A China Stock Screen Combining Turnover, Robot Theme, Small Float Value, and Limit-Down

Summary

The post describes a proposed screen for main-board Chinese stocks. It combines a turnover-rate band, membership in the robotics concept, float market value below a stated threshold, and a prior-day 9:15 matching price at the daily limit down. The author frames the last condition as a possible rebound-trading signal because it selects stocks that have undergone a sharp decline. The post also sketches an implementation using stock and daily-market data, then suggests adding fundamental, industry, and company outlook considerations.

The document provides selection criteria and implementation examples, but no backtest, return data, or risk-adjusted evidence. Its discussion acknowledges that the screen relies on a narrow set of factors and may select volatile stocks. The example code and verbal rules should be checked for consistency and data-field availability before use; the post does not establish that its interpretation of the matching-price condition is correctly implemented or that the screen is investable after costs and trading constraints.

Key ideas

• The screen combines turnover, robotics concept membership, float value, and a prior-day limit-down condition.
• The author suggests the sharp decline may be used to seek a rebound.
• The post recommends considering additional company and industry information.
• No backtest or performance evidence is provided, and the selected stocks may be volatile.
• The code's fields and implementation should be validated against the stated screening rules.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.