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This screening rule selects stocks when the reported buying-activity ratio exceeds 5%, the day’s maximum decline lies between 4% and 5%, and the ten-day return is positive but below 35%. The post treats the three filters as short-term buying cues: activity…

This stock screen combines three conditions to form a candidate pool: more than two limit-up days within ten days, a shortening MACD histogram on a 15-minute chart, and RSI below 65. The stated rationale mixes recent market attention, represented by limit-up…

This Chinese stock-selection post describes a screen combining three conditions: an amplitude measure above a threshold, a 9:25 price gain below a ceiling, and a rising DEA line from MACD. The stated rationale is to combine a measure of price movement with a…

The article proposes a Chinese equity screen restricted to the metaverse industry. It looks for stocks opening near or above their ten-day moving average, then ranks candidates using a measure combining the session’s price change with large-order activity.…

This research summary argues that banks should be modeled separately in equity selection because their asset-heavy business structure and distinctive price behavior can make factors selected across the full market less effective within the sector. It…

This document describes a Chinese equity screen using three conditions: daily price range above a threshold, share price below a ceiling, and a 2019 dividend ratio above a threshold. It frames the screen as a mix of technical behavior and dividend…

This document describes an A-share screen for stocks with turnover between 3% and 12%, seven consecutive declining sessions, and a volume ratio between 1.5 and 6. The volume ratio is calculated against a five-session average. The article presents the pattern…

This document presents an A-share stock screen using turnover between 3% and 12%, total market capitalization below 10 billion yuan, positive earnings, and tradable market capitalization between 5 billion and 10 billion yuan. The formula also orders…

This document describes a Chinese equity screen combining daily price range, past limit-up activity, and a weekly trend signal. It selects stocks with amplitude above 1, at least two limit-up days in the preceding 500 trading days, and a weekly red-bar…

This Chinese-language post outlines an equity screen that combines daily price range, five years of return on equity above 15%, and prior-day actual turnover between 3% and 28%. It presents the mix as a way to select shares with price movement, sustained…

This stock screen combines a metaverse theme classification, positive net buying attributed to major participants during the auction, and a technical trend condition. The article’s explanation and final selection rule specify that the previous close should…

The document describes a Chinese stock selection screen that combines a turnover-rate range, a listing-year condition, and the presence or absence of an outstanding convertible bond name. Its stated final rule selects stocks with turnover between 3% and 12%,…

This post outlines an equity screen requiring a minimum daily high-low range, positive afternoon large-order net flow, and a positive daily MACD value. It treats the range as a sign of trading activity, the order-flow measure as an indication of capital…

The document describes a stock screening idea that combines a recent increase in buying activity, an outside-to-inside trading volume ratio above a threshold, and a shrinking green histogram on a 15-minute MACD display. The proposed interpretation is that…

This proposed stock screen combines a daily amplitude condition with a 15-minute MACD histogram condition: the histogram must remain below zero while becoming less negative. It also excludes stocks that closed at the daily limit-up level on the previous day.…

This proposed stock selection method combines a minimum daily price range with two short-term flow conditions: large-order net inflow in the afternoon and positive net buying by major participants during the opening auction. It then selects the candidate…

This Chinese A-share stock screen combines a metaverse industry filter with two activity signals: a stock must have appeared on the market’s “Dragon-Tiger” list the previous day, and its count of institutional research visits over the past week must rank…

This Chinese stock screen combines three conditions: daily amplitude above 1, a positive ten-day return below 35, and prior-day auction turnover above 0.26. The article frames these as filters for volatility, moderate recent gains, and short-term trading…

This stock-selection recipe screens for shares with amplitude above 1 and a daily control measure above 21, then requires three technical indicators to show simultaneous golden crosses. The article describes amplitude and the control measure as proxies for…

This stock screen targets companies in a designated metaverse category whose latest close is above the prior close, with bullish conditions from MACD and moving averages. The final rules require DIF above DEA, a five-day average crossing above the ten-day…

The document outlines a Chinese equity screen for stocks in the metaverse sector, using circulating market capitalization and historical returns as filters. Its initial description says to require market capitalization above a stated threshold and positive…

The document describes a Chinese stock selection screen combining a daily price range above 1% of the opening price, a high trading-volume threshold, and a positive opening gap. It frames these filters as a way to find active, liquid stocks where market…

The proposed stock-selection process ranks shares by volume ratio and keeps the top 100, then filters for a stated maximum circulating share count and an upward 30-day moving-average condition. The post explains these as proxies for trading interest, smaller…

The document describes an equity screen seeking stocks with an intraday range of at least 1%, turnover above 2% and no more than 9%, volume above 10,000 lots, and an opening price close to the high. It frames these conditions as filters for volatility,…