A-Share Metaverse Stock Screen Using Turnover and Float Size

Summary

This document describes a China A-share screening rule for companies classified in the metaverse industry. It combines a circulating share or float-size ceiling of 5.5 billion shares with a volume ratio above 1.5 and below 6. The volume ratio is described as current volume relative to a moving average, and the article gives a sample workflow for retrieving stock and quote data, applying the filters, and collecting eligible codes and names.

The article offers no backtest, performance record, or evidence that the screen predicts returns. Its stated risks include excluding stocks with unusually high short-term trading activity and treating an acceptable volume ratio as if it alone identified good investments. It suggests supplementing the screen with price-versus-moving-average and prior-day return measures. The prose refers to circulating shares, while the sample code filters a field labeled circulating market value, so the implementation does not clearly match the stated share-count condition; data fields and timing would need verification.

Key ideas

• The screen targets metaverse-related A-shares with circulating shares no greater than 5.5 billion.
• It keeps stocks whose volume ratio is above 1.5 and below 6.
• The article suggests combining volume with price trends or prior-day returns for added context.
• No backtest or evidence of predictive performance is provided.
• The sample code appears to use circulating market value where the written rule specifies share count.

Tags

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