Robot-Theme Stock Screening with Turnover and Order-Flow Filters

Summary

This Chinese-language post presents an equity screening rule for stocks associated with robotics. It combines a turnover-rate band of 3% to 12%, a stated circulating market-cap ceiling below 10 billion yuan, and a high ranking by large-order net flow. Its example workflow filters daily market data, joins the results to concept membership and company information, then sorts eligible stocks by the order-flow measure.

The post explains that order-flow readings may reflect short-term inflows and outflows and can be distorted by market conditions. It also warns that narrow theme and size constraints may exclude other candidates, and suggests adding fundamental measures such as valuation and return on equity. The material offers a screening recipe and sample implementation references, but no backtest, portfolio returns, or evidence that the screen predicts future performance. Data definitions and unit conversions should also be checked before applying the filters.

Key ideas

• The screen combines a robotics theme, a 3% to 12% turnover band, and a circulating market-cap limit.
• Stocks are ranked by a large-order net-flow measure to prioritize stronger readings.
• The example workflow joins daily turnover, theme membership, market-cap, and order-flow data.
• Order-flow measures can vary with market conditions and may give unreliable selection signals.
• The post suggests adding fundamental factors and reassessing restrictive theme and size limits.

Tags

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