Weekly Metaverse Stock Screening with Recent Limit-Ups and a Rising Moving Average

Summary

This Chinese equity screening strategy selects stocks associated with the metaverse theme that had a limit-up event within the previous 25 days and have a rising 30-day moving average. It proposes screening on Mondays and holding the selected stocks for that trading week, combining a recent momentum or attention signal with a medium-term trend filter.

The document supplies platform-specific and Python examples, but some details are inconsistent: the prose specifies a rising average, while one formula checks price against the average; code also represents the recent limit-up and weekly timing conditions differently. No backtest results are reported. The author notes risks from choosing a poorly suited lookback window, relying on a small set of technical filters, and distortions in moving averages. Suggested extensions include additional factors and trend measures, though no tested improvements or implementation guidance are provided.

Key ideas

• The screen targets metaverse-related stocks with a limit-up event in the preceding 25 days.
• A rising 30-day moving average is intended to act as a trend filter.
• The proposed schedule selects stocks on Monday for trading during that week.
• The code examples contain differences from the prose, and the document reports no performance evidence.

Tags

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