Screening Robot-Themed Small-Cap Stocks by Turnover and RSI

Summary

This Chinese equity screen combines a turnover range of 3% to 12% with robot-sector membership, float market capitalization below 10 billion yuan, and RSI below 65. The stated rationale is to find actively traded stocks in the theme while using RSI as a check against buying into an overbought condition. The article also mentions adding MACD or KDJ for a broader technical review.

It provides example screening logic and code-like implementation guidance, including a price-amplitude check, but reports no historical or live performance evidence. The article cautions that the RSI cutoff may exclude some candidates and that RSI can react to short-term market fluctuations. The screen is a set of selection conditions rather than a complete trading system: it does not specify portfolio construction, entry and exit rules, or a method for validating results.

Key ideas

• The screen requires turnover between 3% and 12%, robot-sector membership, and float market capitalization below 10 billion yuan.
• It adds an RSI threshold below 65 as an overbought-condition filter.
• The example implementation also includes a price-amplitude condition.
• The article notes that RSI is sensitive to short-term moves and offers no performance results.

Tags

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