Metaverse Stock Screen Using Turnover and Institutional Buying

Summary

This A-share stock screen selects companies in the metaverse theme with prior-day turnover above 8% and a signal interpreted as institutional buying. The proposed refinement also requires either a market-cap ranking in the top 30% or a 30-day return ranking in the top 30%. The article supplies illustrative screening formulas and Python-oriented data references.

The author cautions that institutional buying is subjective, may be identified late or incorrectly, and does not guarantee future gains. The screen is presented without a backtest, outcome data, or a clear definition of the institutional-buying signal. It recommends treating that signal as one input and considering company fundamentals and technical indicators such as moving averages or RSI. Its examples refer to a specific historical date, so the data and ranking conventions would need to be checked before reproducing the screen.

Key ideas

• The screen combines metaverse classification, prior-day turnover above 8%, and an institutional buying signal.
• The proposed refinement adds either a favorable market-cap rank or a favorable recent-return rank.
• Institutional buying is subjective and may not predict subsequent performance.
• The article provides no results or backtest validating the selection rule.

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