Chinese Metaverse Stock Screen Using Recent Limit-Ups and Order Flow

Summary

This Chinese A-share screening proposal selects stocks in the metaverse industry that had a limit-up event within the prior 25 days and whose daily price change and large-order net volume have a positive product. It proposes running the screen before 10 a.m. to identify candidates for that day. The rationale is to combine a recent sharp price move with signs of large-order buying, treating their joint direction as a short-term strength signal.

The document cautions that this rule ignores company fundamentals, broader sector conditions, and liquidity, and that the chosen product may not reliably measure trend or investment merit. It suggests adding fundamental, technical, and liquidity filters. The supplied formula and Python example do not align perfectly with the prose: the code uses volume-related fields and absolute values in places, rather than consistently implementing the stated large-order net volume product. No backtest results or performance evidence are provided, so the screen should be read as a proposal rather than a validated strategy.

Key ideas

• The screen focuses on metaverse stocks with a limit-up event in the recent lookback period.
• It uses the sign of the price-change and large-order net-volume product as a joint selection condition.
• Candidates are intended to be identified before the trading day progresses far.
• The author flags omissions in fundamentals and liquidity, along with limited signal discrimination.
• The examples contain implementation differences from the prose, and no performance results are shown.

Tags

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