Metaverse Stock Screen Using Recent Limit-Ups and Large-Order Net Buying

Summary

This document proposes a weekly Chinese equity screen focused on metaverse-related stocks. It selects shares that recorded a limit-up within the prior 25 days and had large-order net volume above 0.05 for at least three consecutive days. The stated approach combines a recent price surge with a measure intended to indicate sustained large-investor buying, then forms a watchlist for the week.

The article describes the logic and includes a short Python example, but provides no historical test, return figures, or comparison with a benchmark. It flags possible inaccuracies in large-order net-volume data, timing risk, fast-changing market conditions, and the lack of fundamental analysis. It suggests adding company and industry measures and risk controls. The code illustrates the screening idea, but its rolling-count logic may not faithfully enforce the stated consecutive-day condition, so the implementation should be checked before relying on it.

Key ideas

• The screen targets metaverse stocks with a limit-up in the prior 25 days.
• It also requires large-order net volume above 0.05 for at least three consecutive days.
• The proposed selection is repeated weekly, with selected stocks held for that trading week.
• The document gives no backtest results and identifies data quality, timing, and market-regime risks.
• Its example code should be checked against the consecutive-day rule before use.

Tags

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