A Metaverse Stock Screen Using Volume Ratio and Limit-Up Conditions

Summary

The document proposes a daily Chinese equity screen focused on stocks classified in the metaverse industry. It selects names with a volume ratio above 1.5 and below 6, excludes stocks marked ST, and applies a so-called five-step limit-up condition. The described timing is to select stocks before 10 a.m. A Python example is included, using market data calls to filter a stock list and inspect the previous session's percentage change; the written rule and code are not fully aligned in how they express the limit-up exclusion.

The author acknowledges that the screen omits company fundamentals and relies heavily on single-day price behavior. The proposed improvements include adding valuation measures and other technical or flow indicators, but no tested results or statistical validation are provided. The strategy should therefore be understood as a screening idea rather than evidence of a profitable or robust trading method; data availability and the exact interpretation of the limit-up rule may also affect implementation.

Key ideas

• The screen targets metaverse-industry stocks with volume ratios between the stated bounds.
• It excludes ST-designated stocks and applies a limit-up-related condition.
• Stock selection is intended to take place before 10 a.m.
• The example implementation uses stock data and prior-session price change, though its logic is not fully consistent with the prose rule.
• The document notes missing fundamental analysis and offers additional indicators as possible refinements without providing validation.

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