A Chinese Stock Screen Using Metaverse Exposure and Auction Flows

Summary

This Chinese-language post describes a stock selection screen combining metaverse concept membership, positive net buying attributed to major participants during the opening auction, and a turnover-volume condition. The stated condition multiplies yesterday’s turnover rate by today’s auction volume relative to yesterday’s volume, and keeps values between 0.5 and 2. It also sketches corresponding indicator logic and a Python selection workflow.

The approach aims to combine a market theme, an opening flow measure, and recent trading activity. The post itself flags data quality, changing trading conditions, and market shifts as risks, and suggests adding live volume and price movement measures or refining flow indicators. It supplies no backtest, measured returns, or validation of the proxy calculations; the code and formula descriptions also appear inconsistent in places. The screen is therefore a proposed filter, not evidence of profitable performance.

Key ideas

• The screen limits candidates to stocks associated with the metaverse theme.
• It requires positive major-participant net buying during the opening auction.
• A turnover and auction-volume ratio must fall within the stated range.
• The post identifies data quality and changing market conditions as risks and suggests periodic refinement.
• No backtest or performance evidence is provided, and the described implementations may not align exactly.

Tags

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