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