A Metaverse Stock Screen Using Auction Net Buying and a Price Floor

Summary

This post describes a Chinese equity screen that combines membership in the metaverse theme, positive net buying attributed to large participants during the opening auction, and a share price at or above 18.5 yuan. It sketches implementations using platform-specific screening expressions and Python-style data retrieval, then selects a small set of matching stocks. The intended idea is to narrow a theme universe using an auction-flow condition and a price threshold.

The post provides no backtest, performance evidence, or precise operational definition of the auction-flow measure. Its example expressions and data fields may not implement the stated condition consistently, and the screening output can change as prices and auction data update. The author notes data timing and accuracy concerns, price movement during screening, and the lack of broader analysis; fundamental checks and diversification are suggested as possible additions. The screen should therefore be read as a basic selection recipe rather than evidence of a reliable return or risk advantage.

Key ideas

• The screen selects metaverse-related stocks with positive large-participant net buying in the opening auction and prices at or above 18.5 yuan.
• The post outlines both platform-specific conditions and a Python-style workflow for retrieving and filtering stock data.
• The selection rule offers no backtest or evidence that its filters predict returns.
• Auction measurements, price changes, and data quality can cause selections to vary or misrepresent the intended conditions.
• The author suggests adding fundamental analysis and diversification to address gaps in the screen.

Tags

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