Metaverse Stock Screen Using Turnover and Daily MACD

Summary

This document presents a stock selection rule for Chinese companies classified in the metaverse theme. It screens for previous-day actual turnover between 3% and 28% and requires the daily MACD difference line to be above its signal line. The text explains the turnover condition as an activity filter and the MACD condition as a positive technical signal, and includes examples of how the rule could be expressed in screening tools and Python.

The article provides no backtest, portfolio results, or evidence that the conditions generate returns. It acknowledges that the screen omits other technical and fundamental information and may miss stocks outside its chosen turnover range. Suggested refinements include financial measures, additional indicators, chart analysis, and risk controls. The strategy is therefore a simple thematic momentum screen whose effectiveness and implementation details would need independent evaluation.

Key ideas

• The screen focuses on stocks classified in the metaverse theme.
• It requires previous-day actual turnover between 3% and 28%.
• It selects stocks when daily MACD DIF is above DEA.
• The article provides illustrative screening logic but no performance evidence.
• It warns that the limited indicators and turnover range may overlook relevant information.

Tags

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