Enhanced Recommendations with Borrow Data Only

Generated on: 2025-06-23 20:50:24

Signal Date: 2025-06-23

Borrow Data Filter

This report shows ONLY recommendations with valid borrow availability data

Base Filter: Abs_Net_Flows_3M_ADVT_days > 1 (excluding 2587 HK)

Additional Filter: Must have valid borrow_avail data from GS CN Availability file

Original Recommendations: 37

With Borrow Data: 20

Summary Statistics

Total Recommendations with Borrow Data: 20

With Price Data: 20

With ret2d Data: 20

With ret3d Data: 20

With Trading Lot Size Data: 0

All have Borrow Data: 20

Trade Calculations (Borrow Data Only)

Total BUY Amount: $10,000,000 across 4 recommendations ($2,500,000 each)

Total SELL Amount: $10,000,000 across 16 recommendations ($625,000 each)

Qty Rounding: Quantities rounded to nearest 100 shares

SELL quantities and USD amounts are negative

Enhanced Recommendations with Borrow Data

# Source BBG_Ticker Company_Name Sector Mkt_Cap_USD_mn Net_Flows_3M_ADVT_days Abs_Net_Flows_3M_ADVT_days Price_Open Price_Close Price_VWAP ret2d ret3d trading_lot_size borrow_avail borrow_utilization current_position_qty current_position_value qty_to_trade usd_to_trade External_RIC AssetKey
1 BUY 601077 CG Chongqing Rural Commercial Bank (A) Banks 9,471 5.3 5.3 7.29 7.50 7.43 3.59% 3.59% - 2,211,681 - 0 $0 333,300 $2,499,750 601077.SH @CHONG91
2 SELL 688295 CG Zhongfu Shenying Carbon Fiber (A) Chemicals & Other Materials 421 -4.7 4.7 18.80 19.28 19.27 0.78% 0.78% - 2,889 1121.5% 0 $0 -32,400 $-624,672 688295.SH @ZHONG118
3 SELL 603288 CG Haitian Flavouring & Food (A) Consumer Staples 34,162 -4.0 4.0 38.25 38.44 38.29 -0.65% -0.65% - 178,328 9.1% 98,200 $525,750 -16,300 $-626,572 603288.SH @FOSHA7
4 SELL 002271 CS Oriental Waterproof Tech (A) Chemicals & Other Materials 3,721 -3.5 3.5 10.36 10.49 10.40 0.38% 0.38% - 983,492 6.1% 0 $0 -59,600 $-625,204 002271.ZK @BEIJI70
5 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods 1,854 -3.2 3.2 6.08 6.16 6.12 1.32% 1.32% - 4,850,838 2.1% 0 $0 -101,500 $-625,240 600755.SH @XIAME7
6 SELL 300009 CS Anhui Anke Biotechnology (Group) (A) Health Care 2,105 -2.6 2.6 8.21 8.26 8.24 -0.84% -0.84% - 818,373 9.3% 0 $0 -75,700 $-625,282 300009.ZK @ANHUI45
7 SELL 600745 CG Wingtech Tech (A) Tech Hardware & Semis 5,713 -2.3 2.3 31.12 31.81 31.66 1.53% 1.53% - 644,412 3.0% 0 $0 -19,600 $-623,476 600745.SH @HUANG7
8 SELL 002555 CS 37 Interactive Entertainment (A) Internet/Media & Entertainment 3,287 -2.2 2.2 16.42 16.61 16.58 0.36% 0.36% - 1,197,096 3.1% 0 $0 -37,600 $-624,536 002555.ZK @WUHUS1
9 SELL 002128 CS Dian Tou Energy (A) Energy 6,061 -2.2 2.2 19.35 19.56 19.45 2.03% 2.03% - 2,095,523 1.5% 0 $0 -32,000 $-625,920 002128.ZK @HUOLI1
10 SELL 600642 CG Shenergy (A) Utilities 5,990 -1.9 1.9 8.85 8.68 8.73 -1.59% -1.59% - 5,801,528 1.2% 0 $0 -72,000 $-624,960 600642.SH @SHENE1
11 SELL 002407 CS Do-Fluoride Chemicals (A) Chemicals & Other Materials 1,911 -1.8 1.8 11.27 11.47 11.37 1.87% 1.87% - 888,664 6.1% 0 $0 -54,500 $-625,115 002407.ZK @DOFLU1
12 SELL 603659 CG Shanghai Putailai New Energy (A) Chemicals & Other Materials 4,759 -1.7 1.7 16.98 17.38 17.40 1.70% 1.70% - 392,450 9.2% 74 $179 -36,000 $-625,680 603659.SH @PUTAI1
13 BUY 300679 CS Electric Connector Technology (A) Tech Hardware & Semis 2,588 1.6 1.6 41.30 41.66 41.64 -1.23% -1.23% - 1,000 - 0 $0 60,000 $2,499,600 300679.ZK @ELECT323
14 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples 4,907 1.4 1.4 169.69 172.00 169.55 0.05% 0.05% - 558,616 - 0 $0 14,500 $2,494,000 300972.ZK @FUJIA89
15 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods 4,355 -1.3 1.3 21.26 21.21 21.09 -0.80% -0.80% - 2,105,916 1.4% 0 $0 -29,500 $-625,695 601567.SH @NINGB31
16 SELL 1797 HK East Buy Consumer Staples 1,731 -1.3 1.3 11.72 11.60 11.46 -1.53% -1.53% - 2,119,354 2.5% 0 $0 -53,900 $-625,240 1797.HK @KOOLE1
17 SELL 600438 CG Tongwei (A) Tech Hardware & Semis 10,213 -1.2 1.2 15.04 15.06 15.02 0.53% 0.53% - 560,176 7.4% 0 $0 -41,500 $-624,990 600438.SH @TONGW1
18 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining 12,275 1.2 1.2 6.87 6.91 6.92 1.77% 1.77% - 16,098,447 - 0 $0 361,800 $2,500,038 601600.SH @ALUMI31
19 SELL 300866 CS Anker Innovations Technology (A) Tech Hardware & Semis 4,153 -1.1 1.1 103.50 104.94 104.03 -2.91% -2.91% - 8,664 69.3% 9 $132 -6,000 $-629,640 300866.ZK @ANKER10
20 SELL 300573 CS Shenyang Xingqi Pharmaceutical (A) Health Care 1,915 -1.1 1.1 50.15 50.62 50.28 -0.33% -0.33% - 5,636 218.2% 0 $0 -12,300 $-622,626 300573.ZK @SHENY25

Data Sources:

Color Legend:

Green background = Buy recommendations

Red background = Sell recommendations

Filtering Notes

This report is a filtered subset of the main Enhanced Recommendations report

Only recommendations with valid borrow availability data are shown here

Trade calculations are recalculated based on the filtered set only

View Full Enhanced Recommendations Report