Weekly Metaverse Stock Screen Using Recent Limit-Ups and Auction Net Buying

Summary

This weekly stock screen targets companies in China’s metaverse sector that had a limit-up event within the prior 25 days and show positive net buying attributed to major investors during the opening auction. It is framed as combining recent price strength with an order-flow signal, with selection performed on Mondays for trading during the week.

The document describes the rationale and offers platform formula and Python examples, but provides no backtest, performance figures, or detailed definitions of the auction flow measure. It cautions that opening-auction buying and market flows can fluctuate sharply, and that broad criteria may return too many stocks. The suggested improvements are to add technical filters, rank candidates, and strengthen risk controls. The Python snippet’s date and filtering logic may not faithfully capture the stated 25-day window, so implementation details would need verification before use.

Key ideas

• The screen combines metaverse-sector membership, a limit-up event within 25 days, and positive major-investor net buying at the opening auction.
• The stated routine selects stocks on Monday for that week’s trading.
• Auction flow can fluctuate, making results sensitive to noisy or changing market activity.
• Broad criteria may produce an overly large candidate list, so ranking or additional filters are suggested.
• The document reports no empirical performance results, and its sample code should be checked against the stated lookback rule.

Tags

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