Metaverse Stock Screening with an Opening-Move Limit and Concentration Filter

Summary

This document presents a screening rule for stocks in China’s metaverse sector. It combines an early-session price-change condition—described as a gain of less than 6% around 9:25—with a concentration measure that must be below 20%. The post gives formula and Python examples for identifying sector members, applying a price filter, checking several concentration windows, and sorting qualifying stocks by price. Its description also mentions a company-type filter in the Python example.

The proposed rationale is to constrain the screen to a named industry, avoid stocks with a relatively large early move, and prefer those meeting at least one of the concentration thresholds. The author notes that the narrow screen may omit promising stocks and leaves out fundamental and technical considerations, suggesting those could be added. The document provides no backtest, performance results, or precise validation of the 9:25 measurement and concentration calculations. The examples and prose also differ in some implementation details, so the screening conditions would need careful interpretation before use.

Key ideas

• The screen focuses on metaverse-sector stocks and applies an early-session price-change limit.
• It accepts stocks if at least one specified concentration measure is below 20%.
• The examples add sector membership and company classification checks.
• The author warns that narrow filters can exclude candidates and omit relevant company factors.
• No performance evidence is supplied, and the stated rules and examples are not fully consistent.

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