Strategy Templates

Pre-built investment strategies linking screener, signals, and backtesting

Pipeline:StrategyScreen (filter by factor thresholds)Signals (rank by composite score)Backtest (simulate returns)
Buffett Value
Value

Deep value with quality overlay. Screens for low P/E, low P/B, high ROE, and strong Piotroski F-Score. Avoids value traps by requiring profitability.

Value50%
Momentum10%
Quality35%
Low Vol5%
Method: Min Variance
Momentum Ignition
Momentum

Pure price momentum with crash protection. Ranks by 12-1 month returns, scales exposure down in high-volatility regimes via vol timing.

Value10%
Momentum60%
Quality5%
Low Vol25%
Method: Risk ParityVol Timing
All-Weather
Balanced

Equal risk across all factors. No single factor dominance — designed to perform in any macro regime by balancing value, momentum, quality, and low vol equally.

Value25%
Momentum25%
Quality25%
Low Vol25%
Method: Risk Parity
Defensive Quality
Defensive

Capital preservation. Screens for high ROE, low debt, strong current ratio, and low idiosyncratic volatility. Avoids high-beta and highly leveraged stocks.

Value10%
Momentum5%
Quality45%
Low Vol40%
Method: Min Variance
QARP
Balanced

Quality at Reasonable Price. Intersection of value and quality — high profitability at below-average valuations. The interaction produces stronger returns than either factor alone.

Value35%
Momentum20%
Quality35%
Low Vol10%
Method: Risk Parity
Max Sharpe
Balanced

Optimized for risk-adjusted returns. Balanced factor exposure with volatility timing to dynamically scale market exposure based on realized vol regime.

Value30%
Momentum30%
Quality20%
Low Vol20%
Method: Max SharpeVol Timing