Screening Metaverse Stocks with a Price Cap and Rising DEA

Summary

This proposed Chinese stock screen combines membership in a metaverse sector with a price-change cap of less than 6% and a rising DEA condition. The document gives formula references based on the 12- and 26-period exponential moving averages and a further comparison involving 9-period smoothing, along with a Python example that checks minute data for EMA and DEA changes. It recommends considering company fundamentals and sector direction alongside these technical filters.

The post offers no backtest, realized returns, or evidence that the conditions forecast performance. Its description of a 9:25 auction move and the formula’s use of previous close and open are not clearly aligned, and the formula and code appear to express the DEA condition differently. The exact data timing and indicator definitions would need checking before implementation; the screen should be treated as a hypothesis rather than a tested strategy.

Key ideas

• The proposed universe is metaverse-sector stocks.
• The screen applies a price-change threshold below 6% and requires a rising DEA signal.
• The formula reference and Python example may not implement the DEA condition identically.
• The document supplies no performance evidence and recommends adding fundamental and sector analysis.

Tags

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