Screening Metaverse Stocks by Auction Net Buying and Float Value

Summary

This Chinese-language post describes a stock selection screen for companies in the metaverse theme. It combines three conditions: membership in that concept group, positive net buying attributed to major participants during the opening auction, and circulating market capitalization above 10 billion yuan. The stated rationale is to focus on a popular theme, use auction flows as a demand signal, and exclude smaller-cap stocks. It also offers example indicator and Python snippets for constructing a candidate list.

The post gives no backtest, return series, benchmark, or evidence that the filters improve risk-adjusted results. It warns that stock and data risks remain, that market data may be imperfect or delayed, and that institutional flow measures should not dominate the decision. The example code aggregates flow data over a specified historical interval, so it does not establish a live auction signal or demonstrate that the screen was tradable as described. The method is a screening proposal, not a validated strategy.

Key ideas

• The screen selects metaverse-themed stocks with positive opening-auction net buying.
• It adds a circulating market capitalization threshold above 10 billion yuan.
• The post treats theme membership, auction flow, and company size as complementary filters.
• The supplied description does not report backtest results or demonstrate profitability.
• Data timing and reliance on flow measures are identified as risks.

Tags

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