Metaverse Stock Screening with Three Indicator Crossovers and Turnover

Summary

This Chinese-language strategy note proposes screening stocks in a metaverse industry group when MACD, KDJ, and DMI indicators produce bullish crossovers together. It also applies a turnover filter. The discussion first gives a broader turnover interval, then narrows the final rule to between 3% and 5%. It provides indicator settings and sample formula and Python references, though some details differ: the code includes additional market-capitalization, valuation, and location filters that are not part of the stated final rule.

The rationale is that simultaneous technical confirmations and moderate turnover may help identify stocks with upward momentum while avoiding the most heavily traded names. The article presents no backtest, return series, benchmark, or validation of that rationale. It acknowledges that technical indicators react to changing prices, that turnover varies across industries, and that financial condition and competition are omitted. The screen is a hypothesis for candidate selection, not demonstrated evidence of long-term value or profitability.

Key ideas

• The proposed universe is metaverse-related equities, filtered for simultaneous MACD, KDJ, and DMI bullish crossovers.
• The final stated turnover interval is 3% to 5%, although an earlier description gives a wider range.
• The sample Python implementation adds valuation, size, and location filters beyond the final stated rule.
• The article gives no backtest or performance evidence for the screen.
• It notes that technical indicators, industry differences, and omitted company fundamentals limit the method.

Tags

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