Screening Metaverse Stocks by Volume Ratio and Shortening MACD Histogram

Summary

The document outlines a stock screen for companies classified in the metaverse industry. It requires a volume ratio above 1.5 and below 6, together with a shortening MACD histogram on a 15-minute chart. It provides a formula sketch and a Python example that filters a stock universe, checks volume conditions, calculates MACD, and excludes certain exchange code prefixes. The example also leaves some checks unfinished.

The article cautions that the conditions may be too restrictive to find candidates in weak markets or around sudden events, and that a shrinking MACD histogram does not guarantee a durable signal. It recommends risk controls and suggests adding technical or fundamental filters, then evaluating changes with historical backtests or learning methods. No backtest results, returns, or validation evidence are presented, and the selection rules are not fully consistent: the title mentions a ratio above 1, while the body specifies above 1.5. The examples therefore describe a screening idea rather than a demonstrated strategy.

Key ideas

• The screen targets metaverse-industry stocks with a volume ratio between 1.5 and 6.
• It also requires a shrinking MACD histogram on a 15-minute timeframe.
• The article notes that restrictive filters may leave no qualifying stocks in some conditions.
• It recommends risk controls and proposes testing additional technical or fundamental filters.
• No performance results are supplied, and the title's volume threshold differs from the body.

Tags

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