Chinese Metaverse Stock Screen Using Volume Ratio and Trade-Side Volume

Summary

This proposed Chinese equity screen targets stocks classified in the metaverse industry. It requires a volume ratio above 1.5 and below 6, and an external-to-internal trading volume ratio above 1.3. The article characterizes external volume as trades associated with rising prices and internal volume as trades associated with falling prices, interpreting a higher ratio as a possible sign of buying support. It includes illustrative screening logic and a Python-style workflow for applying the filters to stock and tick data.

The article cautions that the approach relies heavily on technical data and may select volatile stocks; it also says the volume-side ratio alone can be an overly crude measure. It suggests adding indicators such as RSI or MACD and fundamental measures such as valuation ratios, while tailoring thresholds to individual stocks. No backtest, comparison, or return evidence is provided, and the code example is illustrative rather than a validated implementation. The screen should therefore be read as a set of candidate filters, not as evidence of durable predictive power.

Key ideas

• The screen targets metaverse stocks with a bounded volume ratio and a minimum external-to-internal volume ratio.
• The article interprets a higher external-volume share as potential buying support.
• It warns that technical-only filters and volume-side ratios may give an incomplete or volatile selection.
• Suggested refinements include adding technical indicators and fundamental measures.
• No performance test validates the proposed conditions.

Tags

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