Metaverse Stock Screening by Morning Price Change and Popularity

Summary

This Chinese A-share selection method first limits its universe to stocks in the metaverse theme, then screens for a morning price change below 6% at 9:25 and ranks qualifying names by individual stock popularity. The note presents the approach as a blend of sector selection, a short-term price filter, and market interest. It includes a formula reference and a Python example that retrieves sector, daily-price, and popularity data.

The author warns that thematic concentration and popularity rankings can be distorted by market swings or temporary attention around events. The suggested extensions include trading volume, moving-average context, company fundamentals, and risk controls such as stop orders. The document offers no performance statistics or backtest, and its code example’s handling of the 9:25 price condition and popularity data should be validated against the intended data definitions before use.

Key ideas

• The stock universe is restricted to the metaverse theme.
• The screen applies a morning price-change threshold below 6% at 9:25.
• Qualifying stocks are sorted by a popularity measure.
• Popularity can be temporarily distorted, and the narrow theme universe may heighten exposure to market swings.
• The note proposes adding technical, fundamental, and risk-control factors but provides no performance evidence.

Tags

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