Screening Metaverse Stocks by Auction Net Buying and Main-Fund Activity

Summary

This post describes a Chinese equity screening idea that combines membership in the metaverse concept with positive net buying by large participants during the opening auction and a prior-day measure of main-fund control. Its stated interpretation requires prior-day main-fund inflows to exceed outflows by a ratio of at least 1.3, alongside positive net inflow. It also sketches corresponding indicator logic and a Python-based selection workflow using stock and daily market data.

The document gives no backtest, performance record, or evidence that the filters predict returns. It contains differing descriptions of the prior-day condition, including a 30% threshold, and the sample code’s field names and calculations are not fully explained. The author notes risks from market data quality, uncertain fund-flow estimates, and changing conditions, and recommends reviewing and updating the criteria. The approach is an example screening recipe rather than a validated investment strategy.

Key ideas

• The screen restricts candidates to stocks associated with the metaverse theme.
• It requires positive net buying by large participants in the opening auction.
• The prior-day fund-flow condition is described through both a 30% threshold and an inflow-to-outflow ratio of at least 1.3.
• The post outlines indicator and Python implementations but does not establish their accuracy.
• It identifies data quality and unpredictable fund flows as sources of selection risk.

Tags

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