Screening Chinese Robot Stocks by Turnover, Market Cap, and Limit-Up Streak

Summary

This note describes a Chinese equity screen for robot-concept stocks with a float market value below 10 billion yuan, turnover between 3% and 12%, and a three-session limit-up streak. It frames the streak as a way to find recently active stocks and orders qualifying names by turnover. The post also sketches a data workflow using stock concept membership, market capitalization, and daily trading data.

The author warns that a screen centered on short-term market enthusiasm can encourage chasing prices and carry substantial risk. The selection logic does not establish that the criteria predict returns, and no performance results or validation are provided. The accompanying sample code appears inconsistent with the stated screen: it uses different turnover bounds and a candlestick pattern as a proxy for a streak. The post recommends adding financial and industry analysis and applying risk controls, but does not specify or test those additions.

Key ideas

• The proposed screen combines robot-concept membership, float market value below 10 billion yuan, turnover from 3% to 12%, and a three-session limit-up streak.
• The streak condition is intended to capture recent price strength and market attention.
• The selection approach may expose traders to chasing short-lived enthusiasm.
• The example code does not fully match the stated turnover and streak conditions.
• The post suggests adding fundamental analysis and risk controls but provides no performance validation.

Tags

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