Metaverse Stock Screening with Volume and Money Flow

Summary

This Chinese-language post proposes screening Chinese equities in the metaverse industry using relative volume and consecutive positive readings for large-order net flow. The stated filter requires a volume ratio between 1.5 and 6, alongside more than three days of net large-order flow above 0.05; the final wording shifts to at least three days of positive main-fund inflow above that threshold. It provides a brief rationale that the conditions seek active stocks with substantial capital participation, plus a Python-style example of applying the filters.

The post warns that the screen omits fundamentals such as earnings and valuation, uses a narrow definition of large orders, and may mistake noisy fluctuations for a persistent trend. It suggests adding fundamental and technical measures, separating types of institutional flows, and making the consecutive-day condition flexible. No performance results or backtest evidence are reported, so the proposed screen is an illustrative selection rule rather than a validated strategy.

Key ideas

• The screen focuses on metaverse stocks with volume ratios between 1.5 and 6.
• It also requires consecutive days of positive large-order or main-fund net inflow above 0.05.
• The post cautions that omitting fundamentals and using a narrow money-flow definition may distort selections.
• It recommends combining fundamentals, technical indicators, and more differentiated flow measures.
• 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.