A-Share Screen Using Positive MACD, Low Price, and Metaverse Exposure

Summary

This stock screen selects shares before each trading day using three conditions: MACD above its zero line, closing price below 12, and membership in the metaverse theme. The post frames the combination as a way to blend a positive technical trend, a price threshold, and exposure to a technology concept. It sketches MACD and price filters and provides a Python example, while noting that the metaverse stock universe needs to be adjusted manually.

The document warns that the theme has no settled definition and may include companies with only superficial links or promotional claims. It suggests broadening the technology themes considered and adding fundamental risk checks. It supplies no backtest, portfolio rules, transaction costs, or evidence that the screen reduces risk or identifies future winners. The example code is presented as illustrative and requires data updates and implementation adjustments, so the screen is a starting point rather than a validated strategy.

Key ideas

• The screen combines MACD above zero, a closing price below 12, and a metaverse related classification.
• Selection is intended to run before each trading day.
• The post identifies ambiguity and promotional relabeling as risks in defining the metaverse stock universe.
• It recommends adding other technology themes and fundamental risk checks.
• No performance test or portfolio and execution rules are supplied.

Tags

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