Screening Robot-Themed Stocks with Turnover and Order-Flow Filters

Summary

This document presents an equity screening rule for Chinese stocks. It selects shares with turnover between 3% and 12%, a positive product of price change and large-order net volume, membership in the robotics industry, and float market value below 10 billion yuan. The accompanying examples show implementations in a platform formula and Python, with additional details such as price, volume, and ranking filters in the code.

The rationale is to combine trading activity and directional order flow with a thematic and small-cap screen. The document does not provide backtest results or evidence that the criteria predict returns. It flags that robotics companies may carry business risk, that the chosen indicators may not fit every sector, and that the screen is simple. It suggests enriching the process with valuation and dividend measures and assessing companies and industries individually. The formula and Python examples do not match perfectly in every condition, so implementation details should be reconciled before use; the screening rules alone do not specify a complete portfolio or execution plan.

Key ideas

• The screen combines a 3% to 12% turnover range with a positive price-change and large-order net-volume signal.
• Eligible stocks must be associated with robotics and have float market value below 10 billion yuan.
• The source provides formula and Python examples, but their filters differ in some details.
• The article offers no performance evidence and identifies sector and indicator limitations.
• Fundamental measures and industry research are suggested as ways to broaden the selection process.

Tags

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