A Metaverse Stock Screen Using Market Cap, Volume, and Opening Gaps
Summary
The document describes a Chinese A-share screening rule focused on stocks associated with the metaverse theme. It combines sector membership with a circulating market capitalization threshold, current trading volume above 10,000 lots, and an opening price above the previous close. It gives both a screening-formula example and a Python-oriented outline using market data to identify candidates.
The article presents the screen as a way to combine thematic exposure, size, trading activity, and a gap-up condition. It does not provide a backtest, measured returns, or a defined holding or exit rule, so the selection criteria alone do not establish a viable trading strategy. The author notes that the screen can select risky stocks due to speculative themes and weak fundamentals, and suggests incorporating fundamental and additional technical measures. The example code and stated market-cap threshold should be checked carefully before use because their units and data handling are not fully explained.
Key ideas
- The screen selects metaverse-related stocks with circulating market capitalization above 10 billion yuan.
- It requires current volume above 10,000 lots and an open above the prior close.
- The article includes formula and Python examples for screening candidates.
- It warns that theme and price filters can select risky companies without strong fundamentals.
- No backtest or trading exit rules are provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.