Selecting Robot-Themed Small-Cap Stocks with Turnover and Auction Filters

Summary

This document describes a Chinese mainland stock screen combining turnover, a robotics concept classification, circulating market value, and pre-open auction price change. It selects main-board stocks with turnover between 3% and 12%, circulating value below 10 billion yuan, and auction change greater than -2% but less than 5%. The article also sketches a data-filtering workflow that joins basic stock information to daily auction data.

The rationale is to focus on relatively active, smaller-cap robotics-related shares and use auction movement as an additional selection signal. The article warns that auction prices can be distorted by sentiment and volatility, and that relying on this single signal may yield imprecise selections. It suggests combining the filter with indicators such as RSI and company financial data. No backtest results, performance evidence, or risk controls are presented, and the sample Python fields and dates may not align cleanly with the stated screening logic.

Key ideas

• The screen combines turnover, robotics classification, circulating market value, and auction price change.
• It targets main-board stocks with turnover from 3% to 12% and circulating value below 10 billion yuan.
• Auction price change is constrained to a range above -2% and below 5%.
• The article cautions that auction moves can reflect noise and sentiment rather than reliable signals.
• It proposes adding technical indicators and company financial data, but provides no performance validation.

Tags

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