Combining Metaverse Stocks, Rounded Patterns, Returns, and Large-Order Flow

Summary

The document outlines a Chinese stock-selection idea that combines membership in the metaverse industry with a rounded price pattern and a measure built from price change and net volume attributed to very large orders. Its example implementation further filters for main-board shares, positive daily gains, and a normalized net-volume measure. The stated example compares that measure with trading volume and applies a threshold to its product with the daily percentage change.

The post explains that returns represent market performance while large-order net volume is intended to reflect activity by substantial investors. It supplies indicator-style and Python references, but does not report a backtest or live trading evidence. It cautions that historical and technical signals may fail as market conditions change, and that net-volume calculations may be inaccurate. It suggests adding company fundamentals and improving the flow calculation; these are proposals, not validated improvements.

Key ideas

• The proposed screen combines metaverse industry classification, a rounded price formation, and a price-change measure multiplied by large-order net volume.
• The example applies additional filters using share market, daily gain, and normalized net-volume thresholds.
• The author interprets net volume as a proxy for activity by large investors.
• The post gives indicator and Python examples but reports no performance evaluation.
• It identifies changing market conditions and errors in net-volume estimates as risks, and suggests adding fundamental factors.

Tags

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