Selecting Small-Cap Robot-Themed Stocks by Auction Value and Intraday Range

Summary

This Chinese-language post outlines an A-share screen for stocks with an intraday amplitude above 1%, a robotics concept classification, and circulating market value below 10 billion yuan. It ranks qualifying names by that day’s auction amount and selects the top five. The post presents the idea that a larger range may indicate activity and that auction value may help identify actively traded smaller companies, but it supplies no performance data or backtest results to support those claims.

It also suggests combining the screen with technical and fundamental factors, setting stop-loss and take-profit rules, and monitoring results. The listed risks include reliance on auction-value ranking while overlooking fundamentals, abrupt changes in price behavior, and short-term exposure to unexpected events. Formula and Python examples are included as implementation references, but their data fields and thresholds may need adjustment; the post does not establish that the examples were validated or that the screen is suitable for live trading.

Key ideas

• The screen requires an intraday amplitude above 1%, a robotics concept label, and circulating market value below 10 billion yuan.
• Qualifying stocks are ranked by the current day’s auction amount, with the top five selected.
• The post recommends adding technical and fundamental criteria and applying exit controls.
• It identifies dependence on auction ranking and sudden market moves as key risks.

Tags

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