Screening Metaverse Stocks by Float Size and Institutional Net Flow

Summary

This Chinese-language article describes an A-share stock screen that selects companies classified in the metaverse sector, with circulating shares no greater than 5.5 billion and institutional flow above zero. It defines the flow measure as institutional net purchases minus net sales, and its Python example uses a rolling five-period sum before applying the filter. The article also outlines a corresponding indicator formula and suggests adding valuation or technical measures to make the selection process more comprehensive.

The screen is a selection rule, not a complete trading strategy: it gives no entry timing, exit conditions, portfolio sizing, backtest, or return evidence. The article warns that institutional flows can respond to news and market sentiment, and that fixed thresholds may not adapt well as conditions change. It also contains an inconsistency between the stated circulating-share limit and the code's units, so the implementation would need careful data and unit checks before use.

Key ideas

• The screen selects metaverse-sector shares using a circulating-share cap and positive institutional net flow.
• The flow indicator subtracts institutional net selling from institutional net buying.
• The sample implementation calculates flow from a rolling five-period sum.
• The article identifies sentiment sensitivity and fixed thresholds as sources of screening risk.
• It provides no performance testing, trade management rules, or evidence that selected stocks outperform.

Tags

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