A-Share Metaverse Screen Using Opening Gains and Prior Turnover

Summary

This document describes a short-term Chinese A-share screen for stocks classified in the metaverse theme. It selects candidates using a price-change condition tied to the 9:25 opening period and a prior-session turnover range. The article also gives example formula logic and a Python outline for applying the screen to market data.

The rationale is to combine attention to a market theme with a check on recent trading activity. The author says the turnover filter may favor stocks with investor interest while avoiding unusually low or high turnover. No backtest results or performance evidence are provided, and the formula examples use lagged data whose timing and field definitions should be checked carefully before implementation. The screen focuses on short-term price action and can miss fundamentals or longer-term opportunities; prior-day turnover may also be stale. The article suggests adding technical and fundamental factors, but does not test those additions.

Key ideas

• The screen limits candidates to the metaverse theme.
• It combines an opening-period price-change condition with a prior-session turnover range.
• The article provides formula and Python examples, but reports no measured performance.
• The strategy is short-term and does not directly evaluate company fundamentals.

Tags

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