Screening Metaverse Stocks by Relative Volume and Turnover
Summary
This document presents a Chinese equity screen restricted to the metaverse industry. It selects stocks with a volume ratio above 1.5 and below 6, where the ratio compares current volume with its five-day average, and a turnover rate from 3% to 12%. The stated rationale is to find stocks with elevated trading activity while avoiding the highest turnover levels. Indicator and Python examples are included as implementation references.
The article describes the approach as a simple screen that may suit short- or medium-term trading, but supplies no backtest or performance evidence. It warns that the criteria omit fundamentals, market sentiment, and capital flows, and that the added liquidity filters may narrow the universe and reduce portfolio diversity. It suggests combining the screen with indicators such as RSI or KDJ and adding stop-loss, profit-taking, and other risk controls. The document does not show whether those proposed additions improve results or how the screen behaves across market conditions.
Key ideas
- The screen targets metaverse stocks with a volume ratio between 1.5 and 6.\nIt also requires turnover between 3% and 12%.\nThe volume ratio is defined relative to average volume over five days.\nThe article identifies limited breadth and missing fundamental or sentiment information as risks.\nIt proposes additional technical indicators and risk controls but gives no evidence that they improve performance.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.