Metaverse Stock Screening with Positive Returns and Auction Buying Pressure

Summary

This note describes a China equity screening rule for stocks classified in the metaverse industry. It selects names with a positive close-to-close return and a combined large and extra-large buy volume during the opening auction above the stated threshold of 0.7 ten-thousand units. The article also sketches how these conditions might be represented in a screening formula and implemented with market data.

The author suggests adding company profitability and technical indicators such as RSI or KDJ to broaden the selection process. The rationale is to combine industry membership, recent price strength, and auction buying activity, but the post provides no backtest, performance evidence, or validation of the data fields and sample code. It cautions that the narrow filters may omit suitable stocks and should be adjusted to market conditions; adding more factors is proposed but not evaluated.

Key ideas

• The screen focuses on stocks in the metaverse industry.
• It requires a positive recent return and substantial large-order buying during the opening auction.
• The post proposes profitability and technical indicators as additional filters.
• No performance testing is reported, and the author notes that narrow criteria can miss candidates.

Tags

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