Metaverse Stock Screen Using Auction Buying, Volume, and Gap-Up Conditions

Summary

This Chinese-language post outlines an A-share stock selection screen for companies in the metaverse theme. It combines positive net buying attributed to major participants during the opening auction, current volume above 10,000 lots, and an opening price more than 2% above the prior close. The rationale offered is to focus on a popular theme, screen for auction buying and activity, and seek possible trend reversals through a gap-up open.

The post includes example formula and Python-style implementations, but provides no backtest results or evidence that the conditions produce returns. It cautions that market data may be imperfect or delayed and that technical indicators can lag or mislead. The examples rely on specific data-provider fields and market classifications, so implementation details may not transfer directly across platforms or datasets. The post also acknowledges investment losses and suggests broader research and diversification.

Key ideas

• The screen selects metaverse-themed stocks with positive major-participant net buying in the opening auction.
• It requires current trading volume above 10,000 lots and a gap-up of more than 2% from the prior close.
• The author frames the gap-up condition as a possible way to seek trend reversals.
• The document gives code examples but reports no backtest or return evidence.
• Data quality, indicator limitations, and concentration are identified as risks.

Tags

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