Metaverse Stock Screening by Turnover and Past Limit-Up Events

Summary

This stock-selection rule targets companies classified in the metaverse industry. It requires the previous day's actual turnover rate to fall between 3% and 28%, and at least two daily limit-up moves during the preceding 500 days. The article presents equivalent screening expressions and example Python logic for combining industry classification, turnover, and historical price data.

The author frames turnover as a sign of market interest and past limit-ups as evidence of perceived potential, but provides no backtest or performance results to support those interpretations. The stated caveats include reliance on historical behavior, possible delays or missing limit-up records, and instability as market conditions or policy change. The sample code also uses fixed dates and data-provider assumptions, so it is an illustration rather than a reproducible, live-ready system. The article suggests adding technical indicators and fundamental analysis and reviewing holdings periodically, without defining those filters or an exit and risk-management process.

Key ideas

• The screen focuses on metaverse-sector stocks.
• It selects for prior-day actual turnover between 3% and 28%.
• Candidates must have at least two limit-up moves in a 500-day lookback.
• The article warns about historical-data dependence, incomplete records, and changing market conditions.
• It gives no backtest results or defined exit and risk-management rules.

Tags

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