Metaverse Stock Screening with Volume Ratio, KDJ, and Price-to-Book Filters

Summary

The document describes a Chinese equity screen for companies categorized in the metaverse industry. It combines a volume ratio between 1.5 and 6 with a rising KDJ K value, then adds a price-to-book ceiling of 2. The article also sketches how to calculate these conditions in charting software and Python, including a check for a KDJ crossover and basic exclusions for certain listings and suspended stocks.

It explains that KDJ and trading volume can reflect short-term price and activity, but says the screen omits longer-term trends, fundamentals, and company profitability. It suggests adding measures such as ROE, price-to-book, PEG, MACD, or RSI to broaden the assessment. No backtest results or performance evidence are reported, and the code references data functions without supplying a complete, reproducible implementation. The strategy is therefore a screening example rather than evidence of an effective trading system.

Key ideas

• The screen targets metaverse-related equities with volume ratios above 1.5 and below 6.
• It looks for an upward KDJ K-value crossover condition.
• The final stated screen adds a price-to-book ratio below 2.
• The article identifies weak fundamental coverage and short-term indicator bias as limitations.
• No measured backtest performance is provided.

Tags

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