Screening Metaverse Stocks with Limit-Order-Board Activity and KDJ Momentum

Summary

The document outlines a short-term screen for Chinese stocks in the metaverse industry. It selects stocks that appeared on the prior day’s trading-activity list known as the Dragon-Tiger List and whose KDJ oscillator’s K value has increased. The proposed logic treats industry attention and recent trading activity as context, then uses a rising K value as a directional technical filter. Formula and Python examples show how industry classification, list dates, and KDJ data could be combined to produce candidates.

The article warns that relying on a single oscillator may produce inaccurate selections and that trading-list activity can be noisy or distorted. It recommends checking other technical signals, such as price behavior or MACD, and reviewing company performance and financial condition. No returns, benchmark comparison, or validation results are supplied, and the formula is explicitly described as an imperfect match for the intended selection logic. The approach is therefore a screening idea whose data handling, timing, and predictive value require further testing.

Key ideas

• The screen targets metaverse-industry stocks with prior-day Dragon-Tiger List activity.
• A rising K value in the KDJ oscillator serves as the technical selection filter.
• The examples combine industry, activity-list, and oscillator data to identify candidates.
• The document cautions that single-indicator selection and trading-list data can be unreliable.
• It proposes adding technical and fundamental checks, but supplies no performance validation.

Tags

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