A-Share Momentum Screen for Metaverse Stocks with Smaller Float Supply

Summary

This Chinese equity screening rule selects stocks in the metaverse industry whose circulating share count is no more than 5.5 billion shares and that recorded at least one daily gain of 10% or more during the previous 25 trading days. The rationale is to identify recent leaders while limiting the universe by float size. The document describes this as a stock-selection screen, not a complete portfolio or trading system.

It provides a formula concept for checking daily returns across the lookback window and sketches a Python example for retrieving market data and filtering candidates. The author acknowledges that the rule focuses narrowly on short-term price strength and omits company fundamentals, which may sacrifice longer-term value and expose investors to market risk. Suggested additions include valuation ratios and technical indicators, but no tested results, transaction assumptions, or evidence of predictive performance are given. The sample implementation also leaves important data handling and universe construction details unclear.

Key ideas

• The screen focuses on metaverse-sector A-shares with circulating supply capped at 5.5 billion shares.
• A stock qualifies if any day in the prior 25 trading days gained at least 10%.
• The rule uses recent price strength as a proxy for leadership and does not assess fundamentals.
• The author suggests adding valuation or technical filters, but provides no performance evidence.

Tags

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