A Metaverse Stock Screen Using Turnover, Limit Moves, and Market Cap

Summary

This Chinese-language post outlines an A-share stock screen for the metaverse theme. Its initial conditions select stocks with prior-day turnover above 8% and exclude stocks that closed at the daily limit. The final version adds a market-cap filter selecting companies in the lowest quarter by market capitalization. The post includes example formulas and Python-style code for sourcing sector membership, daily prices, turnover, and market capitalization.

The author argues that turnover and the limit-up exclusion can narrow the candidate set, but cautions that turnover alone ignores other important information and can be distorted by news. The post suggests combining the screen with market capitalization, financial data, and technical measures such as relative strength or moving averages. It reports no backtest or investment results, and the screening rules are examples rather than evidence of an effective strategy.

Key ideas

• The screen targets metaverse-related A-shares with prior-day turnover above 8%.
• It excludes stocks that closed at the daily price limit on the previous day.
• The final selection adds a market-cap cutoff at the lowest quartile.
• The author recommends adding financial or technical measures to address the limits of turnover-only screening.
• The post provides implementation examples but no performance evaluation.

Tags

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