Earnings Quality Factor

The Earnings Quality Factor strategy rebalances annually on July 1, going long high quality and short low quality stocks based on earnings quality scores.

Details

• Entry Criteria: Annual July 1 rebalance using quality scores.
• Long/Short: Both.
• Exit Criteria: Next annual rebalance.
• Stops: No.
• Default Values:
  • MinTradeUsd = 100
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Fundamental
  • Direction: Both
  • Indicators: Quality
  • Stops: No
  • Complexity: Intermediate
  • Timeframe: Daily
  • Seasonality: Yes
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium