Company guidance beat>-10 & P/E>10 (hold 1d) (lookback 1y) (min cap 1000000000)
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Definition
{
"universe": {
"minMarketCap": 1000000000
},
"maxLookbackYears": 1,
"eventFilter": {
"eventType": "earnings",
"conditions": [
{
"field": "companyGuidanceBeatPct",
"operator": ">",
"value": -0.1
},
{
"field": "pe",
"operator": ">",
"value": 10
}
]
},
"entryRule": {
"type": "firstOpenAfterAnnouncement"
},
"exitRule": {
"type": "afterTradingDays",
"days": 1,
"price": "close"
},
"benchmark": "SPY",
"transactionCostBps": 10,
"slippageBps": 10,
"entryFillMode": "market",
"conservativeFraction": 0.25,
"delaySessions": 0
}