Chinese Robot-Themed Stock Screen with a Moving-Average Trend Filter

Summary

This Chinese equities screen combines a price-range threshold with a robot-industry theme, a market-cap ceiling, and a moving-average trend condition. It seeks stocks with amplitude above 1, circulation market capitalization below 10 billion, and the 20-day moving average above the 120-day average. The article frames the longer-versus-shorter moving-average relationship as a way to favor stocks with an upward trend, while the industry and capitalization filters narrow the eligible universe.

The document provides example indicator logic and Python-style pseudocode for combining the conditions, but reports no backtest or measured returns. It identifies several limitations: technical filters can omit fundamental considerations, concentrated selections can expose the portfolio to losses in an individual stock, and strict criteria may exclude suitable candidates. Suggested refinements include adding fundamental analysis, setting risk controls through money management, and loosening the screen. The examples depend on market data and platform-specific functions, so their formulas and units require verification before practical use.

Key ideas

• The screen combines amplitude, robot-theme membership, a market-cap limit, and a moving-average trend filter.
• It requires the 20-day moving average to exceed the 120-day average as a trend condition.
• The article flags missing fundamental analysis and weak single-stock risk controls as limitations.
• Strict screening conditions may leave out stocks that could otherwise be considered.
• The examples demonstrate implementation ideas but provide no performance evidence.

Tags

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