Metaverse Stock Selection by Auction Activity and Prior-Day Low

Summary

The document describes a Chinese equity screen for metaverse-related stocks. It selects exchange-listed shares ranked among the top five by the day’s auction amount, then applies a price condition: the referenced close must be above the previous day’s low. It presents this as a way to combine recent market activity with a rebound-style signal, and includes Supermind-style selection logic alongside a Python example.

The article gives no backtest results or evidence that the screen is profitable. It also warns that the rules are simple, may overlook fundamentals and broader market risk, and can miss longer-term opportunities. The Python example does not clearly implement the stated auction-amount ranking: it fetches daily bars and sorts the filtered results using a field that appears to be the stock name. The code and prose therefore do not establish that the implementation matches the proposed screen.

Key ideas

• The screen focuses on metaverse stocks listed on the Shanghai or Shenzhen exchanges.
• It proposes ranking candidates by today’s auction amount and keeping the top five.
• A price filter requires the referenced close to exceed the previous day’s low.
• The article recommends adding fundamental and industry-specific measures when refining the screen.
• The Python example does not clearly reproduce the stated auction-amount ranking.

Tags

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