Metaverse Stock Screening by Turnover and Board Exclusion

Summary

This note describes a Chinese equity screen that selects stocks in the metaverse theme with prior-day turnover above 8%, while excluding the STAR Market. It gives a corresponding formula-style condition and a Python example that retrieves sector, industry, and daily market data to apply the filters. The approach uses sector membership and recent trading activity as its main selection signals.

The document argues that turnover can reflect liquidity and thematic interest, but it provides no backtest or performance evidence. It warns that market conditions can change quickly and that the resulting stocks may be low quality. It suggests adding fundamental or industry measures and constraints such as market capitalization or share price. The strategy remains a simple thematic screen, and the document does not define how to trade, size positions, or manage risk after selection.

Key ideas

• The screen selects metaverse stocks with prior-day turnover above 8%.
• It excludes stocks classified as belonging to the STAR Market.
• The examples describe implementing the filters with sector and daily market data.
• The document provides no performance evidence and flags market and stock-quality risks.

Tags

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