Metaverse Stocks with Recent Limit-Ups and a Capped Opening Gap

Summary

This document describes a Chinese equity screening rule combining metaverse sector membership, at least one limit-up event during the past month, and an opening gain below 6% at 9:25. Its stated rationale is to find stocks in a popular theme that have shown recent strength without an especially large opening move. It also gives sample indicator and Python implementations, including a 22-session lookback and a date restriction to 2021 in the indicator formula.

The examples do not establish performance or validate that their data fields and calculations match the stated screening rule. The Python illustration compares minute-bar prices and checks for a close equal to the high, which may not precisely reproduce the described timing and limit-up conditions. The document cautions that recent price strength can reverse and that the screen omits company fundamentals and broader industry effects; it suggests adding other analytical inputs before relying on the results.

Key ideas

• The screen targets metaverse stocks that had a limit-up event within roughly the past month.
• It excludes stocks with an opening gain of 6% or more at 9:25.
• The indicator example uses a 22-session count and restricts dates to 2021.
• The document provides sample implementations but no backtest results or evidence of profitability.
• It warns that short-term strength can reverse and that fundamental and industry risks are not captured.

Tags

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