Screening Chinese Robot Stocks by Turnover, Float Value, and Moving Averages

Summary

This proposed Chinese main-board stock screen combines a 3% to 12% turnover range, membership in the robotics concept group, floating market capitalization below 10 billion yuan, and an upward relationship between short moving averages. Its sample formula expresses the trend condition as the five-day average exceeding the ten-day average. The Python example filters daily turnover, identifies robotics concept constituents, screens float value, and merges the conditions.

The article describes the rule as a blend of trading activity, theme membership, company size, and price trend, but supplies no backtest or performance results. It cautions that the screen omits fuller company and industry fundamentals and uses a short time horizon. There is also a mismatch between the prose, which describes moving averages spreading upward, and the example, which only compares two averages. The suggested improvement is to add broader market, sector, and fundamental analysis and assess a longer period.

Key ideas

• The screen targets robotics concept stocks with turnover between 3% and 12% and float value below 10 billion yuan.
• Its example trend filter requires the five-day moving average to exceed the ten-day average.
• The document provides sample screening logic but no historical performance evidence.
• The author warns that the short-term rule omits broader fundamental and industry analysis.

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