A-Share Screen for High Amplitude, Prior-Day Leaderboard, and Convertible Bonds

Summary

This document describes an A-share stock screen combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s trading leaderboard, and a nonempty name for an outstanding convertible bond. It frames the combination as a way to find volatile stocks that may attract short-term trading interest, and includes example implementations in two trading platforms.

The article offers rationale for each filter and suggests risk controls such as stop losses, adjusting selection rules to market conditions, and supplementing the screen with technical and fundamental factors. It provides no backtest results or evidence that the conditions produce reliable returns. Its claims about convertible bonds and company financial health are asserted rather than demonstrated, and the proposed short-term fixed-income characterization does not establish an actual return profile.

Key ideas

• The screen intersects stocks with prior-day amplitude above 1%, a prior-day leaderboard appearance, and an outstanding convertible bond name.
• The article associates leaderboard presence and high amplitude with possible short-term trading activity.
• It suggests stop losses and additional technical or fundamental filters as possible refinements.
• The document supplies implementation examples but no performance evidence for the strategy.

Tags

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