Screening Metaverse Stocks by Turnover, Opening Moves, and Large-Order Buying

Summary

This community post proposes a Chinese stock screen within the metaverse industry. It filters for prior-session actual turnover between 3% and 28%, an opening-auction price move ranked among the strongest in the market, and combined net buying by very large orders above the stated threshold. It gives a platform-specific expression for the industry, turnover, and opening-price conditions, and describes adding auction and closing large-order statistics for the flow condition.

The post explains the rationale as seeking active stocks with opening demand and notable large-order interest, but supplies no backtest, trade rules, or evidence of returns. It cautions that auction prices and volumes may not represent full-session value, that the screen omits fundamental and other technical measures, and that focusing on buy orders can overlook selling pressure. The included Python example relies on external data fields and does not clearly reproduce every stated auction condition, so implementation details would need validation before use.

Key ideas

• The screen focuses on metaverse-sector stocks with prior-day turnover within a specified band.
• It selects unusually large opening price moves and requires a threshold amount of very large-order buying.
• The post suggests combining auction and closing order data to measure the large-order condition.
• It warns that auction activity may be unrepresentative and that buying-only flow measures can miss selling risk.
• No backtest or performance evidence is provided, and the sample implementation may not match all stated conditions.

Tags

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