Screening Chinese Stocks by Range, Robotics, Size, and Industry

Summary

The post proposes a Chinese equity screen combining daily price amplitude above 1%, a robotics concept classification, circulating market value below 10 billion, and selected beverage or alcohol related industries. It outlines the conditions in prose and provides illustrative formula and Python approaches, then suggests adding valuation and profitability measures such as price-to-book and return on equity. The material is a screening recipe rather than a fully specified trading strategy: it does not define portfolio rebalancing, entry and exit rules, or position sizing.

The article gives no backtest or performance results. It flags risks from unstable industry classifications, financial statement reliability, and the possibility that high amplitude does not indicate persistent gains. The supplied examples also leave ambiguity about units and implementation: the code’s market-value threshold is not clearly reconciled with the stated 10-billion limit, and the “beverage/alcohol imports and exports” description is paired with a broader list of industries. Treat the screen as a starting point requiring data checks and validation.

Key ideas

• The screen combines price amplitude, robotics classification, company size, and industry membership.
• The author suggests adding valuation and profitability measures to refine candidate selection.
• The post provides illustrative formula and Python implementations but no tested results.
• Industry labels, threshold units, and the relationship between stated criteria and example code need verification.
• High amplitude and thematic classifications do not establish future profitability or price appreciation.

Tags

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