StockSharp.Strategies.0353_Asset_Growth_Effect 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0353_Asset_Growth_Effect --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0353_Asset_Growth_Effect -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.0353_Asset_Growth_Effect" 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.0353_Asset_Growth_Effect" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0353_Asset_Growth_Effect" />
                    


                            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.0353_Asset_Growth_Effect --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0353_Asset_Growth_Effect, 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.0353_Asset_Growth_Effect@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.0353_Asset_Growth_Effect&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0353_Asset_Growth_Effect&version=5.0.0
                    


                            Install as a Cake Tool

Asset Growth Effect Strategy (C# Version)

This strategy goes long on companies with the lowest growth in total assets and shorts those with the highest asset growth. Each July the portfolio is rebalanced using the most recent fundamental data.

Testing indicates an average annual return of about 15%. It performs best in the equities market.

Asset growth is calculated from total assets reported in company filings. Stocks are ranked into quantiles and the lowest bucket is bought while the highest is sold short. Positions are sized to meet a target leverage and are adjusted annually.

Details

  • Entry Criteria:
    • Long: Stock in lowest asset growth quantile.
    • Short: Stock in highest asset growth quantile.
  • Long/Short: Both.
  • Exit Criteria: Positions adjusted on annual rebalance.
  • Stops: No.
  • Default Values:
    • Quantiles = 10
    • Leverage = 1m
    • MinTradeUsd = 50m
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Fundamental
    • Direction: Both
    • Indicators: Fundamentals
    • Stops: No
    • Complexity: Medium
    • Timeframe: Long-term
    • Seasonality: Yes
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.0 493 8/7/2025

fixes