A Robot-Themed Small-Cap Screen with Weekly Candle Filters

Summary

This post proposes screening Chinese stocks for daily amplitude above 1%, a robot-related concept, circulating market capitalization below 10 billion yuan, and a weekly candle condition described as a sufficiently tall red bar. It presents example screening expressions and a Python-style sketch that also calculates moving averages, volume averages, and stochastic values, though the stated selection rule does not clearly use most of these calculations. The intended use is short- to medium-term stock selection based on theme, size, volatility, and a technical price pattern.

No backtest, performance figures, or validation of the screen are provided. The weekly-bar condition is described as subjective and difficult to standardize, and the post warns that technical-only selection can miss company fundamentals and be affected by market or policy changes. It suggests defining the pattern more objectively with indicators such as MACD or KDJ and adding fundamental and industry measures. The code sketch and formula should be checked carefully before use because their conditions do not map cleanly to the verbal description.

Key ideas

• The proposed screen combines daily amplitude above 1%, robot-theme membership, market capitalization below 10 billion yuan, and a weekly candle filter.
• The weekly red-bar threshold is left to the user's judgment, making the rule difficult to standardize.
• The examples include technical calculations, but they do not consistently correspond to the stated filter.
• The post provides no backtest or evidence that the screen improves returns.
• It recommends adding objective technical definitions, company fundamentals, and industry context.

Tags

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