Screening for Robot-Themed Stocks with High Amplitude and Consecutive Losses

Summary

This post describes a stock screen combining a daily amplitude condition, membership in a robotics-related concept, a market-capitalization ceiling, and a run of consecutive declining sessions. It outlines how those filters could be combined in a stock-selection rule and offers illustrative formula and Python-style pseudocode. The accompanying discussion suggests adding other technical signals, reviewing company and industry fundamentals, and treating a long losing streak as one sentiment input rather than a standalone conclusion.

The post supplies no backtest, return data, or evidence that the screen predicts gains. Its implementation examples are explicitly presented as references that may need adjustment, and the written thresholds and code-like expressions may not align in units or definitions. In particular, amplitude convention, capitalization units, the meaning of consecutive declines, and point-in-time concept membership should be checked before use. The listed risks include unusual volatility, noisy concept classification, measurement error, and lagging sentiment signals; the screen should therefore be understood as a candidate-generation idea, not a tested trading strategy.

Key ideas

• The screen combines price amplitude, robotics concept membership, a market-cap limit, and consecutive declining sessions.
• The post suggests adding technical and fundamental checks before selecting securities.
• A consecutive-loss signal may be delayed and can be distorted by broader market conditions.
• The examples are references rather than validated implementations, so units and indicator definitions require verification.
• No performance evidence is provided to show that the screen is profitable.

Tags

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