Metaverse Stock Screening by Prior Turnover and Limit-Up Exclusion

Summary

This Chinese-language post describes a stock-selection screen for companies classified in the metaverse sector. It selects stocks whose actual turnover rate from two sessions earlier is between 3% and 28%, while excluding stocks that closed at the prior session’s upper price limit. The post gives corresponding screening expressions and outlines an example implementation using stock and daily-market data.

The author notes that the rules emphasize sector membership, turnover, and recent limit-up status while omitting other technical and fundamental measures. Suggested additions include valuation, profitability, and technical indicators, together with risk controls. The screen is a selection rule, not a complete tested strategy: the post provides no performance results, position sizing, exit logic, or evidence that the turnover range identifies attractive investments. Its sample implementation also relies on external data sources and needs careful alignment with the stated lookback conditions.

Key ideas

• The screen focuses on stocks classified in the metaverse sector.
• It requires turnover from two sessions earlier to fall between 3% and 28%.
• It excludes stocks that reached the upper price limit in the previous session.
• The post suggests adding financial, technical, and risk-control criteria.
• No backtest results, portfolio rules, or complete trade exits are provided.

Tags

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