Metaverse Stock Screening with Turnover and Auction Volume

Summary

This Chinese A-share screening rule combines a metaverse industry filter and a maximum circulating share count with a measure based on yesterday’s turnover rate and today’s auction volume relative to yesterday’s trading volume. It selects stocks where the product of those activity measures falls between the stated bounds. The document also provides sample Python screening logic and describes the rule as a way to filter by industry, share supply, and trading activity.

The article offers no performance results or backtest evidence. It cautions that the approach depends on accurate turnover and auction-volume data, and that it omits other technical and market considerations. The sample code illustrates data retrieval and filtering, but the description does not establish that the metric predicts returns or controls risk. The rule is presented as a candidate-selection method that would need further research alongside other analysis.

Key ideas

• The screen limits candidates to the metaverse industry and stocks below a circulating-share threshold.
• It multiplies yesterday’s turnover rate by the ratio of today’s auction volume to yesterday’s volume.
• The resulting activity measure must fall within a specified range to qualify.
• The article warns that data quality and omitted market factors can weaken the screen.
• No backtest or performance evidence is provided.

Tags

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