Metaverse Stock Screen Using the 10-Day Average and Institutional Flow

Summary

The document presents a Chinese equity screening rule for stocks classified in the metaverse industry. It selects shares whose opening price is around the 10-day moving average and whose institutional activity measure is positive. The described sequence combines an industry filter, a price condition, and a positive flow condition. Formula and Python examples are included as references for applying the screen with market data.

The article frames the setup as a way to find stocks with potential buying interest, but supplies no backtest, performance statistics, or comparison with a benchmark. Its own risk discussion notes that a few indicators cannot capture company fundamentals, policy changes, or unexpected market events, and that historical price behavior may not generalize. The example code and formula wording also differ in how they express the opening-price condition, so an implementation should verify that its data fields and comparison logic match the intended rule before use.

Key ideas

• The screen filters for metaverse-sector stocks with an opening price near the 10-day moving average and positive institutional flow.
• The rule combines an industry classification, a price-based condition, and a flow indicator.
• The article provides formula and data-fetching examples but does not report tested performance.
• The screen omits broader fundamental and policy factors and may respond poorly to sudden market changes.
• The formula and code examples should be checked for consistency before implementation.

Tags

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