Screening Chinese Metaverse Stocks with Opening Gains and Large-Order Flow

Summary

This document describes a short-term A-share stock screen combining membership in the Metaverse theme with an opening-price condition and a measure based on price change and large-order trading activity. The stated rules require the previous close relative to the open to indicate a gain below 6%, define a large order using volume and transaction-value conditions, and retain stocks whose price-change and volume measure exceeds a threshold. It also sketches a Python workflow for retrieving sector, minute-bar, and capitalization data.

The article gives no backtest, performance statistics, or comparison with a benchmark. Its own caveats are that the screen relies heavily on shifting market themes and noisy fund-flow data, and that it does not establish suitability for any particular trader. It suggests adding other filters and calibrating the flow threshold. The formula and code examples should be checked for consistency before use, since their conditions are not fully identical.

Key ideas

• The screen combines Metaverse theme membership with an opening gain condition below 6%.
• It uses volume and transaction value to approximate large-order activity.
• The final rule multiplies price change by a volume-based measure and applies a threshold.
• The article warns that theme and flow signals can be noisy and recommends additional filters.

Tags

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