Method & Disclaimer
This site archives internal desk research produced by Starr Quant Lab in the course of market-making and market analysis. It is a byproduct of that work — not a public stock-picking or advisory service.
How the reports are produced
Four Chinese-language reports are generated automatically every trading day: a pre-market brief and a market recap, for both the A-share and US markets. Reports are published as written, including their own corrections, conflicting-source notes and explicit “no reliable data” gaps.
Verification tiers
- ★ Primary-verified — filings and financial APIs checked line by line.
- △ Secondary-verified — key facts confirmed, no financial API pulled.
- ○ Unverified — news and tape evidence only; scoring is capped for these names.
US reports do not carry this tier system, so the dimension is simply not shown on those pages.
Scoring frame
| Dimension | Range |
|---|---|
| Source authority | 0–15 |
| Catalyst directness | 0–20 |
| Earnings elasticity | 0–15 |
| Moat & fundamentals | 0–15 |
| Expectation gap | 0–10 |
| Persistence | 0–10 |
| Trading profile | 0–10 |
| Risk deduction | 0 至 −15 |
Scores are a subjective ordinal scale, not a measurement. Read them as three bands — 75+ / 60–74 / 50–59.
Disclaimer
This site is an archive of internal desk research produced as a byproduct of market-making and market analysis. It is not investment advice and is not an offer or solicitation to buy or sell any security. Reports are generated by an automated pipeline and may contain stale information or supply-chain mapping errors; they must not be used directly as a basis for trading.