A Robotics-Themed Small-Cap Screen Using Range and Control Activity

Summary

This equity screen requires a daily high-low range above 1%, a robotics concept classification, circulating market capitalization below 10 billion yuan, and a reported daily control measure above 21. The article describes the control measure as an indicator of the balance between rising and falling stocks during the session, intended to reflect market direction and activity. Its example code also substitutes observable volume and main-fund-flow conditions for this control threshold and sorts selected shares by a heat ranking.

The screen is not supported by reported backtests or measured returns. The article notes that the control measure may be difficult to standardize and sensitive to market conditions, and that the screen omits company performance and other risks. It proposes using more objective volume or capital-flow measures alongside fundamentals and industry trends. The code examples therefore illustrate a screening idea, but leave ambiguity about the exact indicator definition and consistent implementation.

Key ideas

• The screen combines price range, robotics classification, a market-cap ceiling, and a daily control measure.
• The article interprets the control measure as a gauge of broad intraday direction, but says it may be subjective.
• Its Python example uses volume and fund-flow filters in place of the stated control threshold.
• No performance evidence is reported, and company fundamentals are not part of the original screen.

Tags

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