Screening 2021 Robot-Concept Stocks by Amplitude and Float Market Value
Summary
The post describes a stock screen combining four conditions: daily amplitude above one percent, a 2021 trading date, membership in the robot concept group, and circulating market capitalization below ten billion yuan. It provides equivalent examples in a Chinese stock-screening formula and Python-style filtering logic. The post characterizes amplitude as a volatility filter and the concept and market-value conditions as ways to focus on potentially growth-oriented smaller companies.
No backtest results or selected-stock performance are presented, so the rationale remains an assertion rather than demonstrated evidence. The author notes that the screen may perform poorly in weak markets, that robot-related stocks can be affected by policy and technology developments, and that the conditions may exclude other worthwhile stocks. Suggested improvements include adding fundamental or technical filters, applying stop-loss and diversification measures, and regularly testing and revising the selection logic. The screen is a selection rule, not a complete trading or portfolio-management system.
Key ideas
- The screen combines amplitude, year, robot-concept membership, and circulating market value filters.
- The post supplies both a formula-style specification and Python-style filtering logic.
- It provides no backtest evidence for the screen's performance.
- The author identifies weak-market conditions and sector-specific developments as risks.
- Additional analysis, risk controls, and periodic evaluation are suggested.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.