Metaverse Stock Screening with Turnover and Order-Flow Ratios

Summary

The document describes a short-term screen for Chinese stocks associated with the metaverse theme. It selects names whose prior-day actual turnover falls between 3% and 28% and whose reported outside-volume to inside-volume ratio exceeds 1.3. The article frames the turnover band as a liquidity filter and the volume ratio as a sign of buying interest, then provides example indicator conditions and a Python workflow for combining industry, money-flow, and turnover data.

The rationale is only sketched, and the interpretation of the outside/inside ratio is explicitly unclear. The Python example also uses dated data fields and a different large-money-flow filter, so it does not transparently reproduce every stated screening condition. The page offers no performance results or validation, and it cautions that market, sector, or company events can reverse prices. It characterizes the screen as short-term and suggests adding fundamental measures before use.

Key ideas

• The screen focuses on metaverse-related stocks with prior-day actual turnover between 3% and 28%.
• It also requires an outside-volume to inside-volume ratio above 1.3.
• The article gives indicator conditions and a Python example for assembling candidate stocks.
• The meaning of the volume ratio is uncertain, and the screen has no reported performance validation.
• The author recommends combining the price-flow filters with fundamental analysis.

Tags

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