Chinese Metaverse Stock Screen Using Price Amplitude and Stock-Code Prefix

Summary

This note presents a Chinese equity screen requiring price amplitude above a stated threshold, a stock code beginning with 60, and an association with the metaverse concept. It explains the filters as a combination of higher price variability, a market segment identified by the code prefix, and exposure to a popular industry theme. Formula and Python examples show ways to express the three conditions using price, code, name, or concept data.

The discussion cautions that concept-linked stocks may be vulnerable to speculative trading and that relying on a technical measure or a single theme can obscure company fundamentals. It recommends considering financial and operating information, focusing on firms with stronger technology or industry positions, and diversifying exposure. The note provides no backtest, performance figures, or evidence that these filters predict returns. The examples illustrate screening mechanics, while the conceptual classification and threshold do not establish an investment edge.

Key ideas

• The screen combines a price-amplitude condition with a code-prefix filter and metaverse-theme identification.
• The examples use price history and stock names or concept classifications to implement the filters.
• The note flags theme speculation and dependence on a single technical or sector signal as risks.
• It recommends adding company-level analysis and diversifying, but reports no empirical performance results.

Tags

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