Screening Robot-Themed Stocks by Volatility, Moving Averages, and Float Size

Summary

This Chinese A-share screening example selects stocks with daily amplitude above 1%, rising short-term moving-average behavior, a robotics theme, and circulating market capitalization below 10 billion yuan. It outlines the idea in prose and gives illustrative formula and Python approaches for combining price data, concept classifications, and float size.

The author describes the approach as a technical and industry-based filter, while noting that a robotics-only universe can exclude other opportunities and that market-cap data may be imperfect. Suggested extensions include dividend yield, valuation or profitability measures, and industry or news context. The document provides no backtest results, performance evidence, or detailed rules for execution and risk control; its sample implementations are presented as references and may vary by data source or market conditions.

Key ideas

• The screen combines a minimum daily price amplitude with an upward moving-average condition.
• It restricts the universe to robotics-related A-shares with circulating market capitalization below 10 billion yuan.
• The examples illustrate combining price, concept, and capitalization data in a stock filter.
• The strategy may miss attractive stocks outside robotics and does not provide performance evidence.
• The author suggests adding fundamental and industry information for further screening.

Tags

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