Metaverse Stock Screen Using Turnover and MACD Momentum

Summary

This Chinese-language strategy note describes a screen for mainland Chinese equities in the metaverse sector. It selects stocks whose prior-day turnover exceeds 8% and whose MACD is above zero, with the DIF line also above the signal line. The stated rationale is to focus on actively traded names showing positive momentum. The article includes example indicator criteria and a Python-style workflow that retrieves sector constituents and daily price data before applying the filters.

The note offers a rule set, not evidence of profitability: it gives no backtest results, benchmark, transaction-cost assumptions, or risk-adjusted performance. Its implementation details also warrant care. The sample conditions include a fixed 2021 date restriction, while the narrative describes a rolling recent-day screen, and the sample MACD check does not clearly reproduce every stated condition. The author acknowledges that technical filters can overlook fundamentals and sector effects and may lead to premature entries.

Key ideas

• The screen restricts candidates to metaverse-sector equities.
• It requires prior-day turnover above 8% and positive MACD conditions.
• The strategy targets liquid, actively traded stocks with upward momentum.
• The examples include a fixed-year condition that may not match a current rolling screen.
• No backtest evidence or performance measurements are supplied.

Tags

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