Metaverse Stock Selection with Turnover and Moving-Average Filters

Summary

This post presents a China-market stock-selection screen for the metaverse theme. It starts with stocks whose prior-day turnover exceeds 8% and whose price is above the five-day moving average. The proposed refinement also requires a MACD crossover, with indicator formulas and a Python example showing how the author intends to gather data and filter candidates.

The article warns that turnover and the moving-average condition alone leave out other technical signals and fundamental factors; it mentions trend structure and price support or resistance as possible additions. The code and formulas explain candidate selection, but the document provides no backtest, performance statistics, cost assumptions, or portfolio and exit rules. Its dated sample data and platform-specific references also limit what can be inferred about live trading effectiveness.

Key ideas

• The initial screen combines metaverse classification, high turnover, and price above a five-day average.
• A MACD crossover is proposed as an additional selection filter.
• The post illustrates the screen with formula logic and Python code.
• It acknowledges that the filters omit broader technical and fundamental context.
• The document gives no evidence of backtested or live performance.

Tags

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