Robot-Themed Stock Screening with Turnover, Float Size, and MACD

Summary

This Chinese stock screen selects companies associated with robotics, with a turnover rate between 3% and 12%, circulating market value below 10 billion yuan, and a positive daily MACD reading. It also describes sorting qualifying stocks by closing price. The rationale is to combine a short-term momentum signal with liquidity and theme filters, while limiting the universe by company size.

The document warns that MACD can favor short-term strength at the expense of longer-term trends, and may admit stocks with weak fundamentals. It recommends adding financial and industry analysis and applying risk controls. It offers example screening expressions and Python code, but the code has apparent data and implementation inconsistencies, and the document provides no backtest, performance evidence, or validation of the stated rationale. Treat the screen as a starting hypothesis rather than an established strategy.

Key ideas

• The screen combines a robotics theme filter with turnover, circulating market value, and daily MACD conditions.
• A positive MACD is used as a short-term price momentum filter.
• The stated turnover range is 3% to 12%, and the circulating market value limit is below 10 billion yuan.
• The document cautions that a short-term indicator can miss stronger long-term candidates or select stocks with poor longer-term prospects.
• No performance results are supplied, and the sample implementation should be checked before use.

Tags

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