Robot-Concept Stock Screening by Amplitude, Float Value, and Company Type
Summary
The document outlines a Chinese stock screen combining daily price amplitude above 1%, robot-concept membership, circulating market value below 10 billion yuan, and a company-nature condition. It sketches how to express those filters in a stock-screening formula or a Python-style data workflow, then suggests adding fundamental and technical checks and setting exit levels.
It offers no backtest, performance figures, or precise definition for the company-nature filter; the example leaves that value as a placeholder. The market-value threshold also depends on units and data-provider conventions, so the code example should not be assumed to implement the stated 10-billion-yuan cutoff correctly. The proposal is best read as a rough screening idea, not evidence of a profitable strategy. Concept exposure, small-cap liquidity, policy shifts, and speculative trading can all affect results.
Key ideas
- The proposed screen combines price amplitude, robot-concept classification, circulating market value, and company type.
- The document gives formula-style and Python-style sketches for applying the filters.
- It recommends adding financial and technical criteria and defining risk exits.
- The company-type condition is unspecified, and no historical performance evidence is provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.