Metaverse Stocks Screened for Long-Term Trend and Limit-Up Patterns

Summary

This note proposes a Chinese equity screen centered on metaverse stocks. Its described filters include a close above the 250-day moving average, exclusion of special-treatment shares, early-session selection of strong stocks, and a five-stage limit-up pattern judged using opening prices, price moves, and the timing of successive limit-ups. It also provides indicator and Python examples, though the stated final logic differs in places from the earlier description and code.

The document reports no backtest or live-trading results. It warns that the short-term limit-up setup is risky, depends heavily on that day's market conditions, and may be overfit. The examples contain inconsistencies: the final logic refers to a five-day moving average while the initial condition specifies a 250-day average, and the code uses historical daily data rather than demonstrating an intraday screen before 10 a.m. These gaps make the rules difficult to reproduce exactly without further specification.

Key ideas

• The proposed screen combines metaverse sector membership with a long-term moving-average condition and exclusion of special-treatment shares.
• It adds early-session strength and a sequence of limit-up events as short-term momentum filters.
• The note gives example formulas and code but reports no performance results.
• It identifies overfitting and sensitivity to daily market conditions as risks.
• The described rules and examples do not fully agree, limiting reproducibility.

Tags

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