Metaverse Stock Screening with Prior-Day Attention and a Two-Day High Breakout

Summary

This note describes a Chinese A-share screening rule for stocks classified in the metaverse sector. It selects names reported on the previous day’s Dragon-Tiger List, a market activity ranking, and whose current close is above the highest high of the preceding two sessions. The proposed rationale is to combine recent market attention with short-term price strength, treating the price condition as a breakout signal.

The article gives indicator and Python examples, but the implementations do not clearly match the stated rule: the indicator expression uses MACD crossovers as a proxy for Dragon-Tiger List activity, while the Python excerpt tests a price field against a purported list field. No backtest, returns, or comparative evidence is supplied. The author notes that the screen may overemphasize short-term movement and omit fundamentals, and suggests combining price, fundamental, and market measures. It is best read as a screening idea requiring data validation and independent testing, not as evidence of profitability.

Key ideas

• The screen combines metaverse-sector membership with a prior-day attention condition and a short-term price breakout.
• The breakout condition requires the current close to exceed the highest high in the preceding two sessions.
• The document offers code examples, but their stated data fields and proxy conditions may not implement the rule faithfully.
• The author warns that short-term price focus can neglect fundamentals and create risk.
• No performance results or backtest evidence are reported.

Tags

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