Screening Robot-Themed Stocks by Amplitude, Size, and Auction Turnover

Summary

This post describes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, free-float market capitalization below 10 billion, and previous-day opening-auction turnover above 0.26. It sketches implementations with a stock-screening formula and a Python data workflow, including ranking qualifying names by market value and limiting the selection to a requested holding count.

The rationale is that auction turnover may indicate recent trading interest, while the document cautions that auction activity can be unstable and concept-stock popularity may change. It also notes that the screen omits company fundamentals, and suggests combining market, technical, and fundamental analysis with risk controls such as stop losses. No backtest, performance evidence, or validation of the thresholds is supplied, so the rules should be treated as an illustrative screen rather than an established strategy.

Key ideas

• The screen selects robotics-themed shares using amplitude, free-float size, and prior-day auction turnover conditions.
• The post presents both formula-style and Python-style ways to express the filters.
• Auction turnover is described as a potentially unstable proxy for market interest.
• The screen does not assess company fundamentals and includes no reported performance test.
• The author suggests adding broader analysis and risk controls.

Tags

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