Metaverse Stock Screening with Three Bullish Crossovers and an Opening Filter

Summary

This Chinese-language post describes a stock screen for the metaverse industry. It combines bullish crossovers in MACD and two moving-average pairs (5 versus 10 periods and 5 versus 20 periods) with an opening-price condition: the open must be within 6% of the prior close, and the bar must be at or after 9:25. The described universe includes Shanghai, Shenzhen, and Hong Kong listings.

The post gives the screening logic and implementation references for two trading platforms, plus an illustrative Python outline. It does not provide a backtest, performance figures, or evidence that the conditions predict returns. It flags sector policy and regulatory exposure, possible short-term reversals, and limited diversification when few stocks qualify. The screen is therefore a rule set to investigate, with no demonstrated profitability or risk control beyond its filters.

Key ideas

• The screen targets metaverse-related stocks in Shanghai, Shenzhen, and Hong Kong markets.
• It requires simultaneous bullish crosses in MACD and two moving-average pairs.
• The opening price must be within 6% of the previous close, with the qualifying bar at or after 9:25.
• The post supplies formula and code examples but no backtest or return evidence.
• It identifies regulatory exposure, reversals, and a small candidate pool as risks.

Tags

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