Metaverse Stock Screening with Volume, Sector, and Price Filters

Summary

This Chinese A-share screening proposal combines a metaverse industry classification with relative trading volume and company-sector filters. Its final stated rules require volume ratio above 1.5 and below 6, an internet or high-technology classification, a share price below 12, at least two limit-up days in the past 50 days, and a relative-strength ranking condition. The article also supplies example screening logic and Python-oriented implementation guidance.

The rationale is to use trading activity as a measure of market attention while narrowing candidates by industry and company type. It cautions that relying on company classification may overlook fundamentals and suggests adding fundamental measures. No backtest, performance evidence, or validation is presented. The provided example code and formula contain potentially inconsistent classifications and ranking details, so the stated rules should be checked against the intended data definitions before use.

Key ideas

• The screen focuses on metaverse stocks with a volume ratio between 1.5 and 6.
• It adds company-sector, share-price, recent limit-up, and relative-strength ranking conditions.
• The rationale treats trading volume as a proxy for market attention.
• The article recommends incorporating fundamental measures to address gaps in the screen.
• No performance evidence is given, and parts of the example implementation may not match the written rules.

Tags

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