Robot-Concept Stock Screen by Turnover, Float Value, and Listing Board

Summary

This Chinese equity screen selects stocks with turnover between 3% and 12%, membership in the robotics concept, and float market capitalization below 10 billion yuan, while excluding the STAR Market. The post frames the constraints as a way to narrow the candidate universe and provides a formula-style reference and a Python example. The code is not fully reliable as written: its listing-status filter does not transparently implement the stated non-STAR exclusion, and some referenced fields may not be present in the described data source.

No backtest, historical sample, or return evidence is provided, so the screen is a set of selection criteria rather than an established strategy. The author notes that a popular robotics theme can attract speculative buying and that excluding the STAR Market may omit potential candidates. Suggested additions include other technical measures, fund flows, company financials, and operating data. Users would need to verify data definitions and point-in-time availability, especially for concept membership and turnover, before testing the rule.

Key ideas

• The proposed universe has turnover from 3% to 12%, robotics-concept membership, float capitalization below 10 billion yuan, and excludes STAR Market stocks.
• The screen combines trading activity, a thematic classification, and a size constraint.
• The article supplies example implementation references but no backtest or performance evidence.
• The Python listing-status condition does not clearly match the stated exclusion of STAR Market stocks.
• The author flags theme-driven speculation and the possibility of missing candidates by excluding a market board.

Tags

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