A-Share Metaverse Stock Screen Using Positive Returns and Mid-Size Float Value

Summary

The document outlines an A-share stock screen for companies associated with the metaverse that have positive returns and a circulating market value in a stated mid-size range. Its final version adds a rising 20-day moving average as a trend filter. It provides indicator definitions and sample selection logic, but reports no backtest, performance results, or evidence that the screen is profitable.

The author frames the criteria as a way to combine sector exposure, a positive price signal, and company size, then suggests adding technical indicators and refining size thresholds by industry. The limits are material: the screen leaves out other fundamentals and market conditions, and the listed code and prose may not use fully consistent definitions for the return and market-value conditions. The document also gives no rules for portfolio construction, position sizing, or exits, so it is best read as a basic screening example rather than a complete trading strategy.

Key ideas

• The screen targets metaverse-related A-share stocks with positive returns and mid-range circulating market value.
• The final version also requires the 20-day moving average to be rising.
• The document offers example formulas and code but no performance evaluation.
• It notes that technical signals, sentiment, and industry-specific size differences are not fully addressed.

Tags

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