A-Share Screening with Metaverse Exposure and High Relative Volume

Summary

The document presents an A-share screening idea combining metaverse industry classification with relative trading volume between 1.5 and 6 times a reference average. It also uses a closing-price ceiling of 18.5 and, in its final version, a market-capitalization ceiling of 5 billion yuan. Example formulas and Python illustrate how to apply industry, volume, price, and market filters.

The author frames the price ceiling as a way to find cheaper shares, while warning that share price alone does not measure value and may overlook valuation and fundamentals such as price-to-earnings or price-to-book ratios. Technical filters such as RSI or MACD are suggested as possible additions. The document gives no backtest, returns, or evidence that the screen predicts performance. Its criteria are also not fully consistent: the opening description differs from the final screen, and the code examples use varying data conditions. The screen is therefore a candidate selection recipe, not a validated trading strategy.

Key ideas

• The proposed screen targets metaverse-related A-shares with relative volume between 1.5 and 6.
• The final stated criteria add a price ceiling of 18.5 and market capitalization below 5 billion yuan.
• Share price alone does not establish whether a company is undervalued.
• The author suggests adding fundamental or technical measures, but reports no performance tests.

Tags

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