Screening Robot-Theme Stocks by Amplitude and Float Value

Summary

This community post describes a rule-based screen for mainland Chinese stocks. It selects shares associated with the robotics theme, requires the day’s high-low amplitude to exceed one percent, excludes stocks whose names contain several specified city names, and caps circulating market value at ten billion yuan. The example ranks qualifying stocks by circulating market value and selects up to a configured holding count. The post also gives formula and Python-style implementation references, but reports no portfolio construction details beyond that selection process.

The author identifies important gaps: the screen does not assess company fundamentals, a few geographic exclusions do not capture all regional risks, theme exposure can concentrate risk, and float value is not a complete measure of business value. No backtest results or evidence of profitability are provided. The proposed refinements suggest adding financial and valuation analysis and broadening risk checks, but do not specify tested rules for doing so.

Key ideas

• The screen combines a daily amplitude threshold with robotics-theme membership and a circulating-value ceiling.
• It excludes stocks whose names match a set of city names and sorts qualifying candidates by circulating market value.
• The post provides implementation examples but no backtest results or evidence of returns.
• The author notes that the rules omit fundamentals and may leave industry, geographic, and valuation risks unaddressed.

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