A Metaverse Stock Screen Using a Five-Day Average and Recent Limit-Ups
Summary
The document describes a Chinese equity screen for stocks in the metaverse industry. It selects shares trading above their five-day moving average and with at least one limit-up event during the preceding 25 days. The moving-average condition is used as a short-term trend filter, while the recent limit-up condition acts as a proxy for market attention and momentum. The page gives equivalent screening logic in a charting formula and Python-style example code.
The document does not report a backtest, portfolio returns, or evidence that the filters predict future performance. It cautions that the conditions are limited and may capture short-lived themes rather than durable prospects. The example implementation also raises practical questions: its daily-data query appears to fetch a single date, while the rolling calculations require a history of prices, and the stated “average price” condition is represented using closing price. The screen is therefore a simple illustrative rule set, not a validated strategy.
Key ideas
- The screen is limited to stocks classified in the metaverse industry.
- It requires the closing price to be above the five-day moving average.
- A limit-up event within the previous 25 days is used as a short-term attention filter.
- The document warns that these conditions may favor temporary market热点 and provide little information about long-term performance.
- It recommends adding other measures and adapting the criteria as market conditions change.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.