Screening Robot-Themed Small-Cap Stocks After Limit-Up Days

Summary

This post proposes a Chinese stock screen requiring daily amplitude above one percent, at least one limit-up day during the prior 25 sessions, robot-concept membership, and circulating market capitalization below 10 billion yuan. It treats larger amplitude as evidence of greater price movement, a recent limit-up as a sign of market interest, and the concept and size filters as ways to focus the candidate universe. Formula references and sample Python code illustrate the conditions, including a rolling count for recent limit-up events.

The document describes a screening pool rather than a complete trading strategy and reports no backtest, return figures, or validation of the proposed interpretations. It warns that historical conditions may not predict future performance, concept stocks and smaller companies may be volatile, and market or policy shifts can affect results. It suggests supplementing the screen with technical and fundamental checks and setting risk controls, but does not specify entry execution, exits, sizing, or cost assumptions.

Key ideas

• The screen combines amplitude above one percent with a limit-up occurrence in the previous 25 sessions.
• Candidates must also belong to the robot concept and have circulating value below 10 billion yuan.
• The post supplies formula references and code illustrating the filters.
• The rules define a candidate pool but do not specify a complete entry, exit, or sizing process.
• The author identifies historical-data, volatility, small-cap, and industry-change risks.

Tags

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