Metaverse Stock Screen Using Float Size and Opening Auction Return

Summary

This proposed A-share screen selects stocks classified in the metaverse sector, with circulating share capital no greater than 5.5 billion shares and an opening-auction price change between minus 2% and plus 5%. The post also gives a formula for auction return based on the current opening price and the prior auction close, and shows an example that filters market data by sector, float size, and auction move.

The article frames the range as a way to focus on stocks with some movement while avoiding especially large opening gaps. It warns that an auction change is a momentary observation and may not represent a durable trend, and that a short-term screen can miss long-term fundamentals. No historical test or performance evidence is reported. The described sector classification, float data, and auction-price fields would need reliable definitions and consistent timestamps for a reproducible evaluation.

Key ideas

• The screen combines metaverse-sector membership, a float-size ceiling, and a bounded opening-auction return.
• The opening move is measured against the prior auction close.
• The post cautions that an auction snapshot may not represent a lasting trend.
• No backtest or return evidence is provided, and fundamental filters are suggested as a possible complement.

Tags

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