Metaverse Stocks Screened by Long-Term Trend and Large-Order Flow

Summary

This note proposes selecting Chinese stocks associated with the metaverse theme, trading above a long-term moving average, and showing positive large-order flow for at least three consecutive days. The screening concept combines a thematic universe with a trend condition and a measure intended to capture buying pressure. The examples are inconsistent: the narrative refers to a 250-day average and a large-order net-volume threshold, while the final description mentions a five-day average, and the formula and sample code express the flow condition as a buyer-to-seller ratio above a threshold.

The document supplies formula and Python examples but no historical test, performance figures, or selected-stock list to validate the approach. It warns that large-order flows may reflect short-lived speculation, simple rules can overfit, and the screen may not predict future returns reliably. It suggests adding other company measures and testing across conditions, while also noting practical filters for trading halts and price limits.

Key ideas

• The proposed universe is metaverse-themed Chinese equities.
• The screen combines a moving-average trend condition with repeated positive large-order-flow readings.
• The text conflicts on whether the trend reference is a 250-day or five-day average.
• The flow measure is described differently in the narrative, formula, and code.
• No backtest or performance evidence is provided, and the document flags overfitting and speculative-flow risks.

Tags

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