Selecting Metaverse Stocks with Institutional Flows and a 10-Day Moving Average

Summary

This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse industry, positive institutional flow, and an opening price near the 10-day moving average. Its example formula defines “near” as an opening price between 90% and 110% of that average. A Python example sketches how to combine industry, institutional-flow, and price data for candidate selection.

The post offers a rationale that institutional buying and prices near the moving average may indicate strength, but it supplies no backtest or performance evidence. It warns that relying on the opening price and one moving average can omit important factors and may not protect capital during a broad market decline. Suggested extensions include considering multiple periods, fundamentals, sector rotation, volume, turnover, and risk controls. The data query and formula are examples, and the post does not establish that the screen predicts returns.

Key ideas

• The screen selects metaverse-related stocks with positive institutional flow and an opening price near the 10-day moving average.
• The example operationalizes “near” as a range from 90% to 110% of the moving average.
• The post provides example screening logic but no measured backtest results.
• It identifies market declines and the narrow set of indicators as strategy risks.
• Suggested refinements include adding fundamentals, sector rotation, volume, turnover, and risk controls.

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