen combining three conditions: RSI below 65, the ratio of buy-initiated to sell-initiated trading volume above 1.3, and a rising 30-day moving average. It also shows a market-capitalization range in…
The post outlines a Chinese-equity screening heuristic based on price amplitude, ranking stocks by the day’s auction amount, and requiring a minimum listing age. It frames amplitude as a volatility measure, auction amount as a sign of activity, and listing…
The post presents a Chinese-equity screening idea that combines a relative strength index filter with a range for tradable market capitalization and dividend-related criteria. Its initial description refers to a historical dividend proportion, while its…
This document outlines a stock screen based on three conditions: price amplitude above 1%, MACD crossing above its zero line, and listing age exceeding a specified period. The proposed interpretation is that a wider trading range signals activity, a positive…
This document describes a Chinese stock selection rule combining turnover, daily price movement, and a short-term moving average. It screens for stocks with turnover between 3% and 12%, a daily gain above 1%, and price above the five-day moving average. The…
This Chinese-language post describes a stock screen for the metaverse industry. It combines bullish crossovers in MACD and two moving-average pairs (5 versus 10 periods and 5 versus 20 periods) with an opening-price condition: the open must be within 6% of…
This stock-screening proposal combines several filters: rank stocks by a capital-strength measure from high to low, exclude special-treatment stocks, select before 10 a.m., apply a named five-step limit-up method, and require the 30-day moving average to be…
This stock-selection article proposes screening for amplitude above 1%, positive price-to-earnings ratio, and a 20-day moving average above the 120-day moving average. It interprets the amplitude condition as indicating trading activity, positive earnings as…
This Chinese stock screen combines daily amplitude above 1%, membership in a robotics concept group, and circulating market capitalization below 10 billion yuan with a requirement that price lows show a rising pattern. The article describes higher successive…
This stock-selection rule screens Chinese equities for turnover between 3% and 12%, a rising DEA-related signal, and a MACD value below zero two sessions earlier. The stated rationale combines recent trading activity with an improving signal, while using the…
This Chinese stock-screening note describes filtering out specially treated shares and looking for stocks with a price range above 1, a recent five-session closing high, and an opening auction return between -2% and 5%. It presents the conditions as a…
This Chinese stock-screening note describes selecting shares with an intraday high-low range above 1, turnover between 2% and 9%, and a daily increase in position or trading activity above 5%. It frames the conditions as a technical screen for market…
This screening rule selects stocks using three conditions: an amplitude greater than the stated threshold, a daily control indicator above its threshold, and an opening price near the ten-day moving average. The accompanying formulas calculate and cap a…
This stock-screening note proposes selecting companies in the metaverse sector that had a limit-up session within the preceding 25 days and have market capitalization above the stated threshold. It ranks qualifying stocks by market capitalization and frames…
The document describes a stock screen requiring daily price movement above a stated amplitude threshold, a nonempty name for an outstanding convertible bond, and an RSI reading below 65. It presents the bond condition as a possible signal of corporate…
The document proposes an A-share stock screen combining daily price amplitude, a closing price of 18.5 yuan, rising DEA, profit growth above 30%, market capitalization below 10 billion yuan, and a volume-based liquidity threshold. It presents the technical…
This Chinese equity screen seeks stocks whose daily range exceeds a threshold, that have recorded three consecutive limit-up sessions by the prior day, and whose concentration measure is below a specified level. The article interprets the range as a sign of…
This A-share screening idea combines three conditions: at least five moving averages converge, the stock’s ten-day gain is positive but below a stated upper bound, and its indicated pre-open gain is limited. The convergence is presented as a sign of price…
This article proposes a Chinese stock screen based on high daily price range, at least one daily gain of 10% or more within the prior 25 trading days, and a listing-age condition. It frames these filters as a way to find active, strong-performing shares,…
This article describes a Chinese equity screen combining daily amplitude above a threshold, large-order net volume above a threshold on three consecutive days, and a rising MTI pattern intended to identify the start of a strong advance. The stated rationale…
This Chinese stock-selection post describes screening for turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a weekly five-period moving average crossing above the ten-period average. It presents the combination as a way…
This article reviews seven methods for classifying active mutual funds as skilled, unskilled, or zero-alpha, with emphasis on how their accuracy changes when return histories are short. It describes a four-factor alpha benchmark, multiple-testing…
The post describes a stock-screening rule that combines a positive MACD reading with a share price below 12 yuan, market capitalization no greater than 10 billion yuan, and positive net income. Its stated rationale is to combine technical strength with…
This post outlines a stock screen requiring daily amplitude above 1, turnover between 2% and 9%, and at least one limit-up event within the prior 25 days. The rationale is to combine price movement, trading activity, and recent market attention. It includes…