Robot-Themed Stock Screening by Range, Turnover, and Float Value

Summary

This stock screen combines four filters: daily high-low amplitude above 1, prior-day turnover between 3% and 28%, a robotics concept classification, and circulating market capitalization below 10 billion yuan. The document gives example formulas and Python-style guidance for applying the conditions, but it does not report a backtest, performance figures, or evidence that the screen improves returns.

The accompanying discussion warns that concentrating on one concept or prevailing market conditions can expose the selection to risk. It also notes that companies passing the screen may differ substantially in development stage and financial health, and suggests adding fundamental measures and considering stocks across market segments. The examples require adaptation to the chosen data source and its field definitions; the turnover calculation shown may not correspond exactly to actual turnover as described. Treat this as a screening recipe, not a validated trading strategy.

Key ideas

• The screen selects robotics-concept stocks with amplitude above 1 and circulating market value below 10 billion yuan.
• It requires prior-day turnover to fall between 3% and 28%.
• The document provides sample formula and data-processing approaches but no performance evaluation.
• It identifies concept concentration and differences in company fundamentals as risks.

Tags

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