Screening Robot-Concept Stocks by Turnover, Size, and Ten-Day Return

Summary

This post describes a Chinese equity screening rule for stocks associated with the robotics concept. It selects shares with turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and a ten-day price change above zero but below 35%. The screen also limits candidates to stock codes beginning with 60 and sorts them by turnover in ascending order.

The post presents the rule in a screening query and a Python example, but the example does not fully match the stated criteria: its turnover bounds differ, and it calculates a return list without applying that list in the final selection. No performance evidence is provided. The author cautions that relying heavily on short-term return can overlook other measures of company quality, and suggests considering valuation measures and adapting the conditions to market circumstances. The post therefore describes a candidate-selection recipe, not a validated trading strategy.

Key ideas

• The stated screen combines robotics classification, turnover, floating market value, and ten-day price change.
• Candidates are sorted by turnover from low to high.
• The Python example differs from the written turnover bounds and does not apply its calculated return filter to the final table.
• The post provides no backtest results, and it warns that the screen omits other company measures.

Tags

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