EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y) (4)
No description.
Definition
{
"maxLookbackYears": 50,
"eventFilter": {
"eventType": "earnings",
"conditions": [
{
"field": "epsSurprisePct",
"operator": ">",
"value": 0.12
},
{
"field": "debtToEquity",
"operator": "<",
"value": 0.5
},
{
"field": "pe",
"operator": "<",
"value": 30
},
{
"field": "pe",
"operator": ">",
"value": 0
}
]
},
"entryRule": {
"type": "firstOpenAfterAnnouncement"
},
"exitRule": {
"type": "afterTradingDays",
"days": 5,
"price": "close"
},
"benchmark": "SPY",
"transactionCostBps": 10,
"slippageBps": 10,
"entryFillMode": "market",
"conservativeFraction": 0.25,
"delaySessions": 0
}Backtest runs