A-Share Screen Using Metaverse Classification, Turnover, and MACD

Summary

This Chinese-language post describes a short-term stock screen that combines a metaverse-sector classification with a recent turnover condition and a MACD condition. Its stated rule selects stocks with yesterday’s turnover above 8% and MACD below zero two days earlier. The post offers indicator formula references and sample implementation material, but reports no backtest or performance evidence.

The details are internally inconsistent: the formula shown compares current volume with prior volume using a threshold of 1.08, which does not directly express turnover above 8%; its MACD conditions also describe a crossing relationship that differs from the plain-language rule. The author warns that the screen relies heavily on short-term signals, omits company fundamentals and broader market risk, and may incur high trading costs if used for frequent selection. Results therefore require careful definition and independent testing.

Key ideas

• The proposed screen combines a metaverse-sector label with a recent turnover threshold and an earlier MACD condition.
• The written turnover rule and the provided volume-ratio formula do not match directly.
• The MACD formula adds a crossing condition that is not clear in the plain-language rule.
• The post cautions that short-term signals omit fundamental and broad market risks.
• Frequent stock selection can raise trading costs, so risk controls and testing matter.

Tags

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