Metaverse Stock Screening with MACD, Price Cross, and Institutional Holdings

Summary

This document describes an equity screen for stocks in the metaverse industry. It combines a MACD crossover, a close-price crossover above the five-period moving average, and institutional ownership of at least 50%. The stated aim is to find stocks with improving technical signals and substantial institutional holdings, then invest in all stocks that pass the filter.

The discussion flags several limitations: technical signals and ownership data omit company fundamentals, institutional holdings may be stale, and the sector carries market risk. It suggests adding earnings or valuation measures, incorporating other technical or volume-price indicators, and refreshing ownership information more often. The evidence is a description of the screening logic and code references; no historical performance, risk statistics, or test results are supplied. The example Python implementation appears inconsistent with parts of the stated rule, including its price-versus-moving-average comparison, so it should not be treated as a verified implementation.

Key ideas

• The screen targets metaverse industry stocks that pass both technical and institutional ownership filters.
• It combines a MACD signal-line crossover, a close crossing above a five-period moving average, and institutional ownership of at least 50%.
• The proposed portfolio includes every stock satisfying the conditions.
• The document warns that institutional ownership can lag and that the screen leaves out company fundamentals.
• No backtest results or performance evidence are presented.

Tags

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