Selecting Metaverse Stocks by Auction Turnover and Afternoon Money Flow

Summary

This Chinese stock-screening note proposes selecting stocks in the metaverse industry that rank among the top five by the day’s auction amount, then keeping those with nonnegative afternoon large-order net money flow. It presents the screen as a way to combine early market activity with a later signal of institutional buying. The article gives platform-specific screening expressions and a Python example using stock and money-flow data.

The note warns that smaller stocks may see afternoon outflows, broad market conditions can undermine results, and industry changes may make the screen less effective. It suggests adding fundamental and technical measures and refining the flow filters. The implementation details are not fully consistent: the Python example’s final sort uses market capitalization rather than auction amount, and its stated flow ranking does not clearly implement the same nonnegative net-flow condition as the screening rule. No backtest or performance evidence is provided, so the screen should be treated as a proposed heuristic rather than a validated strategy.

Key ideas

• The screen focuses on metaverse-related listed stocks in Shanghai or Shenzhen.
• It first ranks candidates by the day’s auction amount and takes the top five.
• It then filters for nonnegative afternoon large-order net money flow.
• The note identifies market, small-cap flow, and industry-change risks.
• The example implementation contains mismatches with the stated ranking and flow rules.

Tags

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