Screening Metaverse Stocks with KDJ Crossovers and Auction Volume

Summary

This document describes a daily stock screen restricted to the metaverse industry. It looks for a newly formed KDJ bullish crossover and filters candidates using a ratio that multiplies the prior day’s turnover rate by the current auction volume divided by the previous day’s volume. The ratio must fall between 0.5 and 2, and the stated selection time is before 10 a.m. The article gives both a screening formula and a Python-style example, though the formula and code use differing turnover references.

The accompanying rationale treats the crossover as a possible reversal signal and the volume filter as a way to focus on trading activity while excluding unusually large or small changes. No backtest results or performance evidence are supplied. The article itself notes that volume and turnover can reflect short-term fluctuations, strict conditions may produce a small and unstable candidate set, and the screen omits company fundamentals and broader market factors. It suggests combining technical and fundamental measures and using risk controls, but does not specify or test them.

Key ideas

• The screen targets stocks in the metaverse industry that have a newly formed bullish KDJ crossover.
• It filters candidates using prior turnover and the relationship between auction volume and prior volume.
• The selection is intended to occur before 10 a.m. for same-day trading.
• The document provides formula and code examples but no backtest or performance evidence.
• It identifies risks from short-term volume effects, a potentially narrow stock pool, and missing fundamental or macro inputs.

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