A-Share Metaverse Screening with Auction Flows and Profitability

Summary

This note describes an A-share stock screen combining metaverse membership, positive net buying by major participants during the opening auction, market capitalization below 10 billion yuan, and recent profitability. The intended selection favors stocks in a specific theme while using auction order flow and basic financial conditions as additional filters. It also gives sample indicator definitions and a Python-style implementation outline.

The document offers no backtest, performance figures, or evidence that the criteria predict returns. It cautions that auction net buying is an incomplete view of market conditions and that deteriorating company finances can undermine selection. The sample code and formulas may not align precisely with the stated rules or data fields, so implementation details require validation. Suggested improvements include adding other market and fundamental measures, broadening the universe to reduce concentration, and keeping data current.

Key ideas

• The screen requires metaverse-sector membership and positive major-participant net buying during the auction.
• It also limits candidates by market capitalization and recent profitability.
• Auction flow alone may not capture broader market conditions.
• The article provides no performance evidence, and the sample implementation needs validation.

Tags

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