A Chinese Stock Screen Combining Metaverse Exposure, Auction Flows, and KDJ Growth

Summary

This stock-selection note describes a Chinese equities screen that combines three signals: membership in the metaverse theme, positive net buying by major participants during the opening auction, and an increase in the KDJ K value. It interprets these as a sector theme, evidence of buying interest, and improving technical momentum, respectively. The article also gives example indicator definitions and sketches a data workflow for selecting stocks using concept membership, money-flow data, and KDJ values.

The note proposes adding thresholds, combining further selection conditions, and periodically reviewing the rules. It does not provide a rigorous backtest, benchmark comparison, or evidence that the signals predict returns. The sample Python workflow uses historical data and a growth cutoff, but its aggregation and time alignment details are not explained, so the implementation should not be treated as a validated strategy. The author flags changing market conditions, misleading technical signals, and subjective selection criteria as risks.

Key ideas

• The screen combines metaverse theme membership, positive opening-auction net buying, and rising KDJ K values.
• The three conditions are intended to capture sector attention, capital inflow, and technical strength.
• The article suggests adding thresholds and reviewing the rules over time.
• No robust performance evaluation is provided, and implementation details leave room for data-alignment errors.

Tags

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