Screening Robot-Themed Chinese Stocks by Range, Market Cap, and Prior Limit-Up

Summary

This note outlines a Chinese stock screen requiring daily high-low range above 1%, membership in the robot concept category, and a circulating market capitalization below 10 billion yuan. It also excludes stocks that hit the upper price limit on the prior day. The example suggests sorting qualifying names by a heat or popularity ranking, though it does not explain that ranking or establish it as a signal.

The stated rationale is to combine a price-activity condition with theme and size filters, while avoiding stocks that may be difficult or risky to enter after a limit-up session. The article acknowledges that the screen omits other technical measures and detailed company analysis, and suggests adding indicators such as moving averages and more fundamental or trading context. It provides formula and Python examples but no backtest, measured results, or evidence that these criteria predict subsequent returns. The sample rules and market data conventions should be checked before implementation.

Key ideas

• The screen selects robot-themed stocks with a daily high-low range greater than 1% and circulating market cap below 10 billion yuan.
• It excludes stocks that reached the upper price limit on the previous day.
• The article suggests adding technical indicators and more detailed company analysis to refine the screen.
• No performance tests are reported, so the selection criteria remain an unvalidated hypothesis.

Tags

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