Screening Metaverse Stocks by Turnover and Limit-Down Signals

Summary

This note describes a Chinese A-share screen for metaverse stocks with prior-day turnover above 8% and a prior-day opening auction match price at the limit down. It also presents a simplified final rule based on metaverse classification, turnover, and a prior-day price comparison intended to identify limit-down stocks.

The article gives example indicator conditions and a Python-style workflow that retrieves sector constituents and minute data for a fixed historical date. It does not report a backtest, selected stocks, or performance evidence. Its two descriptions of the timing and limit-down condition are not fully consistent, and the example uses fixed dates and a price comparison that may not reproduce the stated opening-auction rule. It cautions that the screen ignores market conditions and fundamentals, and says additional fundamental or technical filters may be needed.

Key ideas

• The screen combines metaverse membership with prior-day turnover above 8%.
• The initial rule uses the prior day's 9:15 matched price reaching limit down.
• The article later simplifies the rule to a prior-day limit-down status based on a price comparison.
• The example workflow uses historical minute data and does not provide performance evidence.
• The author notes that market context and fundamentals are omitted.

Tags

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