Metaverse Stock Screen Using Large-Order Flows and RSI

Summary

This note outlines a screen for Chinese stocks associated with the metaverse. It combines a reported rounded-bottom price pattern with positive large-order net flow above 0.05 for at least three consecutive days. The final stated selection logic also adds an RSI below 30. The accompanying Python sketch filters a claimed industry universe, sums a large-order flow field over three observations, and ranks candidates by that total. The article describes the conditions as a way to find active stocks with potential, but supplies no measured evidence for that interpretation.

The note cautions that short-term flow signals can distract from fundamentals and that other market forces may alter outcomes. It suggests combining additional indicators and testing the approach over historical data to assess robustness. However, it does not define the rounded-bottom pattern, explain the flow field or its units, specify how RSI is calculated, or provide a backtest. The sample code does not implement the stated shape or RSI filters, so it is an incomplete sketch rather than a reproducible strategy.

Key ideas

• The proposed screen combines metaverse sector classification, a rounded-bottom pattern, and positive large-order net flow over consecutive days.
• The final stated logic adds an RSI threshold below 30.
• The code sketch calculates a three-observation sum and ranks candidates but omits the pattern and RSI conditions.
• The note recommends broader validation because short-term indicators can ignore fundamentals and changing market conditions.

Tags

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