Chinese Metaverse Stock Screening by Turnover and Listing Age

Summary

This document outlines a Chinese equity screening rule for stocks classified in the metaverse sector. It selects names whose actual turnover rate on the previous day falls between 3% and 28%, and whose listing age exceeds a configurable threshold. The text provides equivalent screening expressions for a Chinese trading platform and a Python example using market data sources. The example applies a specific historical trading date and a fixed listing-date cutoff, so those implementation choices should not be confused with universal parameters.

The article gives a rationale that turnover may indicate market attention and longer listing history may favor more established companies, but it offers no backtest, return data, or evidence that these explanations predict performance. It also acknowledges that the simple filters may be inaccurate and exposed to market and policy changes. It recommends further fundamental analysis and risk controls, while leaving the listing-age threshold unspecified in the general rule.

Key ideas

• The screen focuses on Chinese stocks classified in the metaverse sector.
• It filters for previous-day actual turnover between 3% and 28% and listing age above a chosen threshold.
• The document gives platform-specific screening logic and a Python illustration using historical data inputs.
• It provides no performance test and warns that the simple criteria may be unreliable and sensitive to market or policy shifts.

Tags

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