A Metaverse Stock Screen Using Auction Flows and Daily MACD

Summary

This post describes a Chinese equity screening rule that combines membership in the metaverse theme with positive net buying by major participants during the opening auction and a daily MACD condition above zero. It frames auction net buying as a measure of early buying pressure and uses MACD, derived from the difference between short and long exponential moving averages, as a trend or timing filter. The post gives a formula reference and sample Python code intended to identify qualifying stocks.

The screen is a candidate-selection rule, not a fully specified trading system: it does not define position sizing, exits, portfolio construction, or transaction-cost treatment. The code’s data and indicator references are not fully explained, and the post supplies no backtest or performance evidence. It notes general market, company-reporting, and price-volatility risks, and suggests considering financial measures and company reports as additional filters. Results would depend on the accuracy and timing of theme membership, auction data, and indicator calculations.

Key ideas

• The screen requires metaverse theme membership, positive auction net buying, and a daily MACD condition above zero.
• Auction buying activity is used as a proxy for early demand.
• MACD supplies a trend or timing filter based on short and long exponential averages.
• The post offers example formulas and code but no measured performance evidence.
• Theme, data-quality, market, and company risks remain relevant to any resulting stock list.

Tags

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