Robot-Theme Stock Screening with a Low K-Value Filter

Summary

The document describes an equity screen combining daily amplitude above 1%, membership in the robotics concept, circulating market capitalization below 10 billion yuan, and a 20-period stochastic-style price position below 20. It provides formula and Python examples, and presents the low K reading as a possible oversold or rebound condition. The screen is framed for medium- to long-term investors.

The document offers no backtest, performance evidence, or trading rules for entries and exits. It cautions that technical filters alone omit company fundamentals and other risks, and suggests adding valuation and industry measures or further indicators. The code example also ranks candidates by heat, but this does not establish that ranking as predictive. The selection conditions therefore serve as a screening idea rather than a validated strategy.

Key ideas

• The screen combines robotics-theme membership and a circulating market-cap ceiling with an amplitude threshold.
• A 20-period price-position reading below 20 is treated as a possible oversold signal.
• The examples show how to express the conditions in indicator and Python form.
• The document provides no performance testing and warns that technical filters omit fundamental and other risks.
• It proposes adding valuation, industry, and additional technical measures to refine selection.

Tags

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