Metaverse Stock Screening with Positive Institutional Flow and a Rising 30-Day Average

Summary

This document outlines a Chinese equity screening rule that selects stocks associated with the metaverse sector, filters for a positive institutional-flow measure, and requires the 30-day moving average to be rising. The stated idea is to combine a sector theme, a measure of institutional activity, and a simple trend condition. It also gives example indicator references and sample Python code intended to implement the screen using market data.

The document warns that the metaverse sector may be unstable, institutional-flow measures can lag or mislead, and a moving average may respond slowly to changing prices. It suggests supplementing the screen with other indicators or sector measures, but provides no backtest, return data, benchmark, or evidence that the selection rule is profitable. The sample implementation’s data fields and definitions may not map cleanly to the stated conditions, so the exact operational meaning of institutional flow and the moving-average slope would need verification before use.

Key ideas

• The screen focuses on metaverse-related Chinese stocks.
• It requires a positive institutional-flow measure and an upward-sloping 30-day moving average.
• The rationale combines a thematic universe, investor-flow information, and a trend filter.
• The document identifies sector instability, lagging flow data, and moving-average delay as risks.
• No backtest or performance evidence is supplied, and the sample data definitions warrant verification.

Tags

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