Quality strategy
Piotroski F-Score
Nine binary accounting checks — profitability, leverage, liquidity and operating efficiency — that separate cheap stocks which are getting healthier from cheap stocks that are quietly falling apart.
~1 year per holding; judge over 3+ yearsIntermediate
Joseph D. Piotroski, “Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers,” Journal of Accounting Research (2000)