Robot-Theme Stock Screening with Amplitude, Market Cap, and RSI

Summary

The document describes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and a six-period RSI below 65. It gives example implementations in indicator-formula syntax and Python, and says the screen is intended to identify smaller robotics-related companies with price movement while applying a momentum indicator filter.

The author cautions that technical signals and an industry theme can obscure company fundamentals and broader market conditions. RSI does not predict direction with certainty, and market sentiment can amplify volatility. Suggested refinements include adding fundamental and market-trend inputs, applying risk controls, and diversifying across industries. The document provides no backtest results or performance evidence, and its market-cap field units and platform-specific code should be verified before use. The examples are screening logic rather than a complete trading system.

Key ideas

• The screen requires amplitude above 1%, robotics-concept membership, circulating market capitalization below 10 billion yuan, and RSI below 65.
• The examples calculate amplitude relative to the low price and use a six-period RSI.
• The author recommends combining technical conditions with fundamentals and market trends.
• Industry concentration, sentiment shifts, and uncertain RSI signals are stated risks.
• The document gives no backtest or live performance evidence.

Tags

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