A-Share Screen for Metaverse Stocks with Small Float and High Volume

Summary

This A-share stock screen selects companies classified in the metaverse theme whose circulating share count is no more than 5.5 billion shares and whose stated daily control measure exceeds 21. The document defines that measure as current volume divided by its 20-day average, interpreting a high ratio as unusually active trading that may reflect buying interest. It also suggests combining the screen with other technical measures and company research.

The note provides a formula and a short data example, but no historical test, returns, or evidence that the volume ratio predicts subsequent performance. It warns that the screen relies on recent trading activity and omits company fundamentals. The example's data source and fields are not demonstrated to cover a full stock universe, and the stated threshold is unusually high relative to a simple volume multiple; implementation should verify units, universe coverage, and the calculation before use. No entry, exit, or position-sizing rules are specified.

Key ideas

• The screen combines metaverse classification with a circulating-share ceiling and a volume-ratio threshold.
• The daily control measure is defined as volume divided by its 20-day average.
• A high ratio is presented as a sign of unusually active trading, not as proof of future returns.
• The method omits company fundamentals and provides no performance testing or trade management rules.
• The data example's units and coverage should be checked before applying the screen.

Tags

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