Joseph Piotroski developed his "F-Score" while working as an associate professor of accounting. The Piotroski F-Score awards a stock 1 point for each of 9 criteria to determine the strength of a company's financial position. This strategy selects only stocks that have met all 9 criteria and hence have an F-Score of 9. Piotroski recommended purchasing stock that had an F-Score of 8 - 9. You may want to try turning off a rule or two in Backtester to test his theory.
Currently outperforming SPY by {{ yearExcess | percent }}
Currently underperforming SPY by {{ yearExcess | percent }}
Excess return: {{ summary.excess | percent }}CAGR: {{ summary.cagr | percent }}Max Draw Down: {{ summary.drawdown | percent }}
US companies only
SP500 members only
ETFs
industries:{{ u }}
sectors:{{ u }}
|
| {{ r.lhs }} | | {{ r.rhs }} |
|
{{ spec.sort }} purchase smaller first purchase larger first |
|
| {{ r.lhs }} | | {{ r.rhs }} |
| portfolio size | {{ spec.positions || ' ' }} | | min hold time (trading days) | {{ spec.minHold }} |
Full Strategy Access
( 11 buy rules and 1 sell rules )
available with any paid subscription