A-Share Screening by Metaverse Industry, MA10 Proximity, and Turnover

Summary

This document describes a Chinese stock screening rule focused on companies classified in the metaverse industry. It seeks stocks whose opening price is near the 10-day moving average and whose turnover falls between 2% and 9%. The article gives example indicator conditions and a Python-style workflow for filtering a stock universe, including a listing-age check and a minimum amount of price history.

The screen uses industry membership, price position, and turnover as selection criteria; it does not include fundamental variables. The article warns that technical conditions alone may miss relevant information, that short-term selections may not retain value over longer horizons, and that proximity to a moving average does not guarantee favorable performance. It recommends considering company fundamentals, broader market information, industry risks, volatility, and position adjustments. No measured returns or backtest evidence are provided, and the shown code and indicator descriptions do not fully align in how they define proximity to the moving average.

Key ideas

• The screen focuses on metaverse-industry stocks opening near their 10-day moving average.
• It filters for turnover between 2% and 9% as a liquidity-related criterion.
• The selection method omits company fundamentals and broader market factors.
• The article gives screening examples but provides no performance test for the rule.

Tags

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