A Share Screen Combining Metaverse Membership, Market Value, and Volume Ratio

Summary

This note describes a Chinese A-share screening idea that combines membership in the metaverse theme with a minimum circulating market capitalization and volume-ratio conditions. The initial description uses a volume ratio between 1.5 and 6, while the proposed final rule refers to the highest volume ratio over the past year falling within that range. It also sketches calculations using trading volume relative to a 60-day average and a year-long lookback.

The article argues that capitalization and trading activity can help identify liquid candidates, but it provides no backtest, performance figures, or evidence that the screen has predictive value. It warns that volume ratios can be distorted by unusual events and that the rules omit technical and other company information. Suggested refinements include adding valuation, growth, and technical measures, and focusing on sustained rather than transient volume behavior. The supplied formulas and code descriptions appear inconsistent in places, so the selection rule would need careful validation before use.

Key ideas

• The screen targets metaverse-themed shares with circulating market value above the stated threshold.
• The initial rule limits volume ratio to a stated range, while the final version refers to a one-year high volume ratio.
• Volume ratio is framed as a liquidity filter, but short-lived events can make it unstable.
• The article suggests adding fundamental and technical variables, but supplies no performance evaluation.

Tags

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