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 research notebook outlines a simple test of whether stocks with stronger prior returns tend to earn higher returns next day. It measures momentum from prices over a twelve-month window while omitting the latest month, then computes next-day returns. The…
This stock screen combines a 14-period RSI below 65 with three consecutive sessions where the close is below the open. It also requires at least one daily gain of 8% or more during the prior 25 trading days. The article first describes a 10% gain threshold,…
This report compares ways to measure similarity among funds, including cosine similarity, Euclidean distance, and return correlations. It argues that the choice of measure should follow the intended meaning of “similar”: resemblance in holdings structure,…
This stock-selection screen combines a turnover ratio between 3% and 12%, an opening price within 5% of the 10-day moving average, and a chart pattern described as a rounded arc. The article interprets the shape as a possible rising trend and the turnover…
This stock screen combines three conditions: the share price’s 20-day moving average must be above its 120-day moving average, the stock must have been listed for more than 20 days, and today’s buying-volume share must exceed 5%. The document presents this…
This short-term stock screen combines a daily position-share increase above 5%, positive institutional direction, and a 15-minute MACD histogram whose negative bars are becoming shorter. The article interprets the flow measures as signs of buying interest…
This A-share screen starts with main-board stocks in the robotics theme, excludes special-treatment shares, and applies a circulating market-cap ceiling of 10 billion yuan alongside a turnover range of 3% to 12%. It then calls for a five-step limit-up…
This A-share stock screen combines three signals: today’s increase in position share is above 5%, auction-phase net buying by major participants is positive, and the stock has recorded more than two limit-up sessions within the prior ten days. The stated…
This post describes a Chinese equity screen combining positive institutional activity, a threshold for the day's increase in holdings, and a 2021 date filter. It interprets the holding-change measure as a sign of buying interest and positive institutional…
This Chinese-language post describes a stock screen that ranks shares by trading activity, requires positive price-to-earnings ratios, and selects stocks with at least two limit-up sessions in a ten-day window. It interprets high trading activity as a sign…
This stock screen combines trading activity, company size and profitability, and price trend. It ranks stocks by trading volume, selecting the 100 with the highest volume over an unspecified period; restricts the universe to firms valued below 10 billion…
This Chinese stock-screening idea combines three conditions: a market capitalization below 10 billion yuan, no recent company losses, and a prior-day 9:15 matching price at the daily limit down. It also requires the stock’s increase in holdings for the…
This note describes a Chinese equity screen that looks for stocks with at least two limit-up events within a 500-day window, excludes stocks that hit the limit-up on the previous day, and requires a minimum daily price range. The stated aim is to find…
This note presents a Chinese equity screen that ranks stocks by capital strength, keeps those with positive institutional activity, and requires the 20-day moving average to exceed the 120-day average. The moving-average comparison is intended to represent a…
This note describes a Chinese equity screen that combines a high dividend ratio in 2019, net inflows from large orders in the afternoon, and a daily increase in holdings above a stated threshold. It interprets the filters as capturing dividend distributions,…
This note outlines a Chinese equity screen combining at least five overlapping moving averages, positive returns, and a shortening MACD histogram on a 15-minute chart. It frames moving-average alignment as a sign of trend agreement, positive returns as…
This document outlines a technical screen for stocks with at least five clustered moving averages, codes beginning with 60, and shrinking MACD histogram bars on a 15-minute chart. It interprets moving-average overlap as short- and medium-term alignment and…
This document proposes screening stocks by requiring an RSI below 65, a positive price-to-earnings ratio, and a gain at the 9:25 opening stage below 6%. It presents the opening move as a way to exclude unusually sharp early advances, while RSI and valuation…
This document presents a Chinese equity screen based on reported earnings growth, a historical dividend payout ratio, and a measure of current buying activity. Its final criteria also include a market-capitalization floor and a price-to-earnings ceiling. The…
This document describes a Chinese equity screen combining turnover, industry classification, and recent price movement. It selects beverage and alcohol import-export stocks with turnover between 3% and 12% and three consecutive down days. The accompanying…
This stock-selection example combines three filters: membership in the metaverse theme, positive main-player net buying during the auction, and an auction price change between -2% and 5%. The accompanying explanation treats theme exposure as a hot-sector…
This note outlines a Chinese equity screen combining RSI, free-float market capitalization, and a weekly moving-average trend signal. It selects stocks with RSI below 65, free-float market value between 5 billion and 10 billion yuan, and a weekly close…
This note describes a short-term Chinese equity screen using three measures of trading activity: an intraday high-low range above 1, turnover greater than 2% but below 9%, and prior-day auction turnover above 0.26. The proposed rationale is to identify…
This note presents a short-term Chinese equity screen for stocks classified in the metaverse industry. It looks for a KDJ bullish crossover alongside positive day-over-day slopes in the 5-, 10-, and 20-day moving averages. The suggested selection time is…