Metaverse Stock Screening with a Rising 30-Day Average and Large-Order Flow

Summary

This note describes a short-term Chinese equity screen limited to stocks associated with the metaverse concept. It requires the 30-day moving average to rise and applies a combined price-range and trading-volume threshold, presented as a proxy for price change and net activity from very large orders. Example formulas and Python-style code show how the conditions might be assembled, and the example assigns an equal portion of a fixed allocation across selected stocks.

The document offers no backtest results or evidence that the screen is profitable. It flags market and industry exposure, reliance on technical indicators, and the need to validate the chosen thresholds. It suggests adding fundamental measures and using data analysis or machine learning to refine the selection rules. The implementation details are not fully consistent: the stated large-order flow concept is not directly represented in the displayed formula, and the code’s moving-average comparison differs somewhat from the prose description.

Key ideas

• The screen focuses on metaverse-related equities with a rising 30-day moving average.
• It combines price range and volume in a threshold intended to capture price movement and large-order activity.
• The example code distributes a fixed allocation equally among selected stocks.
• The document provides no performance evidence and says the rules need further validation.
• Fundamental analysis and data-driven refinement are suggested as possible additions.

Tags

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