Value Investing Strategy

16 Jun 2021

Simple fundamental investing strategy based on two factors - Value and Growth

• Look for value factor at its 6 months lowest. (Change Length to alter this. Each unit represents 3 months)
  
• Verify that selected growth factor is increasing. (Compare with moving average)
  
• Optionally consider stocks only if Piotrovski-F-Score is above PfScoreLimit
  

Exit Strategy include:

• Reversal - Sell when value factor is at 6 months peak.
  
• Trailing - Trail with 2 ATR. Can be changed in settings.
  
• Combined - Keep reducing upon value factor reaching 6 months high. But full exit happens when stop loss is hit.
  

19 Jun 2021

Nota Keluaran

Fixed repainting. But, this makes the strategy less efficient.

19 Jun 2021

Nota Keluaran

Using 1M timeframe to check fundamentals instead of 3 months to increase number of signals.

22 Jun 2021

Nota Keluaran

Made to use daily timeframe price per sales data.