A-Share Screening by Price Range, Convertible Bonds, and Relative Volume

Summary

This document outlines an A-share stock screen combining price movement, convertible-bond information, and relative trading volume. Its stated conditions include an amplitude above one, a nonempty name for an outstanding convertible bond, and volume relative to its 20-day average between 1.5 and 6. The accompanying formula also adds a market-capitalization threshold and exclusions, while the Python example applies further listing, region, and industry filters, so the implementations do not fully match the plain-language description.

The post gives formula and Python examples but provides no backtest results or evidence that the screen generates positive returns. It warns that historical indicators cannot guarantee future performance and that small-cap stocks may be excluded; it suggests adding turnover or other market-flow measures. The thresholds are presented as adjustable screening choices, not as a validated trading system.

Key ideas

• The screen combines price amplitude, convertible-bond information, and relative volume.
• The stated relative-volume range is bounded below and above using the 20-day average.
• The formula and Python example add filters that differ from the headline selection logic.
• The post offers no performance evidence and cautions that historical conditions do not predict future returns.

Tags

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