Metaverse Stock Screening by Market Capitalization and Moving Average

Summary

This Chinese A-share screening note selects stocks associated with the metaverse theme, requires circulating market capitalization above 10 billion yuan, and checks whether price is above a short moving average. The narrative first describes a five-day average, while its final selection rule and sample code use a three-day average. The article gives an indicator formula and Python-style example for retrieving candidates and comparing the latest close with a moving average.

The moving-average condition is intended to identify stocks with upward short-term price action. The author notes that the screen emphasizes technical conditions and may omit company fundamentals, and that trend judgments carry risk. The document offers no historical performance results or evidence that the thematic, size, and moving-average filters improve returns. Its inconsistent moving-average period and sample-code details mean the exact implementation should be checked before relying on the screen.

Key ideas

• The screen combines a metaverse theme filter with a circulating market-cap threshold and a price moving-average condition.
• The stated final rule and sample code use a three-day average, although the earlier description refers to five days.
• A closing price above the average is treated as evidence of short-term upward movement.
• The note warns that technical screening alone can omit fundamental information.
• No backtest or performance evidence is provided.

Tags

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