A-Share Screen Using Metaverse Industry, Float, and Daily Return Filters
Summary
The document describes a daily A-share stock screen limited to companies classified in the metaverse industry, with circulating share capital at or below 5.5 billion shares and daily price change between -5% and 2.6%. It gives a closing-price formula for calculating the daily change and illustrates filtering market data by industry, circulating shares, and return range.
The rationale offered is to focus on smaller-float names with moderate short-term price movement. The post cautions that relying on short-term volatility can overlook long-term company value and suggests adding fundamental checks, screening for adverse news, and using technical indicators such as MACD or RSI to refine timing. It provides no backtest, performance results, or evidence that the screen identifies promising stocks. The selection rules are therefore a hypothesis to investigate, and the article itself notes that the approach needs broader analysis.
Key ideas
- The screen selects A-share stocks classified in the metaverse industry.
- It limits circulating share capital to 5.5 billion shares and daily returns to a range from -5% to 2.6%.
- Daily return is calculated from the change in closing price relative to the prior close.
- The post proposes adding fundamental checks, news review, and technical indicators.
- No backtest or performance evidence is provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.