Selecting Metaverse Stocks by Auction Amount and Daily Return

Summary

This Chinese-language post describes a daily stock screen for the metaverse industry. It selects shares ranked among the top five by the day’s auction amount, then keeps those whose percentage change falls between -5% and 2.6%. The stated intent is to focus on actively traded names while excluding larger opening moves. The post provides corresponding screening conditions and an example Python implementation using stock data.

The post gives no performance results or historical validation. Its code appears inconsistent with the described signal: it uses closing-price fields and a ranking expression that does not clearly calculate auction amount, and it references a score field without defining it. The strategy is limited to a narrow industry and short-term market data, with no fundamental analysis. The article itself flags risks from narrow coverage and overreliance on recent market activity, and recommends testing and refining the conditions before live use.

Key ideas

• The screen targets metaverse stocks ranked in the top five by auction amount.
• It filters for daily price changes greater than -5% and less than 2.6%.
• The post provides screening conditions and sample Python code, but the implementation does not clearly match the described ranking input.
• No backtest results are presented, and the author notes industry concentration and missing fundamental analysis as limitations.

Tags

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