Metaverse Stock Screening with Volume Ratio and Institutional Flow

Summary

This note describes a Chinese equity screen for metaverse-related stocks. Its stated conditions are a volume ratio above 1.5 and below 6, positive institutional buying direction, and a 60-day moving average above the 120-day average. The rationale is to combine elevated trading activity and institutional interest with a trend filter. The page title mentions a volume ratio above 1, but the detailed rules specify the narrower 1.5-to-6 range.

The article flags that the screen omits fundamentals such as earnings and valuation, and that institutional attention may not reflect a company’s actual prospects. It suggests adding valuation measures and technical indicators, while adjusting institutional-flow measures for investor size and style. It provides formula and Python references, but no backtest, performance evidence, or validation. The code examples do not consistently implement the written rules: in particular, the formula’s moving-average condition checks a price crossing the 120-day average rather than clearly expressing the stated 60-day versus 120-day comparison. Treat the examples as illustrative and verify data definitions and implementation before research use.

Key ideas

• The written screen targets metaverse stocks with volume ratio between 1.5 and 6 and positive institutional flow.
• It adds a 60-day moving average above the 120-day average as a trend condition.
• The author warns that institutional interest can diverge from company fundamentals and prospects.
• The examples are not fully consistent with the stated rules and provide no performance test.

Tags

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