A Metaverse Stock Screen Using Float Capitalization and Prior-Day Price Action

Summary

This document describes a Chinese-equity screen combining three conditions: membership in the metaverse theme, circulating market capitalization above 10 billion yuan, and a prior session that did not close at the daily limit. It also provides example screening expressions and a short data-fetching workflow. The rule is presented as a way to select larger thematic stocks while excluding names that had just hit the limit, though the document supplies no backtest, return series, or supporting evidence for that rationale.

The author notes that performance may depend on sector rotation and broad market conditions, and that filtering recent limit-up stocks can miss strong candidates. Suggested extensions include adding company fundamentals and defining exits. The examples are references rather than a fully validated implementation: the capitalization threshold in the Python snippet appears inconsistent with the stated 10-billion-yuan condition, and the prior-day filter depends on the available price fields and market limit rules. The screen should therefore be independently checked before research or trading use.

Key ideas

• The screen selects metaverse-themed equities with circulating capitalization above 10 billion yuan.
• It excludes stocks that closed at the upper price limit in the previous session.
• The document offers example expressions and a data workflow, but reports no performance test.
• Sector rotation and volatile market conditions are identified as potential risks.
• The Python example's capitalization threshold appears inconsistent with the stated screening rule.

Tags

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