A-Share Robot-Concept Screen with Price Range, Market Cap, and Positive Return Filters

Summary

This screening rule selects A-shares associated with the robotics concept, with daily high-to-low amplitude above 1%, circulating market capitalization below 10 billion yuan, and a positive return. The article gives both indicator-style and Python examples, and says the selected names can be ranked by a heat or popularity measure. It frames amplitude as a sign of trading activity, the concept label as an industry filter, market capitalization as a size constraint, and positive return as a recent price-strength condition.

The article provides no backtest, benchmark, selected-stock examples, or evidence that the combination is profitable. Its description calls the inputs fundamental factors, though amplitude and recent return are price-based measures. The code also applies the amplitude test across available observations, which may not match a single-day screen, and the write-up's wording around the capitalization threshold is inconsistent in places. It suggests adding valuation and trend measures, but gives no rules for how to set or validate them.

Key ideas

• The screen requires robotics-concept membership, amplitude above 1%, market capitalization below 10 billion yuan, and positive return.
• The example code computes amplitude from the high and low prices and return from consecutive closing prices.
• The article suggests ranking qualifying stocks by a heat measure.
• It proposes adding valuation, price-trend, and volume-price filters as possible refinements.
• No backtest or performance evidence is provided, and some code details may differ from a single-day interpretation.

Tags

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