Screening Stocks by Turnover, Daily Gains, and Metaverse Exposure

Summary

This note describes a Chinese stock screen combining turnover between 3% and 12%, a daily gain greater than 1% relative to a market or sector comparison, and metaverse-related classification. It frames the method as a blend of price activity and thematic exposure, and includes sample formula and Python implementations. The screen also excludes certain board codes in its example.

The article says the broad criteria may admit weak companies and flags uncertainty around the metaverse theme, market-wide moves, and special events. It suggests adding other technology themes or fundamental measures, but supplies no backtest, performance evidence, or defined portfolio and exit rules. The code examples also appear to implement the comparison and classification conditions differently from the prose, so results would depend on how those fields and data sources are interpreted. This is best read as a stock-selection sketch rather than a validated strategy.

Key ideas

• The screen combines a turnover band, a daily relative-gain condition, and metaverse classification.
• The described turnover range is 3% to 12%, with a gain threshold above 1%.
• The article warns that thematic uncertainty and broad market events can affect candidate performance.
• The examples do not provide tested results, and their implementation details may not match the prose exactly.

Tags

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