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

Summary

This note describes a Chinese stock screen restricted to the metaverse industry. It selects shares whose opening price is around the 10-day moving average and whose ratio of outside volume to inside volume exceeds 1.3. The moving-average condition is intended to capture an opening near a recent price reference, while the order-flow ratio is used as a market-activity filter.

The note includes indicator-formula and Python illustrations, but it does not report a backtest or evidence that the conditions predict returns. It warns that the screen leaves out company fundamentals and other technical measures, and that market conditions can change quickly. It recommends considering additional data and indicators, but provides no tested optimization or rules for timing, sizing, or managing selected positions. The code examples use specific data and time-window choices, so their calculations and data availability would need validation before relying on them.

Key ideas

• The universe is limited to stocks classified in the metaverse industry.
• The screen combines an opening-price condition around the 10-day moving average with an outside-to-inside volume ratio above 1.3.
• The note provides formula and code examples but no performance evaluation.
• Fundamental information and other market factors are omitted, leaving the screen exposed to changing conditions.

Tags

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