Screening Metaverse Stocks by Float Size and Recent Turnover

Summary

This post proposes screening Chinese A-shares in the metaverse sector using a maximum circulating share count of 5.5 billion and previous-day turnover above 8%. The strategy is intended to focus on companies with a moderate float and active trading. Its Python example also attempts to require a positive price change versus the prior close, although that extra condition is not included in the stated final screening rule. The post describes fetching market data and collecting the eligible stock codes and names.

No historical test, portfolio construction method, or return evidence is supplied, so the suggested appeal of these characteristics remains unverified. The author notes that the screen can exclude stocks whose turnover or float misses the thresholds and that heavy turnover may amplify price effects. Suggested refinements include adding price relative to moving averages or recent returns. The example leaves data source behavior and field units unspecified, and its date and price calculations would need checking before use.

Key ideas

• The stated screen targets metaverse stocks with circulating shares at or below 5.5 billion and prior-day turnover above 8%.
• The Python example adds a positive price-change condition that is absent from the final stated rule.
• The post frames float size and turnover as filters for company size and trading activity.
• No backtest or return evidence is supplied, and high turnover may coincide with larger price swings.

Tags

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