Metaverse Stock Screen Using Volume Ratio and Prior-Day Price Action

Summary

This Chinese-language post describes a stock-selection screen for companies classified in the metaverse industry. It selects stocks with a volume ratio above 1.5 and below 6, while excluding stocks that closed at the upper price limit on the prior day. The stated rationale is to focus on stocks showing trading activity while avoiding entries immediately after a limit-up session. The post includes reference formulas and a Python example that compares recent volume with an earlier average.

The author identifies limitations: excluding prior-day limit-up stocks may leave a narrow candidate set, and the filters alone do not establish a stock’s broader prospects or prevent trend-chasing. Suggested refinements include adding industry and fundamental analysis and adjusting the prior-day condition using historical data. No backtest results or evidence of predictive performance are provided, and the example code’s precise volume-ratio calculation may not match the stated screening definition.

Key ideas

• The screen selects metaverse-industry stocks with a volume ratio between 1.5 and 6.
• It excludes stocks that reached the upper price limit on the prior day.
• The post presents trading activity and avoiding immediate post-limit-up entries as the screen’s rationale.
• The author warns that the conditions may produce few candidates and do not replace broader analysis.
• Historical evaluation and fundamental research are proposed as ways to refine the screen.

Tags

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