A-Share Screen Using Metaverse Theme, Dragon-Tiger Lists, and Order Flow

Summary

The document proposes screening Chinese A-share stocks associated with the metaverse theme that appeared on the previous day’s Dragon-Tiger list and have an outside-to-inside volume ratio above 1.3. It interprets a high ratio as a sign of stronger buying interest and treats the event-list filter as an added selection signal. It also suggests adding fundamental and industry information to make the screen less dependent on short-term sentiment.

The post offers formula and Python examples for retrieving market data and building a candidate list, while cautioning that missing or dirty data require attention. However, the stated Dragon-Tiger-list condition and the formula and code examples are not clearly consistent with one another, so the implementation would need validation before use. The text supplies no backtest, benchmark, sample period, or profitability evidence. It acknowledges risks from weak fundamental analysis and reliance on market sentiment, but does not quantify trading costs or signal stability.

Key ideas

• The proposed screen combines a metaverse industry filter, previous-day Dragon-Tiger-list appearance, and an outside-to-inside volume ratio above 1.3.
• The author interprets a high outside-to-inside ratio as a possible sign of stronger buying interest.
• The post recommends adding fundamental and industry factors to reduce dependence on short-term sentiment.
• The examples warn that data may be missing or require cleaning.
• The described screening condition and sample formulas or code appear inconsistent and need validation.

Tags

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