A Metaverse Stock Screen Using Prior-Day Lows and Company Type

Summary

This Chinese-language post describes an equity screen combining three criteria: membership in the metaverse concept group, a closing price above the previous session's low, and a specified company type. It frames the price condition as a way to filter candidate stocks and offers illustrative formula and Python-style references for combining the conditions. It also sketches possible additions, including financial, market, and industry measures, and mentions position sizing and a stop-loss example.

The post does not define the company type, specify how the metaverse classification is sourced, or provide backtest results. Its explanation that the conditions may help identify attractive or lower-priced candidates is not supported with evidence. The author acknowledges that the screen's conditions are limited and that the company-type restriction could leave too few stocks. The selection logic is therefore a simple screening template, not a complete trading system; any user would need to clarify data definitions, test the rules, and set risk controls.

Key ideas

• The screen combines metaverse classification, a close above the previous day's low, and a company-type filter.
• The post suggests adding financial, market, and industry measures to broaden the selection logic.
• It mentions equal allocation and a low-based stop-loss as illustrative risk-management ideas.
• The company-type criterion is unspecified, and the post supplies no backtest evidence.

Tags

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