Metaverse Stocks Filtered by Turnover and Auction Volume

Summary

This Chinese A-share stock screen selects companies associated with the metaverse concept, then applies turnover conditions. It requires actual turnover from two sessions earlier to fall between 3% and 28%. It also checks whether the prior session’s turnover, scaled by the ratio of today’s auction volume to yesterday’s volume, falls between 0.5 and 2. The post gives corresponding indicator expressions and a Python example that combines industry classification, turnover, and volume data.

The explanation argues that the industry theme may offer growth potential and that turnover and auction volume reflect market participation. It provides no backtest, performance record, or evidence that these thresholds predict returns. The author notes that the rules are simple, sensitive to market and policy conditions, and do not assess fundamentals. The Python example also uses fixed trade dates and data fields whose relationship to the stated auction-volume condition is not fully explained, so implementation details may need review before research or use.

Key ideas

• The screen limits metaverse-related stocks to an actual turnover range from two sessions earlier.
• It scales prior-session turnover by the ratio of current auction volume to the previous day’s volume.
• The article provides both formula-style conditions and a sample data workflow.
• The post offers no performance evidence and flags the simplicity and market sensitivity of the rules.

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