I have a Convoy S11 and I like the light a lot. Unfortunately the simple movement of walking with the light will cause it to change from low -> medium -> high -> off.
I have Keeppower IMR26650 5200 mAh and King Kong ICR26650 4000mAh (Gold). Both batteries fit loosely and have a little shake. Is this normal? Seems like the jiggle of the batteries is causing the modes to change.
I don't think that is normal, yet don't own an S11. In this Review: Convoy S11 by Narmattaru it is reported that its tailcap spring is thin, but no other complaints. Maybe there is something wrong in your flashlight, probably a weak spring. Your flashlight changes modes because there are momentary battery disconnects while you are walking, this is the reason I'm saying so.
The solution is to change any weak springs. If you would also like to have high current springs, BlueSwordM sells top notch ones here.
I like to use a slick material so the battery still slides up and down like it should but kills the side to side motion "bonk" .
depending on how much slop there is ..try using a drinking straw cut to size and slit up the side /or a slick piece of junk mail cut to fit .Almost all of my lights have something odd as a battery liner . An old girlfriends love letter or a photo of your dog ? Something fairly temporary in case you swap batteries with different dimensions. I like the straws since they naturally grab onto the cell.
Or you can extend springs height by soldering some solder on top (and bypass springs, but probably you’ve received worth already bypassed ones). At KD you can buy some brass roundel and solder it to the spring too.
Yet another solution is to extend battery length using above measures.
Replacing springs to longer should work as well.
Way back in the ’90’s I used to put a business card around the battery nearest the tailcap in my Maglites. Not to stop battery movement - Maglite springs were heavy duty. I did it to be able to prove the light was mine if there were any questions. It actually came in handy when I lost the light on a scouting trip, and it was returned to me!
Perhaps I’m paranoid - I do the same thing with bicycles! Take a photo of the serial number, and put a business card in the saddlebag and hidden in the seat.