Screening Robot-Themed A-Shares by Turnover and Float Market Value

Summary

This stock selection screen targets robot-themed A-shares with a floating market value below 10 billion yuan and turnover between 3% and 12%, while excluding Beijing-listed stocks. The accompanying example also removes names marked as special treatment, requires price-to-book and price-to-earnings data, and returns up to 20 candidates. The post frames the screen around industry membership, smaller float capitalization, and a specified trading-activity band.

The document provides no historical backtest, performance figures, or evidence that the filters predict returns. It notes that market sentiment and rapid market changes could make results unstable, and suggests considering technical and fundamental variables or machine learning as possible additions. Those are suggestions rather than tested improvements. The selection rules offer a reproducible starting universe filter, but they do not define entry timing, exit rules, position sizing, or portfolio risk controls, so the screen alone is not a complete trading strategy.

Key ideas

• The screen selects robot-concept A-shares below 10 billion yuan in float market value.
• It limits turnover to the 3%–12% range and excludes Beijing-listed stocks.
• The example additionally filters out special-treatment names and stocks missing valuation fields.
• The post gives no backtest evidence and warns that market conditions can destabilize the selection results.
• Entry, exit, sizing, and portfolio risk rules are not specified.

Tags

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