Metaverse Stock Screening with Auction Flows and Moving Averages

Summary

This document proposes a Chinese-equity screening rule that combines membership in the metaverse concept group, positive net buying attributed to major participants during the opening auction, and a 20-day moving average above the 120-day average. It describes the first condition as a way to focus on a thematic group, the auction-flow condition as a buying-pressure filter, and the moving-average relationship as a trend filter. A sample implementation outline also mentions adding a top-holder concentration screen and returning a small set of candidates.

The article offers no historical performance, benchmark comparison, or evidence that the filters predict returns. It acknowledges that the rule uses only a few indicators and that market data may be delayed or inaccurate. The sample implementation contains additional data queries and filters whose relationship to the stated core rule is not fully explained, so its output should not be assumed to match the headline screen. The approach is a screening recipe, not a complete portfolio or risk-management plan.

Key ideas

• The proposed screen selects metaverse-themed shares with positive auction net buying.
• It adds a trend condition requiring the shorter moving average to exceed the longer one.
• The sample implementation also references a top-holder concentration filter.
• The document provides no backtest or other evidence that the selection rules generate returns.
• Its three headline conditions do not account for all market, liquidity, or portfolio risks.

Tags

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