Selecting Metaverse Stocks with Recent Limit-Ups and a Prior-Day Trade-List Appearance

Summary

This Chinese-language post describes a short-term A-share stock screen built around a market theme. It selects stocks classified in the metaverse field that appeared on the prior day's trading disclosure list and recorded at least one limit-up-style gain during the preceding 25 days. The post gives a formula reference for combining these conditions and frames the screen as a way to find stocks connected to recent market attention.

The author cautions that the screen may omit fundamental and other technical information, and that past price behavior may not persist. Suggested additions include technical indicators and valuation or profitability measures, with possible adjustments for changing market conditions. A Python example is also included, but it does not clearly implement every stated condition: it iterates over codes from an index data call, lacks a visible sector filter, and its lookback check is not explicitly restricted to the stated window. No backtest or evidence of returns is presented, so the screen should be treated as a selection hypothesis rather than a validated strategy.

Key ideas

• The screen combines metaverse classification, a prior-day trading-list appearance, and a recent limit-up event.
• The stated lookback for the limit-up condition is 25 days.
• The post proposes adding technical and fundamental filters to refine candidate selection.
• The author notes that the screen may omit relevant information and that past performance may not continue.
• The example Python code does not clearly reproduce all of the stated screening conditions, and no backtest is reported.

Tags

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