Metaverse Stock Screen Using a 250-Day Average and Morning Price Filter

Summary

The document describes a stock screen for companies in the metaverse theme. It selects stocks whose previous close is at or above the 250-day moving average and whose price change around the 9:25 session reference is below 6%. The article also gives sample implementations using market data and mentions additional filters applied in one Python example, including company status, listing date, exchange, and market capitalization.

The rationale is to combine a thematic group with a long-term price condition and a limit on early-session gains. The article cautions that liquidity changes and market sentiment can affect results, and that a small number of screening rules may exclude attractive stocks or fail to capture performance. It suggests adding financial, liquidity, cash-flow, and industry information. No backtest, performance figures, or evidence of predictive value is provided, and the sample formulas do not fully clarify how the 9:25 measure is calculated.

Key ideas

• The screen focuses on metaverse-related stocks.
• It requires the previous close to be at or above the 250-day moving average.
• It limits the specified morning price change to less than 6%.
• The article notes that simple price filters omit financial and liquidity information.
• No performance test is reported.

Tags

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