Metaverse Stock Screening with an Opening Move and Listing-Age Filter
Summary
This Chinese A-share screening example selects stocks associated with the metaverse concept, using an opening-session price condition and a minimum listing age. Its final rule requires the stock to have been listed for more than three years and applies a price-change threshold described as less than 6% at 9:25. The article also provides formula and Python examples and suggests ranking matching stocks by market capitalization.
The document identifies uncertainty in price moves and the exclusion of newer listings as risks. It proposes adding indicators such as volume, relative strength, and moving averages, along with fundamental filters including valuation and profitability. It offers no backtest, performance evidence, or detailed validation of the code. The formula and Python sections may also differ in how they calculate the intraday change, so implementation details should be checked before using the screen.
Key ideas
- The screen starts with stocks assigned to the metaverse concept group.
- It combines an opening-session price-change threshold with a listing-age requirement of more than three years.
- The examples describe filtering candidates and optionally ranking them by market capitalization.
- The article suggests adding technical and fundamental filters, but does not test their effects.
- The code examples may not implement the stated intraday condition consistently.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.