Robot-Themed A-Share Screen with Small Float Value and Turnover Filters

Summary

This A-share screen selects stocks associated with a robotics concept, with daily amplitude above 1%, circulating market value below 10 billion yuan, and prior-day actual turnover between 3% and 28%. The article treats amplitude as a sign of activity, the concept and smaller float value as narrowing criteria, and turnover as a liquidity check. It provides formula and Python references, but they contain inconsistencies: for example, the code’s capitalization threshold is not clearly expressed in yuan, and the title’s turnover range differs from the rule in the body.

The author cautions that the screen can overemphasize technical data and ignore fundamentals, that a tight turnover range may exclude candidates, and that short-term trades remain vulnerable to unexpected events. Suggested refinements include combining technical and fundamental factors and considering macroeconomic and policy conditions. The document gives no backtest, return, or risk statistics, and it does not specify entries, exits, or position sizing. It should be read as a stock-selection concept, not a validated trading system.

Key ideas

• The written screen combines robotics-concept membership, amplitude above 1%, and circulating market value below 10 billion yuan.\nIt filters for prior-day actual turnover between 3% and 28%.\nThe article presents turnover as a liquidity consideration and warns that turnover limits can narrow the candidate pool.\nIt recommends considering fundamentals and broader market conditions.\nThe title and code references contain ambiguities, and the document reports no backtest or performance evidence.

Tags

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