Robot-Theme Stock Screening by Amplitude and Float Market Capitalization

Summary

This Chinese stock-screening note proposes combining price amplitude, robot-sector membership, and circulating market capitalization. Its final revised rule selects robot-related shares with amplitude above 1% and float capitalization between 10 billion and 100 billion yuan. It also presents indicator-formula and Python examples, including a heat-based ranking, but reports no backtest or performance evidence.

The post’s initial rule is internally inconsistent: it pairs a capitalization below 10 billion yuan with one above 100 billion yuan, while its explanation and code shift the lower bound to 10 billion. The examples also differ in how they implement the filters. The author identifies dependence on market attention and screening choices as risks, and suggests adding fundamental and technical measures or adjusting selections as conditions change. The screen is therefore a rough candidate-generation method, not evidence that the selected stocks will outperform.

Key ideas

• The revised screen combines robot-sector membership with amplitude above 1%.
• It narrows circulating market capitalization to a range between 10 billion and 100 billion yuan.
• The note suggests ranking candidates by market heat, but offers no results validating that ranking.
• Its original capitalization bounds conflict, and the examples implement the criteria differently.

Tags

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