A Metaverse Stock Screen Using Turnover, Trend, and Float Value

Summary

This document presents a Chinese A-share screening rule for stocks in the metaverse sector. Its final version selects shares with prior-day turnover above 8%, a prior close above the 250-day moving average, and circulating market capitalization above 2 billion yuan. It also gives corresponding platform formulas and a Python example for applying the conditions to historical market and financial data.

The rationale is a combination of sector membership, trading activity, long-term price trend, and a minimum company size. The article warns that the initial screen uses only a narrow set of conditions and may be prone to overfitting; it suggests adding technical or fundamental variables or using machine learning. It provides no backtest results or evidence that the final screen is profitable. The code and formula also deserve validation: the prose headline and rule descriptions are inconsistent about the price threshold, while the final condition uses the 250-day average. Data definitions, timing, and the market-cap unit should be checked before testing or live use.

Key ideas

• The final screen combines metaverse sector membership with prior-day turnover above 8%.
• It requires the prior close to exceed the 250-day moving average.
• It adds a circulating market-cap threshold of more than 2 billion yuan.
• The article cautions that a small number of screening variables can leave the strategy vulnerable to overfitting.
• No performance results are presented, and the stated conditions should be reconciled with the implementation before use.

Tags

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