Screening Chinese Stocks by Amplitude, Large-Order Flow, and Metaverse Exposure

Summary

This proposed Chinese equity screen combines daily amplitude above one, large-order net volume above a stated threshold for three consecutive days, and association with the metaverse concept. The post provides indicator-style conditions and a rough Python illustration for selecting stocks, framing amplitude as a volatility filter and large-order activity as a flow signal. It suggests adding financial measures to complement the screen.

The rules are internally inconsistent: the prose specifies positive net volume above 0.05, while the formula uses the absolute value, which also admits negative readings. The title also differs from the body’s threshold description. No backtest, portfolio construction, transaction-cost analysis, or return evidence is supplied. The author cautions that fundamentals and valuation are omitted and that metaverse classification may be difficult to assess, leaving both signal quality and investment potential uncertain.

Key ideas

• The proposed screen combines amplitude, consecutive large-order net-volume readings, and metaverse-related classification.
• The written rule calls for positive flow, but the formula’s absolute value can include negative readings.
• The example provides screening logic but no backtest or performance evidence.
• The post identifies missing fundamental and valuation analysis as limitations.

Tags

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