Screening Metaverse Stocks with Prior-Day龙虎榜 Activity and Auction Flows

Summary

This Chinese-language post presents a short-term A-share stock screen focused on the metaverse industry. It combines appearance on the prior day’s 龙虎榜, a list highlighting unusual trading activity, with auction-period indicators for large and very large buy orders. The described rule also uses auction net inflow and large-order ratio conditions, with a stated combined order-flow threshold above 0.7 thousand ten-thousands of yuan.

The article gives example filter logic and a Python sketch that uses market-data libraries to identify candidates. It warns that the screen emphasizes recent attention and trading flows, so it may select expensive or short-lived popular stocks; order-flow behavior can also change with market conditions. Suggested additions include valuation, fundamentals, financial analysis, and other capital-flow data. No historical backtest, out-of-sample evidence, or execution results are supplied, and the code’s data handling and reliability require scrutiny before use.

Key ideas

• The screen selects metaverse-related A-share stocks with prior-day unusual trading activity.
• It combines auction-period net inflow and large-order buying measures.
• The post supplies example screening logic and a Python implementation sketch.
• The author notes that the approach can favor short-term popularity over long-term value.
• The document provides no backtest or evidence that the screen is profitable.

Tags

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