A-Share Screen Using Metaverse Membership, Auction Flows, and KDJ

Summary

This document outlines a Chinese-equity screen requiring a stock to belong to the metaverse theme, have positive net buying attributed to major participants during the auction, and show a KDJ K value below 20. The post interprets the KDJ threshold as a weak or oversold reading and uses auction flow as a measure of early buying pressure. It includes indicator references and a Python sketch for applying the conditions to stocks in the selected theme.

The post gives no backtest, trade rules for entering or exiting positions, or evidence that the three filters produce favorable returns. It also warns that KDJ alone does not capture the full market and that auction-flow data may be unreliable. The sample code’s data fields and indicator calculations are not fully explained, so the implementation would need validation before research use. The suggested improvements are to combine technical signals with fundamental and market context, broaden the universe, and monitor capital flows.

Key ideas

• The screen combines metaverse-theme membership, positive auction net buying, and a KDJ K value below 20.
• The author treats the KDJ threshold as a weak-market condition and auction buying as a flow signal.
• The document includes indicator references and a Python example, but the calculations are not fully documented.
• It reports no backtest or evidence that the selection rules predict returns.
• The author flags limits of KDJ and uncertainty in auction-flow data.

Tags

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