Earnings Quality Factor (Python)

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

• 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.FromDays(1).TimeFrame() [*]Filters:

• Category: Fundamental

• Direction: Both

• Indicators: Quality

• Stops: No

• Complexity: Intermediate

• Timeframe: Daily

• Seasonality: Yes

• Neural Networks: No

• Divergence: No

• Risk Level: Medium