A-share Stock Screening with Metaverse Theme and Positive Auction Flow

Summary

This Chinese stock screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and exclusion of stocks that hit the daily limit the previous day. The rationale is to seek thematic interest with buying pressure while avoiding names that have just made a limit-up move. The document includes a screening expression and a Python example intended to identify eligible shares.

The article does not report backtest results or measured returns. Its explanation treats positive auction flow as evidence of stronger buying and the prior limit-up exclusion as a way to avoid a potentially less attractive follow-through, but it does not establish that these signals predict returns. It flags general market, company-reporting, and volatility risks, and suggests adding valuation, financial-statement, and longer-horizon analysis. The provided formula and code are references rather than a validated or fully specified implementation.

Key ideas

• The screen targets equities in the metaverse theme.
• It requires positive net buying during the opening auction.
• It excludes stocks that reached the daily price limit on the preceding day.
• The document offers formula and Python examples but reports no performance evidence.
• The author notes market and company risks and recommends broader analysis.

Tags

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