Robot-Theme Small-Cap Stock Screening with Moving-Average and Momentum Filters

Summary

The document proposes screening Chinese equities for stocks with daily amplitude above 1%, a robotics theme, circulating market capitalization below 10 billion, and at least five overlapping moving averages. It then adds a rising MACD condition and an oversold KDJ crossover, and suggests ranking qualifying stocks by a composite score or heat ranking. Example snippets are presented as ways to express the filters in platform-specific tools.

The article identifies gaps in the initial screen, including its lack of financial measures and broad market context, and warns that overlapping moving-average signals may concentrate selections in a small number of stocks. It recommends weighting moving averages by period and combining technical indicators with fundamental data. These are proposed rules rather than validated findings: the document provides no backtest, performance data, precise definition of moving-average overlap, or evidence that its example code implements the stated conditions consistently.

Key ideas

• The initial screen combines price amplitude, robotics classification, market capitalization, and moving-average overlap.
• The proposed extension adds rising MACD and a low KDJ reading with an upward crossover.
• The article suggests using a weighted composite score to rank stocks that pass the filters.
• It warns that omitted financial and market factors and concentrated selections can increase risk.
• The document offers no performance evidence, and its overlap condition is not precisely defined.

Tags

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