A-Share Screen for Robot-Themed Stocks Using Turnover and Price Filters

Summary

The document describes a Chinese A-share screening strategy that combines daily turnover, the opening price relative to the 10-day moving average, robot-sector membership, and a circulating-market-value ceiling. Its stated criteria select stocks with turnover between 3% and 12%, an open within about 5% of the 10-day average, robot-concept exposure, and circulating value below 10 billion yuan. It also provides example formula logic and a Python-style implementation for applying the screen.

The rationale is to combine trading activity and short-term price behavior with a thematic exposure and a smaller-company filter. The author flags that the market-value cap can exclude larger firms and that the robot theme may be volatile and uncertain, suggesting fundamental and technical filters as possible additions. The document gives no backtest, benchmark, transaction-cost analysis, or evidence of returns; the sample code’s data fields and screening implementation would need validation before use.

Key ideas

• The screen requires turnover between 3% and 12% and an opening price near the 10-day moving average.
• It restricts candidates to robot-themed companies with circulating market value below 10 billion yuan.
• The rationale combines trading activity, short-term price behavior, theme exposure, and company size.
• The author identifies small-company concentration and thematic volatility as risks.
• The document offers example implementation logic but no performance or transaction-cost evidence.

Tags

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