Screening Metaverse Stocks for Positive Daily Returns and 60-Series Codes

Summary

This post describes a simple Chinese equity screen that selects stocks classified in the metaverse industry, with a positive return condition and a stock code beginning with 60. The return test is expressed as the latest close exceeding the previous close, making it a one-day price filter rather than a measure of longer-term realized or fundamental profitability. The post gives example formula logic and a partial Python outline for applying the industry and code checks.

The author points out that limiting candidates to codes beginning with 60 excludes other stocks that may have potential, and that the screen may fail to represent the broader industry trend. Possible additions include market capitalization, valuation, fundamental research, and technical analysis. No backtest, performance evidence, or portfolio construction rules are supplied. The examples leave implementation details unresolved, including data coverage, treatment of suspended stocks, and how the industry classification is maintained, so the screen is best understood as a basic filtering idea rather than a tested strategy.

Key ideas

• The screen requires metaverse industry classification, a positive latest daily price change, and a stock code beginning with 60.
• The positive-return condition compares the latest close with the previous close.
• The post gives formula logic and a partial Python outline, but no performance analysis.
• The code-prefix filter excludes stocks with other prefixes and may narrow industry coverage.
• The author suggests adding valuation, market capitalization, and fundamental or technical analysis.

Tags

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