A-Share Screen Combining Metaverse Theme, Shape, and Auction Flow

Summary

This Chinese A-share screening proposal combines a metaverse industry filter and a custom arc-shaped price pattern with positive auction-period price change and large plus extra-large buy orders above 70 million yuan. Its refined version adds average fund-holding share of at least 25% and daily turnover above 30 million yuan. The article also outlines placeholder indicators and example code structure for assembling the filters, but leaves several indicator calculations unspecified.

The post acknowledges that an auction-only flow measure ignores the rest of the session and that its basic trend assessment may be fragile. It suggests adding broader technical, fundamental, and daily-volume information. No backtest, return figures, or validation are supplied, and the custom shape and fund-holding measures are not defined sufficiently to reproduce the screen reliably. The criteria are therefore a screening concept rather than evidence of a tested strategy.

Key ideas

• The initial screen combines a metaverse industry classification, an arc-shaped pattern, positive auction change, and large buy-order flow.
• The refined criteria also require a fund-holding measure of at least 25% and daily turnover above 30 million yuan.
• Several indicators are placeholders, so the full screening method cannot be reproduced from the post alone.
• The author notes that auction data omits the rest of the trading day and that the selection logic may be insufficiently robust.
• The document provides no backtest or performance evidence.

Tags

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