A-Share Screening with Metaverse, Arc Patterns, and Momentum Filters

Summary

The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It describes the moving-average and RSI conditions and gives a sample workflow for applying them to historical stock data. The arc and price-volume conditions are left as custom indicators rather than fully defined methods.

The author warns that the initial focus on a recent three-limit-up sequence and other short-term price behavior can make results sensitive to market sentiment and may say little about long-term value. The expanded screen is presented as an optimization, but the document supplies no backtest, performance evidence, or validation of its thresholds. It also claims to consider fundamentals, though the final criteria shown are primarily industry and technical filters.

Key ideas

• The initial screen combines metaverse industry membership, an arc-shaped price pattern, and a recent three-limit-up sequence.
• The proposed refinement adds recent price-volume strength, a monthly moving-average crossover, and an RSI rebound from a low level.
• The arc-pattern and price-volume indicators are not precisely specified, limiting reproducibility.
• Short-term filters can be sensitive to sentiment and may not reflect long-term company value.
• The document provides no backtest results to establish the screen’s effectiveness.

Tags

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