QuantContext

Turn this strategy into executable quant research: screen A-shares in the top 20% by 6-month return, with market cap above 10 billion RMB and 30-day average turnover above 50 million RMB; rebalance monthly, backtest over the past 5 years, and report annualized return, max drawdown, Sharpe ratio, and turnover.

Provides an executable screening and backtest summary with key performance metrics and strategy performance insights.

Using real market data, analyze the effectiveness of these factors in U.S. stocks: P/E ratio, momentum, volatility, and debt-to-asset ratio. Evaluate decile returns, IC, and factor correlations over the past 10 years, and identify which factors combine well.

Outputs factor research results, including decile performance, correlation analysis, and portfolio combination recommendations.

I have a strategy idea: buy stocks with fast revenue growth, improving profitability, and recent price breakouts, then hold for 20 trading days. Formalize it, define the required metrics and rules, and run an initial validation on historical data.

Delivers a formal strategy definition, required data fields, and initial historical validation findings.