Metaverse Stock Screening with Returns and Auction Volume

Summary

This stock-selection proposal first limits candidates to the metaverse theme and stocks with a positive daily return. It then combines the previous day's turnover rate with a ratio comparing current opening-auction volume to the prior day's volume, keeping values within a stated interval. The article frames these conditions as a way to focus on stocks with positive price action and a bounded level of trading activity. It includes formula references and sample screening code, but does not report a backtest or trading outcomes.

The author notes that the screen emphasizes liquidity and price behavior while omitting company fundamentals, industry developments, and policy conditions. These omissions may make its selections less reliable when market conditions change. Suggested additions include fundamental and technical filters, along with explicit entry, exit, and loss-control rules. The thresholds and data calculations are presented as references that may need adjustment; the document does not establish that the screen has predictive value.

Key ideas

• The screen focuses on metaverse stocks with a positive daily return.\nIt combines prior-day turnover with a ratio of auction volume to the previous day's volume.\nThe article presents trading activity as a liquidity-related screening dimension.\nFundamental, industry, and policy factors are not included in the core screen.\nThe note suggests adding other indicators and defining profit-taking and loss-control rules, but gives no performance evidence.

Tags

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