Screening Metaverse Stocks by Float Size and Large-Order Net Flow Rank

Summary

This stock selection rule screens Chinese equities in the metaverse industry, limiting candidates to those with a circulating share count no greater than 5.5 billion and a high rank for large-order net flow. The accompanying Python example retrieves stock and money-flow data, then keeps names in the top 50 of the ranking. The article presents flow rank as a way to identify potential candidates, while acknowledging that the measure can be noisy and may not represent a stock’s underlying value.

The document does not provide a backtest, returns, or a defined rebalancing schedule. Its discussion recommends adding fundamental and technical measures and adjusting the flow ranking as conditions change. The code illustrates a screening workflow rather than a complete trading system, and the source offers no evidence that the filters produce excess returns or control market and industry risks.

Key ideas

• The screen targets metaverse-sector stocks with circulating shares at or below 5.5 billion.
• Candidates are ranked using large-order net flow, with the example selecting the top 50.
• The article warns that flow rankings may be biased and do not necessarily reflect fundamental value.
• It suggests adding fundamental and technical measures and revisiting the ranking over time.
• No backtest performance or trading schedule is reported.

Tags

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