A Metaverse Stock Screen Combining Volume Ratio and Revenue Growth
Summary
This Chinese-language post describes an equity screen for companies classified in the metaverse industry. It selects stocks whose volume ratio is above 1.5 and below 6, and whose 2021 revenue is more than 1.1 times its 2018 revenue. The post provides examples of expressing the conditions in a charting formula and a Python workflow, including a rolling comparison of recent volume with its average and checks on annual revenue data.
The author frames revenue growth as a fundamental filter alongside trading activity, and suggests adding technical measures such as RSI or VR and fundamentals such as valuation or return metrics. The post also recommends historical backtesting and risk controls, but supplies no performance results or evidence that the screen works. Its implementation examples depend on particular Chinese market classifications and data services, and the author notes that revenue data can vary by reporting basis and freshness. Market flows, themes, and macro conditions may also affect outcomes.
Key ideas
- The screen focuses on metaverse-related equities with a bounded volume ratio and multi-year revenue growth.
- Volume is compared with a recent rolling average to create a relative activity filter.
- The post proposes combining the screen with additional technical and fundamental factors.
- It reports no backtest performance and warns that data definitions, market themes, and macro conditions can affect results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.