Metaverse Stock Screen Using Opening Gap and Ten-Day Return

Summary

This screen focuses on metaverse-themed Chinese stocks and combines an opening-gap filter with a short-term return range. It looks for an opening price less than 6% above the previous close and a ten-day price change between zero and 35%. The article also refers to a year-specific condition in its formula examples, making the intended timing of the screen important to interpret.

The post gives sample formula logic and a Python outline for retrieving stock and sector data, then checking the opening move and recent return. It suggests adding fundamental and other technical measures, while acknowledging that price filters alone cannot establish company quality and short-term moves can be volatile. No backtest, portfolio rules, execution assumptions, or performance evidence is reported. The examples have apparent timing ambiguities between the stated “9:25” condition and daily opening-price data, so the screen would need careful data and timestamp validation before use.

Key ideas

• The screen selects metaverse stocks with an opening gap below 6% and a ten-day return between zero and 35%.
• The examples include a year-specific date condition that affects the screen’s interpretation.
• The post supplies sample formulas and a Python data-screening outline.
• The document recommends adding other factors and warns that price filters do not establish fundamental strength.
• No backtest or trading performance evidence is provided.

Tags

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