Robot-Themed China Stock Screen Using Volatility, Limit-Ups, and Float Value
Summary
This Chinese equities screen selects robot-concept stocks with a specified amplitude threshold, at least two limit-up moves within a 500-day lookback, and circulating market value below 10 billion yuan. It combines a volatility-related price measure, prior sharp gains, an industry concept, and a size cap. The document gives formula references and sample Python screening logic, while suggesting that subindustry, fundamental measures such as valuation and return on equity, and multiple time horizons could refine the approach.
No backtest or return evidence is reported. The article notes that industry conditions and policy can change, and that combining technical and fundamental criteria requires careful analysis. The sample code and formulas may need implementation review: the text’s amplitude definitions differ, and the sample data logic does not clearly demonstrate a consistent 500-day limit-up count. The screen is therefore a research starting point rather than a tested strategy.
Key ideas
- The screen targets robot-concept stocks with amplitude above its stated threshold and at least two limit-up events over 500 days.
- It also caps circulating market value at 10 billion yuan.
- The article suggests adding valuation, return on equity, and other technical measures for further screening.
- It provides formulas and sample code but reports no backtest or return evidence.
- Industry changes and inconsistencies in the example implementation limit how directly the screen can be applied.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.