A Metaverse Stock Screen Using Auction Flows and 15-Minute MACD

Summary

This Chinese stock-selection note describes a screen combining metaverse concept membership, positive net buying by major participants during the opening auction, and a shortening MACD histogram on a 15-minute chart. The conditions are intended to bring together a market theme, evidence of buying interest, and a possible easing of short-term selling pressure. The note includes reference formulas and a Python example, but it does not report a backtest, performance figures, or evidence that the combined conditions predict returns.

The author cautions that the screen is simple, may produce false inclusions or miss candidates, omits company fundamentals, and relies on lagging technical signals. Suggested refinements include adding fundamental and technical filters and using a more stable sector-based stock pool. The supplied examples should be treated as implementation references: the note does not establish that the calculations precisely capture the stated auction-flow condition or validate the MACD interpretation. A shortening negative histogram may indicate weakening downside momentum, but it does not by itself establish a reversal.

Key ideas

• The screen requires metaverse concept membership, positive major-player net buying at the opening auction, and a shortening MACD histogram on a 15-minute chart.
• The conditions combine a thematic filter, an auction-flow measure, and a short-term momentum signal.
• The author interprets a shrinking negative MACD histogram as easing selling pressure, not proof that a downtrend has ended.
• The note provides example formulas and code but no performance evidence or backtest results.
• It identifies omitted fundamentals, missed candidates, false signals, and indicator lag as limitations.

Tags

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