Robot-Themed Small-Cap Stock Screening with Turnover and Fund-Flow Filters

Summary

The document describes a Chinese stock-selection screen for main-board companies associated with the robotics theme. It filters for daily turnover between 3% and 12%, circulating market value below 10 billion yuan, and a large-order net-flow measure above 0.05 for at least three consecutive days. The stated rationale is that sustained positive large-order flow may indicate buying pressure and potential strength. It also suggests adding moving averages or MACD as further technical filters.

The post provides platform query examples and a Python sketch, but the code does not clearly implement the stated multi-day condition: it uses a single dated flow query, references a different flow field, and includes data-field assumptions that may not be available as written. No backtest, return series, or risk-adjusted evidence is supplied. The author notes that the screen omits fundamentals, industry conditions, and broader market direction, and cautions that flow measures can fluctuate and should not be treated as a complete investment process.

Key ideas

• The screen combines a robotics theme, a turnover range, a circulating market-value ceiling, and positive large-order flow.
• The proposed flow filter requires the threshold to hold for several consecutive days.
• The author interprets persistent positive flow as possible evidence of buying pressure, while acknowledging that it can fluctuate.
• The examples do not demonstrate strategy performance, and the sample code appears inconsistent with the stated multi-day rule.
• Fundamentals, industry conditions, and overall market direction are identified as omitted considerations.

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