Screening Robot Stocks by Turnover, Float Value, and Main-Fund Control

Summary

This note describes a China A-share screening rule for main-board stocks. It combines daily turnover between 3% and 12%, membership in a robotics concept group, floating market value below 10 billion yuan, and a prior-day indicator of main-fund control. The accompanying example approximates the last condition with positive net main-fund inflow, then intersects those results with turnover, concept membership, and float-value data.

The article argues that the filters capture trading activity, thematic exposure, smaller capitalization, and institutional or major-player flows. It provides selection logic and sample data handling, but reports no backtest, portfolio returns, or evidence that the combination predicts performance. It also acknowledges that the screen omits company fundamentals and industry context and relies on a short observation window. The suggested improvement is to add fundamental, sector, technical, and market measures and extend the evaluation horizon; the rule should therefore be treated as a screening idea rather than a validated strategy.

Key ideas

• The screen targets main-board stocks with turnover between 3% and 12%.
• It requires robotics concept membership and floating market value below 10 billion yuan.
• The prior-day main-fund control condition is represented in the example by positive net main-fund inflow.
• The article gives no performance results and warns that the screen omits fundamentals and industry effects.

Tags

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