Screening Metaverse Stocks by Opening Move and Circulating Market Value

Summary

The document describes a Chinese equity screen for stocks associated with the metaverse theme. It combines a circulating market value range of 5–10 billion yuan with a condition described as the 9:25 a.m. price rise being below 6%. The stated intent is to limit the opening move while focusing on a particular market theme and capitalization band. It includes formula and Python examples for identifying candidates.

The examples do not clearly implement the stated timing condition: the formula compares the prior close with the open, while the Python example checks whether the latest close is below the open. The document also provides no backtest, return evidence, or precise definition of the theme classification and data timing. It acknowledges that theme popularity and strict price limits can affect results or exclude opportunities. This is a screening recipe rather than a complete trading plan; it gives no entry execution, exit, or risk-sizing rules.

Key ideas

• The screen combines metaverse theme membership with a circulating market value of 5–10 billion yuan.
• It aims to restrict candidates based on a stated 9:25 a.m. price rise below 6%.
• The formula and Python examples use price comparisons that do not clearly match the stated timing condition.
• No performance evidence or trade management rules are supplied.

Tags

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