A-Share Screening with Metaverse, Beverage Exports, and an Opening Gain Cap
Summary
The document outlines an A-share stock screen combining membership in the metaverse theme and a beverage-related import/export category with a price-change filter capped below six percent at the market open. It gives a corresponding category and price condition, then includes a Python example that retrieves sector and minute data and applies additional moving-average and momentum checks. The text also warns that a narrow industry focus can miss broader stock and market conditions, and suggests adding industry analysis and technical indicators.
The rule is not fully consistent across its descriptions: the stated time and price comparison are not clearly aligned with the code's use of prior close and open, and the sample implementation introduces extra filters. No backtest, returns, or comparison is supplied, so the screen should be treated as an illustrative selection recipe rather than a validated strategy.
Key ideas
- The proposed screen combines metaverse theme membership with a beverage import/export category.
- It applies an opening price-change threshold below six percent.
- The Python example adds moving-average and momentum conditions beyond the stated screen.
- The written rule and code do not fully agree on the price calculation and timing.
- The document reports no backtest or performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.