Screening Chinese Robot Stocks by Range, Market Cap, and Recent Limit-Ups

Summary

This proposed Chinese equity screen selects stocks associated with the robotics concept, with circulating market capitalization below 10 billion yuan, daily high-to-low range above 1%, and a limit-up event during the prior month. The article presents both a formula-style reference and a Python sketch, and sorts selected names by a heat ranking. It also includes a filter intended to exclude special-treatment stocks.

The screen combines a range condition with theme, size, and recent price-event filters. The author notes that relying on these conditions can miss useful technical indicators such as moving averages and fail to account for company fundamentals or trading circumstances, and suggests adding those considerations. No backtest results or risk-adjusted performance evidence are provided. There is also a potential implementation gap: the example’s limit-up expression checks a close-price threshold, but the text does not show a rolling one-month lookback in that calculation. The stated screening idea and the code should therefore be validated before use.

Key ideas

• The screen combines a daily range threshold with a robotics theme and a circulating market-cap ceiling.
• It seeks stocks that have had a limit-up event during the preceding month.
• The examples also include a special-treatment exclusion and a heat-ranking sort.
• The article warns that the filters omit other technical and fundamental considerations.
• The code sketch does not clearly implement the stated one-month lookback for limit-up events.

Tags

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