Screening Metaverse Stocks by Turnover and Relative Volume

Summary

This Chinese-language post describes a stock screening rule for companies classified in the metaverse theme. It selects shares whose previous day’s actual turnover falls between 3% and 28%, and whose volume ratio is between 1.5 and 6. The post defines volume ratio as current volume divided by its five-day moving average, and points to corresponding theme and turnover fields in a screening platform. It also includes a Python example intended to apply similar filters to stock data.

The author presents turnover as a measure of trading activity and the volume range as a way to avoid both weak and unusually high relative volume. The post flags the risk that restrictive thresholds can exclude candidates, alongside broad market, industry, technology, and policy risks. It suggests adding fundamental review, risk controls, or other indicators. No backtest, return data, or evidence that the screen predicts performance is provided, and the sample implementation’s data choices should be checked before use.

Key ideas

• The screen focuses on stocks classified in the metaverse theme.
• It filters for previous-day actual turnover between 3% and 28%.
• It requires volume relative to its five-day average to be between 1.5 and 6.
• The author warns that the thresholds may narrow the candidate list and recommends risk controls.
• The post supplies no performance testing to validate the screen.

Tags

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