Fundamental Strategy - anuragmundra

3 hari lalu

Fundamental Score Based Backtest

This strategy combines fundamental analysis with automated backtesting to help identify long-term investment opportunities. Instead of relying only on price action or technical indicators, it evaluates the financial health of a company and generates simulated BUY/SELL signals accordingly.

🔑 Key Parameters Considered:

Price-to-Earnings (P/E Ratio): Ensures the stock is not overpriced.

Return on Equity (ROE): Indicates efficiency of management and business profitability.

Debt-to-Equity Ratio (D/E): Evaluates leverage and financial risk.

Revenue Growth (YoY): Shows business expansion and demand.

EPS Growth: Reflects consistent profit generation for shareholders.

Sales Growth: Confirms topline improvement.

Profit Growth: Measures bottom-line strength.

✅ Buy Condition

When the fundamental score ≥ 70/100, the strategy enters a long position.

Score is based on meeting/exceeding thresholds for P/E, ROE, Revenue Growth, EPS Growth, Sales Growth, Profit Growth, and Debt-to-Equity.

❌ Sell/Exit Condition

When the score falls below 70, the position is closed.

⚡ How to Use

Designed for medium to long-term investors who prefer fundamentally strong companies.

Can be run in the Strategy Tester to evaluate the historical performance of any stock.

Suitable as a stock-picking filter rather than a short-term trading system.

📊 Notes
Some ratios (like ROE) are based on annual values (FY), while others (EPS, Revenue, Net Income) use TTM for recency.

Not all symbols/exchanges provide full fundamental data. If data is missing, some metrics may show as N/A.

⚠️ Disclaimer: This is an educational tool for research and backtesting only. It is not financial advice. Always combine with your own due diligence before making investment decisions.

3 hari lalu

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Updated Overlay = true

3 hari lalu

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Updated the table data and direction

3 hari lalu

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Updated table color and symbol read logic