Metaverse Stock Screen Using Turnover and Seven Consecutive Down Sessions

Summary

This stock selection rule screens Chinese metaverse-related equities for actual turnover between 3% and 28% two sessions earlier, alongside a seven-session sequence of declining closes. The post gives both a formula-style condition and a Python example, and presents the screen as a short- to medium-term selection approach. Its rationale is that the industry theme may offer growth exposure, turnover may indicate activity, and repeated declines identify stocks in a downward phase.

The document does not provide a backtest, return series, benchmark, or evidence that the conditions predict a rebound or continued weakness. It cautions that a losing streak can end, that the rule may be too extreme, and that the selection logic needs clarification. The Python example also appears to operationalize the losing-streak condition differently from a strict run of consecutive down sessions, so implementation details should be checked before research or use.

Key ideas

• The screen combines metaverse industry membership with a specified actual-turnover band.
• It also requires prices to meet a seven-session decline condition.
• The post offers formula and Python examples but reports no performance evaluation.
• A prolonged decline can reverse, and the rule may be too restrictive.
• The implementation should be checked because the example may not match the stated consecutive-session condition.

Tags

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