Chinese Robot-Theme Stocks Screened by Volatility and Three Losing Days
Summary
The document outlines a Chinese equity screen combining daily amplitude above 1%, robot-sector membership, circulating market capitalization below 10 billion yuan, and three consecutive down sessions. It gives example indicator logic and Python-style code for applying the filters, and suggests adding valuation, profitability, trend, or machine-learning checks before selecting stocks. The examples also include price-to-earnings and return-on-equity thresholds, though these are not part of the stated core screen.
The document offers no backtest, performance data, or evidence that the conditions predict returns. It warns that consecutive declines may not suit every stock and that sector labels and market capitalization do not establish business quality. The code and units may require verification: in particular, the sample capitalization threshold should be checked against the stated 10-billion-yuan limit, and the amplitude formula is expressed as a ratio. Treat this as a screening concept requiring validation and further fundamental review, not as a demonstrated strategy.
Key ideas
- The core screen combines amplitude above 1%, robot-sector classification, small circulating market capitalization, and three consecutive declining sessions.
- The document proposes adding financial and technical filters to assess companies and price behavior.
- It provides example implementations but does not report a backtest or return evidence.
- Small-cap stocks and consecutive-loss filters can carry risks, and the sample code's threshold units warrant verification.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.