Metaverse Stock Screen Using the Ten-Day Average and Relative Volume

Summary

This Chinese stock-screening example selects companies classified in the metaverse industry whose opening price is near the ten-day moving average, with relative volume between 1.5 and 6. The accompanying explanation frames the industry classification and price condition as technical filters, while the volume range is meant to favor stocks with elevated but bounded trading activity. It provides formula examples and a Python sketch that checks the industry, compares the latest open with the moving average, and calculates volume relative to a rolling average.

The post warns that the screen is simple and may omit company fundamentals, broader market conditions, and industry risks. It provides no historical test, performance results, or rationale for the chosen thresholds. The formula’s crossing conditions and the Python sketch’s proximity test are not identical implementations of “near” the moving average, so results may differ across versions. The code also adds listing-age and circulating-assets checks that are not part of the stated core rule. The screen is therefore best understood as an example filter requiring clearer specifications and independent validation.

Key ideas

• The main screen combines metaverse industry membership with an opening price near the ten-day moving average.
• It requires relative volume to fall between 1.5 and 6, using volume relative to a rolling average.
• The post supplies both formula-style conditions and a Python screening sketch.
• The Python sketch adds listing-age and circulating-assets conditions beyond the main screening description.
• The post gives no backtest or evidence for the thresholds and warns that fundamentals and industry risks are omitted.

Tags

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