A-Share Screening by Recent Limit-Ups, Convertible Bonds, and Range

Summary

This note proposes an A-share stock screen using daily amplitude above 1%, a nonempty outstanding convertible-bond name field, and more than two limit-up days in a ten-day period. The suggested ranking orders candidates by the number of limit-up sessions. The accompanying discussion treats recent limit-ups as a sign of market attention and range as a source of trading opportunity, but it does not establish that these conditions predict future returns.

The article notes that the screen may miss smaller high-growth companies and that technical signals can mislead. It suggests adding valuation measures and refining technical analysis. Its sample formula and Python example contain definitions and filters that do not clearly align with the stated rules, including differing market and company restrictions. No backtest or performance evidence is supplied, so the approach is best understood as a rough screening idea whose data definitions and calculations need validation before use.

Key ideas

• The screen selects stocks with amplitude above 1%, an outstanding convertible-bond name, and more than two limit-ups in ten days.
• Candidates are intended to be ranked by limit-up frequency.
• The document gives no evidence that frequent limit-ups predict subsequent performance.
• The code examples include conditions that differ from the written screen and require validation.

Tags

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