Chinese Robot Stock Screen Using Turnover, Float Value, and Price

Summary

The document describes a China A-share screening rule for main-board stocks. It selects robot-concept names with turnover between 3% and 12%, circulating market value below 10 billion yuan, and a close above the prior day’s low. The stated rationale combines liquidity and size filters with a simple price condition intended to capture upward movement.

It provides a screening expression and a Python example that filters stocks and checks recent daily close and low data. The article does not present backtest results, benchmark comparisons, or a defined portfolio construction and trading schedule. Its code also contains apparent data-field and unit inconsistencies, and the example uses a fixed historical date range, so it should not be treated as a validated implementation. The author notes that market swings and price behavior create risk, and suggests combining the screen with other technical and company performance measures.

Key ideas

• The screen targets main-board stocks identified with the robot concept.
• It requires turnover from 3% to 12% and circulating market value below 10 billion yuan.
• The price condition is a close above the previous session’s low.
• The article offers example screening logic but no evidence of historical or live performance.
• The proposed filters can be supplemented with technical indicators and company performance analysis.

Tags

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