A-Share Screen for Metaverse Stocks with Volume and Limit-Up Filters

Summary

This example describes a short-term screen for Chinese stocks assigned to the metaverse theme. It filters for a volume ratio above 1.5 and below 6, a three-day limit-up sequence as of the prior day, and, in its final stated logic, market value below 500 billion yuan. The article includes formula and Python references for combining industry membership, trading activity, recent price behavior, and market capitalization.

The accompanying discussion frames the approach as a technical, short-horizon selection method and warns that it omits fundamentals such as company finances and industry position. It recommends considering fundamental and technical information together. No backtest or evidence of predictive performance is presented, and the screen’s results depend on the accuracy and definitions of its industry, volume, and limit-up data. The title mentions a volume threshold above 1, but the detailed rules specify the narrower range used here.

Key ideas

• The screen targets metaverse-related Chinese equities with an elevated but bounded volume ratio.
• It requires a three-day limit-up sequence ending on the previous trading day.
• The final stated screen also imposes a market-value ceiling.
• The article notes that fundamental company information is not included.
• No backtest or return evidence is supplied.

Tags

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