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 note proposes selecting Chinese stocks with a 14-period RSI below 65, turnover between 3% and 12%, and more than two limit-up days during the preceding ten trading sessions. The combination is intended to focus on shares with recent sharp advances and…
This article translates an investor’s concentrated value approach into a quantitative stock-selection framework. It seeks companies with reasonable valuations, durable operating performance, substantial insider ownership, and share prices below their recent…
This note describes a simple A-share stock screen combining a daily high-low range above 1%, a closing price of 18.5 yuan, and seven consecutive sessions in which the close is lower than the prior close. It frames the range as a volatility filter, the price…
This proposed stock screen combines daily amplitude above 1%, a closing price of 18.5 yuan, and at least two limit-up events within a 500-day window. The article frames the conditions as a way to find volatile stocks with signs of favorable market sentiment.…
This stock screen combines a turnover-rate range of 3% to 12%, a pattern described as a reversal or engulfing move, and positive institutional fund flow. The accompanying discussion treats turnover as a way to filter trading activity and institutional flow…
This equity screen looks for stocks with daily amplitude above 1, a weekly 5-period moving average crossing above the 10-period average, and first-level bid volume greater than first-level ask volume. The stated rationale is that the amplitude condition…
This stock selection rule combines three signals: RSI below 65, the product of price change and net volume from very large orders being positive, and a rising alignment of the 5-, 10-, 20-, and 60-day moving averages. The provided Python example also…
This Chinese-language post proposes screening stocks in the metaverse industry for a rounded-bottom pattern and simultaneous bullish conditions in MACD, KDJ, and Bollinger Band measures. The stated filter checks positive MACD components, elevated K and D…
This Chinese-equity selection idea filters stocks associated with the metaverse theme, requiring prior-day actual turnover to fall between 3% and 28% and share capital to exceed the stated threshold of 200 million. The note describes turnover as a measure of…
This note describes a Chinese-equity screen that combines a price-amplitude threshold, simultaneous bullish crosses among three moving averages, and exclusion of stocks that hit the prior day's upper price limit. Its example uses short, medium, and longer…
This post proposes a stock-selection screen combining a market-cap ceiling, companies described as having no losses, a rounded price pattern, and at least five moving averages. Its stated process checks whether price trades among the selected averages, then…
This Chinese-language post describes a daily stock screen for mainland China main-board shares. It selects stocks with an intraday amplitude above 1, a session low more than 4% but less than 5% below the previous close, and a daily gain above 1. The…
This Chinese-language post outlines a stock-selection screen based on turnover of 3% to 12%, a positive return over ten days below 35%, and exclusion of stocks marked ST. It proposes running the selection before 10 a.m. and combining the filters with a named…
This stock selection method combines a daily price amplitude threshold and a measure of changes in controlling shareholders with trend filters. The initial screen asks for amplitude above 1, a control measure above 21, and the previous close above its…
This stock selection note combines three filters: today’s position increase share must exceed 5%, net buying by major participants during the opening auction must be positive, and the stated 2019 dividend ratio must exceed 25%. The accompanying explanation…
This A-share screening proposal ranks stocks by capital strength and filters for a positive 10-day return below 35% and more than two limit-up days within the same 10-day window. The post presents capital strength as a proxy for investor attention, the…
This proposed A-share screen looks for stocks with MACD above its zero line, positive price change combined with positive net flow attributed to very large orders, and an upward-sloping 30-day moving average. The post frames MACD as a trend signal, order…
This Chinese A-share screening proposal combines three filters: at least five moving averages are described as coinciding, market capitalization is capped at 10 billion yuan, and the company must have reported no loss and a 2019 dividend payout ratio above…
This Chinese stock screen combines a daily range greater than 1%, a current low below the previous day’s low, and more than two limit-up sessions within ten days. The article interprets repeated limit-ups as a sign of market attention and potential further…
This Chinese equity screening proposal selects main-board stocks whose MACD is above zero and whose price has gained more than 1% on the day, while restricting company establishment dates to 2021. The article explains each condition as a way to combine…
This proposed Chinese equity screen ranks stocks by reported capital inflows, keeps those with a circulating market value above 10 billion yuan, and looks for a shortening MACD histogram on a 15-minute chart. The combination is intended to identify liquid,…
This Chinese stock-screening note combines three conditions: a high dividend ratio recorded for 2019, a prior-day opening auction price at the limit-down level, and a reported increase in position share above a stated threshold. It interprets the position…
This Chinese stock-screening note describes a short-term filter combining strong reported fund flow, a high current trading volume, a higher opening price, and repeated limit-up sessions over the recent period. The intended interpretation is that these…
This screen combines three conditions: at least five moving averages overlapping, no limit-up session on the prior day, and the 20-day average above the 120-day average. The document interprets moving-average overlap as agreement among shorter and…