Robot-Themed Small-Cap Stock Screen After a Moderate Daily Decline

Summary

This post outlines an equity screen for stocks with amplitude above 1, a daily percentage decline between four and five percent, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. The conditions combine price movement, an industry-theme classification, and company size to select candidates for further consideration. The post includes example formulas and Python-style code to illustrate implementation.

The author cautions that the screen may overlook company fundamentals and long-term prospects, while robotics-related shares can be affected by economic and policy changes. Suggested refinements include adding profitability, growth, and financial-health measures and considering industry and macroeconomic context. No backtest, historical sample, or performance results are provided. The screen describes candidate selection only; it does not specify entry timing, exits, position sizing, or portfolio-level risk controls.

Key ideas

• The screen selects robotics-themed stocks with amplitude above 1 and a daily decline between four and five percent.
• It also requires circulating market capitalization below 10 billion yuan.
• Example formulas and code are provided as implementation references.
• The author warns that the screen may omit fundamentals and long-term prospects.
• No backtest results, entry rules, or risk-management instructions are supplied.

Tags

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