This strategy combines Benjamin Graham value investing fundamentals with modern technical analysis to identify quality companies at fair prices with optimal entry timing. The algorithm uses a multi-dimensional scoring system with risk adjustments.

Fundamental Scoring (0-100):

Profitability (30 pts): ROE, ROA, operating margin, net margin
Growth (25 pts): Revenue growth, EPS growth, operating profit growth
Financial Health (25 pts): Current ratio, debt-to-equity, free cash flow
Valuation (20 pts): P/E, P/B, EV/EBITDA ratios

Technical Scoring (0-100):

Trend (35 pts): Moving average alignment (price > SMA 50 > SMA 200), ADX strength
Momentum (30 pts): RSI in healthy range (40-70), MACD positive, 20-day returns
Volume (20 pts): Relative volume, OBV positive, volume patterns
Patterns (15 pts): Breakout detection, distance from 52-week high

Combined Score:

Raw score = Quality (60%) + Technical (40%)

Risk Adjustments:

Volatility Penalty (max 30%): Based on ATR volatility percentage
Leverage Penalty (max 20%): Based on debt-to-equity ratio
Final score = Raw score × (1 - volatility_penalty) × (1 - leverage_penalty)

Final Filtering:

Only stocks meeting all criteria: Quality score ≥75, Technical score ≥60, Risk-adjusted score ≥70, Volatility <12%. Results ranked by risk-adjusted score (descending), limited to top 10.

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