Strategies · Core
Piotroski F-Score Combined with Short-Term Reversals
Fade short-term losers only when fundamentals (F-Score) are healthy — reversal with a quality gate.
Definition
Piotroski F-Score (0–9 accounting health). Among recent losers, long high F-Score; among winners, fade low F-Score (recipe variants). You are not buying every dip — only the solvent ones.
Why it matters
Raw reversal buys falling knives. The score is the solvency filter.
Case
A high F-Score name that gaps on a one-day liquidation. The reversal is a liquidity event; the score says it can bounce.
How to read it
F-Score lag (annuals are stale) and liquidity. A 9 on last year’s 10-K is not a live credit view.
Key papers
Landmark references with real publisher or arXiv links — not token-overlap noise.
- Value Investing: The Use of Historical Financial Statement InformationPiotroski · 2000 · The Accounting ReviewThe F-Score paper.
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