Metaverse Stock Screen Using the Opening Move and Afternoon Fund Flow

Summary

This China A-share screening idea starts with stocks in the metaverse theme, then requires the indicated 9:25 price change to be below 6% and positive large-order net inflow in the afternoon. The article describes the theme filter as a way to define the stock universe, the early price condition as a cap on the opening move, and afternoon fund flow as an additional demand signal. It includes indicator formulas and a Python example that attempts to apply related daily and intraday filters.

The post provides no backtest, returns, or evidence that the screen predicts future performance. It acknowledges that large-order flow can be misread when liquidity is limited, the early price change can be volatile, and the rules do not account for the overall market trend. The code’s conditions do not map cleanly to every stated rule, so researchers would need to verify the timing and definitions of the data fields before use. Fundamental filters and market-trend analysis are suggested but not tested.

Key ideas

• The screen targets metaverse-themed stocks with a 9:25 price change below 6% and afternoon large-order net inflow.
• It combines a sector universe, an early-session price condition, and an intraday flow measure.
• The article supplies formula references and illustrative code, but no performance results.
• Large-order flow and early price changes may be noisy, especially when liquidity is limited.
• The screen omits broad market direction, and the example implementation should be checked against the stated conditions.

Tags

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