Metaverse Stocks Screened by Auction Value and Weekly Moving Average Cross

Summary

This Chinese-language post outlines a proposed screen for mainland Chinese exchange-listed stocks in the metaverse industry. It selects names among the five highest by the day’s auction trading value, then requires the weekly five-period moving average to cross above the ten-period average. The post provides equivalent screening expressions and a Python example using stock data and rolling weekly closing-price averages.

The example does not fully implement the stated rules: it tests whether the five-period average is above the ten-period average rather than detecting a fresh upward crossover, and it sorts the filtered results by circulating market capitalization rather than auction value. It also describes the approach as a selection logic without presenting backtest evidence or specifying execution and risk controls. The post itself notes that technical filters can fail when market conditions change and suggests adding fundamental screening and risk management.

Key ideas

• The proposed universe is metaverse stocks listed on the Shanghai or Shenzhen exchanges.
• The screen combines high auction trading value with a weekly moving average signal.
• A true moving average crossover requires detecting a change from below to above, while the sample code only checks whether one average is currently higher.
• The Python example ranks by circulating market capitalization, which differs from the stated auction-value ranking.
• The post gives no performance evidence and identifies changing conditions and missing fundamentals as limitations.

Tags

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