Screening Robot-Themed Small-Cap Stocks with Low KDJ Values

Summary

This proposal screens Chinese stocks for turnover between 3% and 12%, membership in a robotics concept group, floating market capitalization below 10 billion yuan, and a KDJ K value below 20. It frames the low K value as an added price-condition filter and presents example formula and Python approaches. The suggested ordering favors lower turnover among stocks that pass the filters.

The note warns that a strict K threshold can exclude otherwise attractive shares and that combining indicators does not guarantee good selections. It suggests relaxing the conditions and adding other technical measures after examining the screen's behavior. The Python example diverges from the headline conditions in several places, including different turnover bounds, and appears to compute an index-level K value for stock filtering. No backtest, performance evidence, or validation is supplied, so the screen is best treated as an illustrative, untested filter whose implementation needs careful review.

Key ideas

• The proposed screen combines robotics-theme membership, floating capitalization below 10 billion yuan, turnover between 3% and 12%, and KDJ K below 20.
• The low KDJ threshold is a technical filter that may exclude some stocks.
• The note recommends reviewing the screen and potentially relaxing conditions or adding indicators.
• The sample Python implementation differs from the stated thresholds and appears to use index data for the KDJ test.
• No empirical performance evidence is provided.

Tags

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