Metaverse Stock Screening by Positive Returns and Money Flow

Summary

This Chinese A-share screening idea combines membership in a metaverse-related category, a positive return, and a money-flow strength ranking. The article’s final version adds a positive market-capitalization condition. Its example formula compares a 21-day money sum divided by a 2-day money sum with the previous day’s ratio; the accompanying explanation describes selecting by money-flow strength from high to low. The article also sketches a Python implementation using sector, money-ratio, and market-cap data.

No backtest results or performance evidence are supplied. The author warns that the screen may be overfit and that relying on main-fund flows can omit other relevant factors. Suggested refinements include volume changes, relative strength, and fundamentals such as market capitalization and return on equity. The formula’s ratio comparison and stated descending ranking may not express the same ordering, so its precise ranking behavior should be checked before use.

Key ideas

• The screen targets metaverse-category stocks with a positive return and a positive market capitalization.
• It uses a ratio of 21-day to 2-day money sums as a money-flow proxy.
• The article describes sorting by money-flow strength, though its formula compares the ratio with its prior value.
• The author flags overfitting and the limited scope of relying on money-flow data alone.
• Volume, relative strength, and fundamental measures are suggested as additional filters.

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