Metaverse Stock Screen with Relative Volume and Moving-Average Trend

Summary

This A-share screen narrows a metaverse-sector universe to stocks with relative volume above 1.5 and below 6, a closing price above the five-day moving average, and the five-day average above the 20-day average. The volume band is intended to identify active trading without extreme turnover, while the price and moving-average conditions select for short-term upward alignment. The article first describes a simpler version and then adds the moving-average crossover condition to its final formulation.

The discussion warns that the screen omits fundamentals such as earnings and valuation, and that short-term prices and averages can be volatile. It suggests adding fundamental and technical measures and adapting the criteria to market conditions. Although sample indicator logic is included, the article provides no backtest, return statistics, or evidence that metaverse-sector membership or these filters produce an edge. The code is illustrative and its data-source and field assumptions are not fully explained.

Key ideas

• The final screen requires metaverse-sector membership and relative volume between 1.5 and 6.
• It selects stocks closing above the five-day average, with that average above the 20-day average.
• The article notes that the screen omits fundamentals and relies on potentially unstable short-term measures.
• No backtest or performance evidence is provided.

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