Screening Small-Cap Robot Stocks by Range and Relative Volume

Summary

This A-share screening rule selects stocks with a daily high-low range of at least one percent, relative volume between 1.5 and 6 times its five-day average, a robotics concept classification, and circulating market capitalization below 10 billion yuan. The author frames the range as a sign of trading opportunity, the bounded volume ratio as active but not extreme participation, the theme as a potential market focus, and the size cap as a way to target smaller companies.

The document supplies indicator logic and an illustrative code sketch, but reports no backtest or trading results. It warns that the screen omits company fundamentals and may include firms with unstable earnings or financial problems. It also notes that smaller stocks can be less liquid, making timely entry and exit harder. Proposed extensions include adding valuation and profitability measures, reviewing the conditions against historical data, or exploring more complex models; none is evaluated in the document.

Key ideas

• The screen combines a daily range threshold with relative volume bounded between 1.5 and 6 times its five-day average.
• It further restricts candidates to robotics-related stocks with circulating market capitalization below 10 billion yuan.
• The author presents range and volume as measures of opportunity and trading activity, without supplying performance evidence.
• The rule omits fundamental analysis and may select financially weak or less liquid firms.
• Suggested refinements include adding company metrics and examining the filters on historical data.

Tags

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