Metaverse Stock Screening with Bollinger Bands and Float Size

Summary

This note describes a Chinese A-share screening idea focused on companies classified in the metaverse sector. It adds a share-float or market-size ceiling and selects stocks whose closing price lies between the middle and upper Bollinger Bands, calculated over a 20-period window with bands two standard deviations from the moving average. The article also provides an implementation outline using market data and a technical-analysis library.

The screen is presented as a way to find stocks showing price strength while remaining within the upper part of their recent range. The document provides no backtest, performance results, or evidence that these conditions predict returns. Its own risk discussion points out that relying heavily on a technical signal and sector label can omit fundamental and business-quality considerations. It suggests incorporating financial measures and industry prospects, though it does not define those criteria. The sample code and screening description also use inconsistent units and field labels for the stated size constraint, so the intended threshold should be checked before implementation.

Key ideas

• The screen targets metaverse-related A-shares subject to a stated float-size ceiling.
• It selects stocks with closing prices between the middle and upper 20-period Bollinger Bands.
• The bands use a moving average and a two-standard-deviation distance.
• The note recommends adding financial and industry analysis, but does not specify a complete fundamental filter.
• No historical performance evidence is provided, and the size threshold is ambiguous in the examples.

Tags

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