Metaverse Stock Screening with Institutional Flow and Turnover

Summary

This document describes a Chinese equity screening rule that selects metaverse-related stocks when an institutional-flow measure is positive and the prior day's actual turnover falls between 3% and 28%. It presents the conditions as a way to combine industry exposure, institutional activity, and a liquidity or trading-activity filter. A formula reference and an example data workflow illustrate how those inputs might be assembled, though the example's proxies and timing should be checked against the intended definitions before use.

The document offers no backtest, performance statistics, or evidence that the screen predicts returns. It identifies several limitations: the metaverse sector may be unstable, institutional-flow data can lag, and turnover changes with market conditions. It suggests adding indicators such as RSI or MACD and considering company and industry fundamentals, but gives no tested weighting scheme. The screen is therefore a candidate-selection idea rather than a validated trading strategy; it does not specify portfolio construction, entry and exit rules, or risk controls.

Key ideas

• The screen targets metaverse-related stocks with a positive institutional-flow reading.
• It requires prior-day actual turnover between 3% and 28%.
• The document flags sector instability, lagging institutional data, and changing turnover as risks.
• It proposes adding technical indicators and fundamental analysis, without testing those changes.

Tags

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