A Chinese A-Share Screen Using Metaverse Membership and a Rising 30-Day Average

Summary

This note describes a rule-based screen for Chinese A-share stocks in the metaverse sector. It selects stocks whose quoted 9:25 price change is below 6% and whose 30-day moving average is rising. The post includes indicator expressions and sample Python logic for retrieving sector constituents and daily price data, then checking the average’s direction.

The rationale is that a rising average may indicate an uptrend, while the price-change cap may avoid stocks already making large early moves. The document offers no backtest, performance data, or implementation validation. Its cautions include market-wide moves, moving-average lag, and the possibility that restrictive filters exclude strong candidates. The sample code and formulas also require careful verification: daily open and close data may not represent a 9:25 quote, so they may not faithfully implement the stated intraday condition.

Key ideas

• The screen limits candidates to the metaverse sector and a quoted 9:25 price change below 6%.
• A rising 30-day simple moving average is used as a trend filter.
• The post provides sample formulas and Python steps but no performance evidence.
• Moving-average lag and restrictive filters may reduce the usefulness of selected candidates.

Tags

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