Metaverse Stock Screen Using Turnover and Three Days of Large-Order Inflows

Summary

This note describes a screen for metaverse-related equities using two signals: prior-day actual turnover between 3% and 28%, and large-order net volume above 0.05 for at least three consecutive days. The article interprets the turnover band as evidence of market activity and the sustained positive flow as a sign of buying interest. It provides formula and Python examples for combining the industry, turnover, and flow filters.

The article does not report backtest results, returns, or a benchmark. It cautions that consecutive positive flow readings can be temporary, that a strict combination of filters may return very few stocks, and that large orders can reflect varied motives such as portfolio rebalancing. Its example code also uses money-flow fields as a proxy for the stated large-order net-volume measure, so the implementation may not reproduce the described signal exactly. Suggested extensions include valuation measures, machine-learning methods, and portfolio risk controls, but no validation design or trading rules are specified.

Key ideas

• The screen restricts its universe to metaverse-related stocks and uses prior-day actual turnover between 3% and 28%.
• It requires large-order net volume above 0.05 for three consecutive days.
• The document provides example formulas and code, but the code's money-flow proxy may differ from the stated signal.
• The author warns that sustained inflows may be temporary and strict filters may produce a small candidate set.
• No backtest, performance record, entry or exit rule, or position-sizing method is provided.

Tags

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