Selection Strategies
Selection strategy overview
A selection strategy ranks candidate instruments by a factor or model score and has three subtypes: selection long, selection short, and long/short hedge. All three periodically rerank and rebalance holdings. Rebalancing updates the held instruments; it never switches the strategy direction between long and short.
All three examples below are production templates from Create Strategy → Strategy Templates, covering three distinct styles:
💡 Use Load to canvas at the bottom of each strategy card to import its configuration into the strategy editor and start a backtest quickly.
Momentum selection-long strategy
Momentum Selection-Long Strategy
A multidimensional momentum strategy based on the persistence of strength. It combines 20-period momentum, momentum quality (risk-adjusted momentum), momentum acceleration, trend strength, and WorldQuant factors to select the five highest-scoring instruments from the Top 100 universe for a long portfolio, rebalanced daily.
Bull-bear power selection
Bull-Bear Power Selection
Ranks instruments cross-sectionally across three dimensions: buying versus selling power, volume quality, and price momentum. The ratio of buyer power (close minus EMA13) to seller power (EMA13 minus low) measures market control, while the share of advancing OBV volume and VWAP deviation confirm capital-flow direction.
Long-short market-neutral hedge
Long-Short Market-Neutral Hedge
A market-neutral strategy that uses cross-sectional alpha factors to buy the top-ranked instruments and short the bottom-ranked instruments, hedging broad market beta. c_residual removes long-term momentum beta exposure to isolate a pure-alpha momentum signal, which is combined with price-volume correlation and return skewness into a composite score.