A-Share Screen for Metaverse and Robotics Themes
Summary
The proposed screen combines membership in metaverse and robotics themes with a circulating market value below 10 billion yuan and an opening gain under 6% at 9:25, as represented in the article's formula. The rationale is to focus on smaller companies in themes associated with future growth while avoiding stocks that have already risen sharply at the opening. The article includes formula and Python examples, though the code adds further conditions, including profitability and valuation checks.
No backtest, selected-stock list, or return analysis is supplied. The article acknowledges that theme labels and simple size and price filters may miss companies or include weak candidates, while smaller firms can have liquidity and governance risks. It proposes adding fundamentals, volatility, risk measures, industry rotation, and macroeconomic context. The stated conditions and example implementations do not align perfectly, and the historical date handling is tied to 2021, so the rule would need clarification and data validation before use.
Key ideas
- The screen targets stocks tagged with both metaverse and robotics themes.\nIt applies a circulating market value ceiling of 10 billion yuan.\nIt uses an opening gain below 6% at 9:25 as a price filter.\nThe article provides no performance evidence and notes risks from simple filters and smaller-company liquidity.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.