I have been plugging away at a couple of my first notebooks & backtests this weekend. Trying to stay in the fundamental/value realm to familiarize myself with the platform to start.
The goal of this strategy was to find top & bottom growth companies by ROIC & revenue growth. This was done by screening for the top & bottom 20% of ROIC and top & bottom 20% by revenue growth, then combining the two factors to create an overall growth category.
The Alphalens tear sheet results on each metric is fairly small. Shifting the strategy to long only, in the top companies might be a better approach. Attaching a backtest here soon.