Robot-Themed Chinese Stock Screen with Market-Cap and Range Filters

Summary

This post describes a Chinese stock screen based on daily amplitude, circulating market capitalization, and association with a robotics concept. Its narrative specifies amplitude above 1, a market-cap threshold above 10 billion yuan, and a cap below 10 billion yuan, which are mutually inconsistent. The accompanying indicator formula instead expresses a range from 100 to below 10,000 in its stated cap units, checks a security identifier prefix as a robotics proxy, and uses the prior session’s high-to-low ratio. The Python example also checks robotics-related text and daily high-low data, but its field names and filters do not cleanly match the narrative.

The post says the screen aims to find volatile stocks with robotics exposure and discusses risks from small-cap instability, concept-driven market behavior, and missing fundamental analysis. It suggests adding valuation or other industry filters. It provides no backtest results, precise reconciliation of the conflicting market-cap conditions, or clear evidence that the identifier prefix reliably identifies robotics firms. The screen should be treated as an incomplete candidate filter rather than a validated strategy.

Key ideas

• The proposed screen combines a daily range condition, market capitalization, and robotics-concept exposure.
• The written market-cap thresholds conflict because they require capitalization both above and below the same level.
• The indicator formula and Python example use different approaches to identify eligible stocks.
• The post notes risks from small-cap instability, concept exposure, and omitted fundamentals.
• No performance evidence or validation of the robotics classification method is provided.

Tags

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