A-Share Screening with Metaverse, Arc Patterns, and Sustained High ROE

Summary

This note outlines an A-share stock screen combining metaverse sector membership, a rounded or arc-shaped price pattern, and return on equity above 15% for five consecutive years. It then adds a monthly five-period moving average crossing above the ten-period average and an RSI turn upward from a low level. The accompanying example sketches how to represent the fundamental and technical filters in a data workflow.

The document provides no backtest, performance figures, or evidence that the screen predicts returns. The arc-pattern measure is left undefined, and the sample code has implementation gaps, including inconsistencies around financial data and indicator calculations. The author also cautions that relying heavily on financial metrics can miss sentiment and short-term market changes, and suggests incorporating broader market, technical, and fundamental context. Treat the rules as a screening hypothesis requiring independent definition and validation.

Key ideas

• The initial screen combines metaverse sector membership, an arc-shaped price pattern, and five years of ROE above 15%.
• The expanded rules add a monthly moving-average crossover and an RSI recovery from a low level.
• The arc-pattern indicator is not defined in the example, so that filter cannot be reproduced directly.
• The note warns that financial ratios alone may miss sentiment and short-term market changes.
• No backtest or strategy performance evidence is provided.

Tags

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