Ranking Metaverse Stocks by Auction Value and Limit-Up History

Summary

This note proposes screening Chinese metaverse-sector equities using two signals: rank by the day’s opening-auction value and retain the leading five, then require at least two limit-up events within a stated 500-day lookback. It includes platform-specific formulas for exchange eligibility, industry classification, auction ranking, and a price-change pattern intended to identify limit-ups. A Python example also counts historical price rises and sorts a filtered list.

The rationale is that auction activity may identify currently active names while prior limit-ups capture strong historical price moves. The author warns that limit-up frequency can be unstable, trading restrictions may impair liquidity, and historical performance may not reflect future conditions. The note suggests combining technical and fundamental measures and screening for liquidity. Its examples are not fully consistent: the written rule ranks by auction value, while the Python sample sorts by circulating market capitalization and uses a fixed historical date range. No backtest results or evidence of profitability are provided, so the screen should be treated as a rule proposal rather than a validated strategy.

Key ideas

• The proposed universe is metaverse-sector equities listed on the Shanghai or Shenzhen exchanges.
• The screen ranks stocks by opening-auction value and keeps the leading five.
• Candidates must have at least two historical limit-up events within the stated lookback.
• The author flags unstable signals, liquidity constraints, and the risk of relying on historical price behavior.
• The Python example sorts by market capitalization, which differs from the stated auction-value ranking.

Tags

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