Screening Robot-Themed A-Shares by Range, Size, and Trading Activity

Summary

This China A-share stock screen combines daily amplitude above 1%, membership in a robotics concept group, and circulating market value below 10 billion yuan. It also applies a trading-activity filter described as yesterday’s turnover rate multiplied by the ratio of today’s auction volume to yesterday’s volume, with the result between 0.5 and 2. The post provides sample indicator-formula and Python implementations; the code also approximates activity using volume relative to a moving average and compares current and prior volume-price values.

The author presents the activity measure as a way to favor relatively liquid stocks with positive market sentiment. No backtest or realized performance evidence is provided, and the formulas and code do not fully align with the written rule. The note warns that the screen omits fundamentals and industry outlook, may concentrate selections, and may behave poorly when prior volume is low. It recommends broader evaluation and realistic strategy validation, without demonstrating those improvements.

Key ideas

• The screen targets robotics concept stocks with amplitude above 1% and circulating market value below 10 billion yuan.
• It combines turnover with the ratio of auction volume to prior-day volume, using a stated range of 0.5 to 2.
• The post supplies example formula and Python implementations, but their activity calculations differ from the written rule.
• It gives no performance results and cautions about missing fundamentals, concentration, and low prior volume.

Tags

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