Metaverse Stock Screen Using Turnover and Large-Trader Net Buying
Summary
The document describes a China A-share stock screen for companies in the metaverse theme. It selects stocks whose actual turnover rate two sessions earlier is between 3% and 28%, and for which the prior session's large-trader net buying measure is positive. The post also maps these conditions to platform-specific indicators and sketches a data-based implementation using stock lists, turnover data, and money-flow records.
The rationale is that turnover may indicate market interest and positive net buying may suggest accumulation. No backtest, return data, or comparison is provided to support those claims. The author notes that the screen relies on past data, the large-trader measure may be unreliable, and results may shift with market or policy conditions. Suggested additions include technical and fundamental filters and periodic review; the supplied implementation also uses specific historical dates, limiting its direct reproducibility as a current screen.
Key ideas
- The screen focuses on metaverse-related Chinese stocks.
- It requires a turnover rate from two sessions earlier within the stated 3%–28% range.
- It also requires positive large-trader net buying for the previous session.
- The post provides indicator mappings and an example data workflow, but no performance test.
- The author flags uncertainty in the money-flow measure and sensitivity to market and policy changes.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.