Metaverse Stock Selection with Indicator Crossovers and Auction Buying

Summary

This post outlines a Chinese A-share stock screen focused on the metaverse theme. It selects stocks when three bullish crossovers occur together: MACD crossing its signal line, the five-day moving average crossing the ten-day average, and the five-day average crossing the twenty-day average. It also requires combined auction-period buying by large and extra-large orders to exceed seven million in the stated amount units.

The post gives formula-style criteria and sample code references, but it supplies no backtest, performance statistics, or evidence that the screen predicts returns. Its own discussion flags short-term focus, concentration from a small candidate set, and the omission of company fundamentals. There is also a mismatch between the headline’s auction price-change wording and the detailed conditions, which specify buying amount. The code is presented as a reference and may not be directly executable as written, so the screen’s data definitions and implementation would need checking before evaluation.

Key ideas

• The screen targets metaverse-related Chinese stocks.
• It combines MACD and moving-average bullish crossovers with auction-period large-order buying.
• The specified order-buying threshold is seven million in the stated amount units.
• The post offers no empirical performance evidence and notes risks from short horizons and concentration.
• The headline mentions auction price changes, while the detailed filter uses buying amount.

Tags

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