Screening Chinese Stocks by Turnover, Exchange Code, and Metaverse Theme

Summary

This post describes a Chinese equity screen that selects stocks with turnover between 3% and 12%, codes beginning with 60, and a metaverse association. It presents both a database-style query and Python-oriented pseudocode for listing candidate securities, checking recent turnover, and looking for the theme in financial information. The intended combination is a liquidity filter, a market segment restriction, and a thematic classification.

The author flags that price behavior may not track company fundamentals or macroeconomic conditions, and that the metaverse theme is immature and may be difficult to classify consistently. Suggested additions include technical measures such as MACD or KDJ, company measures such as earnings per share or return on equity, and related themes such as virtual reality and gaming. The post provides no backtest, resulting stock list, or evidence of returns, so the screen is an idea for candidate generation rather than a validated strategy. The code examples also depend on specific data sources and their field definitions.

Key ideas

• The screen combines a 3%–12% turnover range with a code prefix and metaverse classification.
• The post gives query and Python examples for implementing the filters.
• The thematic label may be ambiguous because the metaverse concept is still developing.
• The author suggests adding technical, fundamental, and adjacent-theme filters.
• No backtest or performance evidence is reported.

Tags

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