Screening Metaverse Stocks by the 10-Day Average and Trading Activity

Summary

This document describes a Chinese equity screening idea focused on stocks classified in the metaverse industry. It combines an opening price near the 10-day moving average with a prior-day condition described as main-force control. The accompanying formula and Python example add filters involving trading amount, a declining close relative to the open, and a close at a recent high. The Python example also excludes recently listed stocks and securities with too little price history.

The post offers a rule set and sample implementation, but no backtest, portfolio construction, or performance evidence. Its author acknowledges that the screen relies on a small number of technical and trading-activity conditions and may miss fundamentals and longer-term trends. The suggested extensions include financial measures, further indicators, market capitalization, and turnover filters. The code and narrative do not fully clarify how the “main-force” concept is measured, and the stated conditions should be treated as an exploratory screen rather than evidence of a profitable strategy.

Key ideas

• The screen targets metaverse-industry equities with an opening price near the 10-day moving average.
• It uses trading activity and price behavior as proxies for prior main-force control.
• The example excludes newly listed stocks and records with insufficient price history.
• The document provides no backtest or evidence of profitability.
• Fundamental data and additional liquidity or technical filters are proposed as possible refinements.

Tags

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