Screening Metaverse Stocks with Auction Flows and Moving Averages

Summary

This article outlines an equity screen combining membership in the Metaverse theme, positive net buying by large participants during the auction, and a moving-average trend condition. Its formula expresses the trend condition as the 30-day average above the 60-day average, using that relationship as evidence of a rising market direction. The rationale is to combine a popular theme, a measure of money flow, and a technical trend filter.

The post discusses risks from relying on historical information and a small number of factors, and proposes adding valuation, profitability, or other technical indicators. It provides formula and Python-style implementation examples, but no test results, comparison with a benchmark, or evidence that the combination predicts returns. The supplied implementation details also need checking against the relevant data fields and timing conventions before use; the described criteria alone do not specify position sizing, holding period, or exit rules.

Key ideas

• The screen combines Metaverse theme membership, positive auction net buying, and a moving-average trend filter.
• The formula represents the trend filter as the 30-day average exceeding the 60-day average.
• The article suggests adding valuation, profitability, or technical factors to broaden the selection logic.
• No backtest or benchmark comparison is supplied, and operational details such as exits are unspecified.

Tags

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