StockSharp.Strategies.0373_FScore_Reversal 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0373_FScore_Reversal --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0373_FScore_Reversal -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0373_FScore_Reversal" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0373_FScore_Reversal" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0373_FScore_Reversal" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0373_FScore_Reversal --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0373_FScore_Reversal, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0373_FScore_Reversal@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0373_FScore_Reversal&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0373_FScore_Reversal&version=5.0.0
                    


                            Install as a Cake Tool

F-Score Reversal Strategy (C# Version)

This strategy blends Piotroski F-Score fundamentals with short-term price reversal. Each month it buys the worst-performing stock among those with strong F-Scores and optionally shorts the best performer with weak F-Scores. The premise is that fundamentally sound firms snap back after temporary declines while weak firms revert after rallies.

On the first trading day of the month the algorithm ranks the universe by one-month return. It goes long the lowest-returning security with FScore >= FHi and, if available, shorts the highest-returning security with FScore <= FLo. Positions are held for one month.

Details

  • Entry Criteria:
    • Long: among securities with FScore >= FHi, buy the one with the lowest Lookback return if trade size >= MinTradeUsd.
    • Short (optional): among securities with FScore <= FLo, short the one with the highest Lookback return.
  • Long/Short: Long and short.
  • Exit Criteria: Close all positions at the next monthly rebalance.
  • Stops: None.
  • Default Values:
    • Universe – securities to evaluate.
    • Lookback = 21 days.
    • FHi = 7.
    • FLo = 3.
    • CandleType = 1 day.
    • MinTradeUsd – minimum trade value.
  • Filters:
    • Category: Mean reversion.
    • Direction: Long & short.
    • Timeframe: Short-term.
    • Rebalance: Monthly.
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Learn more about Target Frameworks and .NET Standard.

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Version Downloads Last Updated
5.0.0 656 8/7/2025

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