A-Share Stock Screen Using Convertible Bond Listings and Recent Limit-Ups

Summary

The document describes an A-share stock screen combining a price-amplitude threshold, a nonempty name for an outstanding convertible bond, and more than two limit-up sessions within a recent ten-day window. It proposes ranking qualifying stocks by limit-up frequency. The accompanying indicator logic approximates limit-up moves through price-change conditions, while the Python example uses stock and daily-market data to filter securities and count closes at their upper price limits.

The article characterizes recent limit-ups as a sign of favorable price behavior, but gives no backtest, performance statistics, or evidence that the screen predicts future returns. Its prose also suggests the filters improve safety without substantiating that claim. The implementation contains extra exchange, listing, industry, and board exclusions, so its actual universe is narrower than the headline criteria. Data fields, limit rules, and the logic used to rank candidates should be checked for consistency before research use; the article itself flags that technical indicators can mislead and suggests adding fundamental measures.

Key ideas

• The proposed screen requires price amplitude above its threshold, an outstanding convertible bond name, and more than two recent limit-up sessions.
• Qualifying stocks are ranked by the number of limit-up sessions.
• The document offers both indicator-style conditions and a Python example based on daily stock data.
• The example includes additional listing, exchange, industry, and board filters beyond the headline screen.
• No performance test supports the claims that the criteria indicate stability or improve safety.

Tags

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