Metaverse Stock Selection by Turnover and Auction Amount

Summary

This proposed Chinese equity screen starts with stocks classified in the metaverse theme, keeps those whose prior-day actual turnover rate falls between 3% and 28%, and selects five stocks by today's auction amount. The author interprets the industry label as a possible growth exposure, the turnover range as a sign of trading activity, and auction amount as a gauge of short-term attention. The post supplies a formula-style condition and a Python example, but it does not report backtest or live-trading results.

The document flags market and industry risk, and cautions that auction activity alone can give a misleading impression of stock interest. It also notes that changing the turnover bounds or selection count changes the picks. Suggested additions include valuation measures and risk controls such as stop losses and position sizing. The examples leave implementation details to verify, including the stated ranking direction and how auction amount is represented in the data, so the screen is best read as a basic selection recipe rather than a validated strategy.

Key ideas

• The screen filters metaverse-themed stocks using a prior-day turnover range of 3% to 28%.
• It selects five names based on today's auction amount.
• The rationale treats turnover and auction activity as indicators of liquidity and short-term attention.
• The post gives no performance evidence and warns that auction activity can mislead.
• It suggests adding valuation analysis and risk controls.

Tags

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