Screening Robotics Stocks by Turnover, Recent Declines, and Float Size

Summary

This proposed Chinese A-share screen selects companies associated with the robotics theme, turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and three consecutive declining sessions. The post presents the rules as a way to narrow a thematic universe using trading activity, recent price action, and company size. It includes a market-selection formula and a Python example intended to retrieve stock and price data.

The discussion notes that the screen leaves out additional fundamental and technical factors, such as valuation, dividends, and relative strength, and that sector characteristics and market conditions can affect its results. The sample implementations also do not define all inputs consistently: one describes three bearish candles, while another checks consecutive decreases in closing prices, and the code's turnover calculations differ from the stated daily turnover range. No backtest or evidence of profitability is supplied, so the rules are best understood as a screening recipe requiring validation.

Key ideas

• The screen combines a robotics theme, turnover from 3% to 12%, three days of declines, and circulating market value below 10 billion yuan.
• The post provides formula and Python examples for constructing the candidate list.
• The implementations differ in how they measure consecutive declines and turnover, so their conditions may not match exactly.
• Fundamental, technical, sector, and market context are identified as missing considerations.
• The document provides no performance validation for the screen.

Tags

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