Robot-Theme Stock Screen with Small Float Value and Opening Filters

Summary

The document describes a Chinese-equity screen for stocks associated with the robotics theme. Its criteria include an amplitude above 1%, circulating market value below 10 billion, and a limited price movement around the 9:25 opening observation. The accompanying discussion presents the screen as a way to find robotics-related shares without an excessively large early move, and offers example implementations in indicator syntax and Python.

The stated rationale and implementation are not fully consistent: the initial rule refers to a 9:25 gain below 6%, while the proposed revision compares the high-low difference with 6% of the closing price. The text also gives no backtest results or evidence that the screen predicts returns. It notes that results may depend on market conditions and interest in the robotics theme, and suggests adding valuation criteria or adapting filters to the market environment.

Key ideas

• The screen combines a robotics theme, circulating market value, amplitude, and an opening-time price condition.
• The stated market-value ceiling is below 10 billion.
• The initial opening filter and the revised high-low formula are described differently.
• The document provides example implementation logic but no performance evidence.
• Market conditions and theme popularity may affect the screen's usefulness.

Tags

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