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