Chinese Stock Screen Using Metaverse Theme, Long-Term Average, and Auction Flows

Summary

This Chinese-language post describes a stock screen combining three filters: membership in the metaverse theme, a previous-day closing price at or above the 250-day moving average, and positive net buying attributed to major participants during the auction. It presents the theme as a way to focus on a popular sector, the long-term average as a price-trend filter, and auction flow as a measure of market interest. It includes example formula references and Python-style sample logic for selecting candidates.

The post warns that market volatility can undermine the screen, that isolated indicators can produce false signals, and that reported institutional buying does not guarantee future gains. It suggests adding other indicators, assessing company fundamentals, and considering broad market direction. No historical test, benchmark, or performance statistics are supplied. The sample code also estimates auction net buying from daily price and volume fields, so its measure may not match actual auction flow; the screen should be treated as an idea for research rather than validated evidence.

Key ideas

• The screen combines metaverse theme membership, a price above the 250-day average, and positive auction net buying.
• The long-term average serves as a trend filter, while the theme and flow conditions narrow the candidate set.
• The post cautions that market volatility and individual indicators can lead to mistaken selections.
• It proposes adding technical indicators, fundamental quality checks, and a broad-market filter.
• No backtest or measured performance is presented, and the sample flow calculation is only an estimate.

Tags

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