Screening Metaverse Stocks by Turnover and Price Amplitude

Summary

This Chinese-language post describes a stock screen focused on companies classified in the metaverse theme. It selects candidates using the previous day's actual turnover rate, bounded between 3% and 28%, and a price-amplitude threshold above 1. The accompanying explanation interprets turnover as a proxy for trading activity and amplitude as a sign of short-term movement, then gives a formula reference and a Python example intended to identify candidates from recent market data.

The post offers no backtest, return series, benchmark, or evidence that the criteria predict future performance. It also acknowledges that these short-horizon measures omit company fundamentals and longer-term prospects, and suggests adding fundamental analysis and dynamic stop-losses. The code sample's data fields and filtering steps do not cleanly mirror all stated selection conditions, so an implementation should be checked carefully before use.

Key ideas

• The screen limits prior-day actual turnover to a stated interval and requires price amplitude to exceed a threshold.
• The universe is restricted to stocks associated with the metaverse theme.
• The post presents trading activity and price range as short-term screening signals, not as demonstrated predictors.
• The author notes that the rules omit fundamentals and long-term industry analysis.
• The sample implementation should be reconciled with the written criteria before use.

Tags

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