A-Share Metaverse Screen Using Float Size and Recent Limit-Ups

Summary

This stock screen selects Chinese A-share companies associated with the metaverse theme, limits candidates to those with circulating share capital at or below 5.5 billion shares, and requires a limit-up event during the preceding month. It combines a thematic classification, a size filter, and a short-term price-strength condition. The document also sketches how these criteria could be implemented with market data and suggests adding financial and industry analysis.

The page does not report a historical test, portfolio returns, or a comparison with a benchmark. Its discussion flags that emphasizing recent limit-ups may favor short-term strength, exclude stocks without such events, and overlook fundamentals or longer-term direction. The provided implementation sketch has apparent ambiguities in how it identifies limit-ups and the lookback period, so the stated screen should be treated as a rough selection idea rather than a validated strategy.

Key ideas

• The screen focuses on metaverse-themed Chinese A-share companies.
• It caps circulating share capital at 5.5 billion shares and requires a limit-up in the prior month.
• The criteria emphasize recent price strength and may miss companies without a limit-up event.
• The document reports no performance testing and notes that fundamental and longer-term analysis could supplement the screen.

Tags

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