Metaverse Stock Screening with Auction Buying and Stronger Buy-Side Volume

Summary

This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an external-to-internal volume ratio above 1.3. The rationale is to combine a popular market theme, a sign of capital inflow, and a measure interpreted by the post as favorable trading sentiment. It includes reference formulas and a Python example using market data fields to approximate the filters.

The post gives no backtest, trade outcomes, or evidence that the conditions predict returns. It flags changing market conditions and subjective or incomplete selection criteria as risks. It suggests adding more conditions, weighting them, and periodically reviewing the screen. The code’s volume-ratio proxy and historical data dates may not exactly implement the stated auction and external/internal volume conditions, so the example should be treated as a rough reference rather than a validated specification.

Key ideas

• The screen focuses on stocks associated with the metaverse theme.
• It requires positive opening-auction net buying and a stated external-to-internal volume threshold above 1.3.
• The post interprets these filters as signals of capital flow and market sentiment.
• It provides formula and Python references but no performance evidence.
• The post recommends reviewing conditions and recognizes market and selection risks.

Tags

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