A-Share Screen for Robot Stocks with a Morning Star Signal
Summary
This note describes a Chinese A-share stock screen combining four conditions: daily high-to-low amplitude above 1%, membership in the robot concept, circulating market capitalization below 10 billion yuan, and a morning-star-style condition associated with Kute Intelligence. It gives example formula and Python implementations and suggests ranking selected stocks by heat.
The screening logic mixes a volatility filter, a thematic classification, a size limit, and a candlestick-related signal. The document offers no backtest results or evidence that the combination predicts returns. It cautions that the screen omits sector and policy context, and suggests adding broader market, macroeconomic, and capital-flow factors. The code examples have implementation ambiguities, so the signal definition and data handling would need independent validation before use.
Key ideas
- The screen requires daily high-to-low amplitude above 1%.
- It limits candidates to robot-concept stocks with circulating market capitalization below 10 billion yuan.
- A morning-star-style condition is included, though its formula may not fully capture the named pattern.
- The document provides sample formula and Python implementations but no performance evidence.
- It identifies omitted sector and policy factors as sources of risk.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.