A-Share Screen Combining Metaverse Theme, Auction Flows, and Prior-Day Price

Summary

This Chinese A-share screening idea combines membership in the metaverse theme with positive net buying attributed to major participants during the auction, plus a condition involving the prior day’s 9:15 matched price and a limit-down threshold. The article frames the combination as a way to consider market themes, order-flow direction, and recent price behavior. It also suggests expanding the screen with market or technical indicators and applying risk controls.

The stated condition and its implementation examples are not fully consistent: the prose describes a prior-day matching-price limit-down condition, while the formula and Python excerpt use different comparisons and fields. The article supplies no backtest, selected-stock analysis, or returns evidence, and acknowledges that it omits fundamental and technical factors. The screen should be treated as an illustrative idea requiring data-definition checks and validation.

Key ideas

• The screen targets stocks in the metaverse theme with positive auction net buying attributed to major participants.
• It also uses a prior-day 9:15 matched-price condition related to a limit-down threshold.
• The article proposes combining theme, flow, and price information, while noting that additional market and technical factors could be considered.
• The prose and code examples do not express the price condition consistently, and no performance evidence is provided.

Tags

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