Screening Metaverse Stocks by Opening Gain and Large-Order Flow

Summary

This post describes a Chinese A-share screening rule for metaverse stocks. It combines an opening-price gain below 6% with a large-order net-flow reading above 0.05 for at least three consecutive days. The author explains the indicator as a measure of the difference between large buy and sell volume, and suggests that persistent readings may signal support from institutional-sized trading. It also presents formula and Python examples for applying the screen.

The post cautions that order-flow measures do not reliably reveal investor intent or cause subsequent price moves, and that relying on a small set of historical market variables can make a screen lagging and inflexible. It recommends adding fundamental, technical, and industry information. The examples are not fully consistent: the Python condition uses different thresholds and calculations from the stated rule, so the post does not establish a validated backtest or demonstrate predictive performance.

Key ideas

• The screen selects metaverse stocks with an opening gain below 6% and a large-order net-flow reading above 0.05 for at least three days.
• The post treats persistent large-order flow as a possible sign of price support, not a guaranteed forecast.
• The author warns that order-flow data can reflect trading activity without revealing its cause or market intent.
• The implementation examples differ from the stated screening conditions, limiting confidence in the code as a faithful reproduction.

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