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 document proposes a Chinese stock-selection screen focused on companies associated with the robotics theme. Its initial criteria are daily amplitude above 1%, circulating market capitalization below 10 billion yuan, and return on equity above 15% in…
This document describes a short-term A-share stock screen that excludes Beijing-listed shares, selects stocks with turnover between 3% and 12%, and looks for upward ordering of five moving averages, from the 5-day through the 120-day average. It explains the…
The proposed stock screen combines three signals: daily amplitude above one percent, a reversal or engulfing-style pattern appearing within the recent three-session window, and pre-open auction buying volume from large and very large orders above seven…
This proposed A-share screen selects stocks whose turnover rate is between three and twelve percent, whose codes begin with 60, and whose previous-day turnover exceeds eight percent. The code example retrieves daily basic data, applies these filters, then…
This A-share stock screen combines three conditions: daily high-low amplitude above one percent, a closing price of 18.5 yuan, and the 20-day moving average above the 120-day moving average. The moving-average comparison is intended to select stocks with a…
This post describes a stock-selection screen that combines daily price amplitude above 1, at least one limit-up event during the prior month, and a 2019 dividend ratio above 25%. It frames the conditions as a blend of price movement, recent market attention,…
This proposed stock screen combines price activity with a float-size constraint. It seeks stocks with amplitude above 1%, a three-session limit-up streak ending the previous day, and circulating shares no greater than 5.5 billion. The post’s suggested…
This proposed stock screen combines elevated price movement with a sector-related condition. It looks for amplitude above 1%, at least one daily gain of 10% or more during the preceding 25 trading days, and a link to beverage or alcohol imports and exports.…
This stock screen combines three conditions: daily high-to-low amplitude above 1%, a dividend yield associated with 2019 above 25%, and a rising K value in the KDJ oscillator. The accompanying examples describe calculating amplitude from high, low, and open…
This stock-selection proposal combines volatility and momentum conditions to find Chinese equities with pronounced price movement. Its initial screen looks for an amplitude threshold, at least one daily gain of 10% or more during the recent 25 trading days,…
This Chinese A-share screening idea selects stocks with a daily high-low range above 1%, a newly formed KDJ crossover, and a concentration measure below 70%. The post interprets a wide range as elevated volatility and the crossover as improving market…
This proposed Chinese equity screen combines three filters: daily turnover between 3% and 12%, an appearance on the previous day’s 龙虎榜 (a list highlighting unusual trading activity), and external volume exceeding internal volume by a ratio above 1.3. The…
The document describes a daily Chinese-equity stock screen combining price action, trading activity, market capitalization, and profitability. The proposed filters require an intraday range above 1% relative to the prior close, market capitalization below 10…
This Chinese-language post describes a stock screen combining a relative strength index below 65, the product of price change and net large-order volume, and positive returns. Its stated aim is to find stocks with favorable technical readings, buying flow,…
This proposed stock screen selects shares with price amplitude above 1%, excludes Beijing-labeled A-shares, and requires a “today control” indicator above a stated threshold. The document supplies example formulas for these conditions and a Python-style…
This stock-selection rule combines three filters: daily price amplitude above 1%, data from 2021, and a reversal or engulfing-style condition. The document describes the reversal condition through comparisons of smoothed percentage changes in recent closing…
This Chinese-language post describes a short-term stock screen combining a minimum daily amplitude, a daily decline constrained to a narrow interval, and a reversal candle pattern. The stated pattern requires the current session to open below the previous…
This stock-selection idea combines three conditions: daily amplitude above one, evidence of main-fund control on the previous day, and a rising price base. It is intended to find volatile shares attracting large investors while still near a possible trend…
This Chinese equity screening example combines a metaverse classification and a beverage and alcohol import/export industry classification with price, valuation, and trend conditions. The final screen requires a positive latest price change, a price-to-book…
This post proposes screening stocks for at least five overlapping moving averages, a rounded or arc-shaped price pattern, and a gain greater than zero but below 35% over ten days. The author interprets moving-average convergence as possible short-term…
This post outlines an A-share screening approach combining three short-term signals: buying share above 5%, an auction-period price change between -2% and 5%, and more than two limit-up sessions during the prior ten days. The intended target is stocks…
This Chinese-language post describes a simple stock screen: select shares with an amplitude above 1, listed for more than a year, and remove those that hit the daily price limit on the previous day. It presents range as a measure related to price movement…
This post describes a stock screen combining three conditions: daily high-low range above 1% of the prior close, a code beginning with 60, and a 2019 dividend ratio above 25%. It explains the range filter as a way to select more volatile stocks, the code…
This stock-selection approach ranks candidates by capital strength, described through activity measures such as turnover and volume ratio, and combines that ranking with two price filters: the 20-day moving average must be above the 120-day average, while…