Robot-Theme Stocks Screened by Turnover and Order-Book Imbalance

Summary

This A-share screen selects stocks associated with the robotics concept, with float market value below the stated cap and turnover between 3% and 12%. It also requires first-level bid volume to exceed first-level ask volume, using that imbalance as a rough sign of buying interest. The post describes the concept classification and size limit as additional selection criteria, then gives formula and Python examples for filtering candidates.

No backtest or return evidence is provided, and the post acknowledges that the screen omits other technical and fundamental factors. The order-book condition is only a snapshot-style indication of displayed interest; the document does not discuss persistence, execution, or whether that imbalance predicts subsequent performance. Its code examples also have data-field and calculation inconsistencies, including a market-value field mismatch and a MACD calculation that is not clearly used in the final selection. The stated thresholds and inputs should therefore be checked against the actual data source before evaluation.

Key ideas

• The screen combines a robotics theme, a float market-value ceiling, and a specified turnover band.
• It requires displayed best-bid volume to exceed best-ask volume as a buying-interest filter.
• The post provides no evidence that these conditions produce positive returns.
• Its example code contains inconsistencies that could affect replication.

Tags

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