Fundamental Strategy - anuragmundra

8월 24일

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.

8월 24일

릴리즈 노트

Updated Overlay = true

8월 24일

릴리즈 노트

Updated the table data and direction

8월 24일

릴리즈 노트

Updated table color and symbol read logic