Robot-Theme Stock Screening with Volatility, Size, and Trend Filters

Summary

This Chinese stock screen combines four conditions: daily amplitude above 1%, membership in a robotics concept group, circulating market value below 10 billion, and the previous close above its 250-day moving average. The document provides example implementations in a stock-screening formula and Python-style data workflow, then describes the moving-average comparison as a way to identify shares with stronger price trends.

The author cautions that the screen uses few signals, may be overly restrictive, and cannot avoid sudden market shocks. Suggested refinements include adding capital-flow measures, considering industry trends and fundamentals, and diversifying across markets and asset types. These are proposals rather than tested enhancements: the document reports no backtest, performance results, or evidence that the filters improve selection. The code examples also require adjustment to the data source and strategy, and the stated threshold and capitalization units should be checked against the platform's conventions.

Key ideas

• The screen selects robotics-theme stocks with amplitude above 1% and circulating market value below 10 billion.
• It requires the previous closing price to exceed the 250-day moving average.
• The document suggests adding capital-flow, industry, and fundamental information to broaden the selection process.
• The author identifies narrow criteria, a small candidate pool, and sudden shocks as risks.
• No performance testing or results are provided.

Tags

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