Metaverse Stocks Screened by Volume Ratio, Price Trend, and Turnover

Summary

This note presents a China A-share selection screen focused on metaverse-related stocks. Its final criteria combine a volume ratio between 1.5 and 6, turnover above 3%, a prior close above the 10-day moving average, an opening price below the prior close, a daily gain under 1%, and a prior session’s 9:15 matched price at the lower price limit. These filters mix trading activity, a short-term trend check, and a prior limit-down condition.

The article explains that the combination is intended to identify active stocks with potential short-term movement, but supplies no backtest, return data, or supporting empirical analysis. It cautions that the screen ignores fundamentals and may be highly sensitive to market fluctuations. Suggested refinements include profitability or valuation measures, additional indicators, and a longer window for evaluating limit-down events. Some prose and code conditions are inconsistent, so the exact rule set should be reconciled before implementation.

Key ideas

• The screen focuses on metaverse stocks with volume ratio between 1.5 and 6 and turnover above 3%.\nIt combines a 10-day moving-average condition with opening-price and daily-return filters.\nA prior 9:15 matched price at the lower price limit is part of the stated selection logic.\nThe article offers no performance evidence and warns that the criteria omit fundamentals and can be market-sensitive.\nThe written rules and sample code do not fully agree, requiring clarification before use.

Tags

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