A-Share Screen for Metaverse Stocks with Recent Dragon-Tiger Listings
Summary
This post describes a Chinese A-share stock screen combining three conditions: the company is classified in the metaverse industry, it appeared on the Dragon-Tiger list the previous day, and it had at least two limit-up events over the prior 500 trading days. The stated rationale is to focus on names with both recent trading attention and a record of strong price moves. The post gives example formula logic and a Python outline for gathering daily stock data and counting qualifying events.
The author notes that filtering on past limit-ups may favor established strong performers, miss less prominent opportunities, and introduce lag because it relies on historical behavior. The post suggests ranking the remaining stocks and adapting the event threshold to market structure and liquidity. It provides no backtest, performance results, or validation of the selection logic; the sample Python also leaves key data handling and condition implementation details unspecified.
Key ideas
- The screen requires metaverse industry membership, a Dragon-Tiger list appearance on the prior day, and multiple limit-up events in the preceding 500 days.
- The post presents formula-style conditions and a Python data retrieval outline for implementing the screen.
- Past limit-up activity may bias selection toward stocks that have already performed strongly and can make the signal lagging.
- The author suggests ranking candidates and adjusting the event threshold for market structure and liquidity.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.