PlaybooksJames O'Shaughnessy

James O'Shaughnessy

Trending value and momentum screen

Rules-based Verdykt interpretation of published quant research. Not affiliated with or endorsed by James O'Shaughnessy or O'Shaughnessy Asset Management.

Quant valueFundamentals + priceHigh confidenceUS equities

Quant valueMethod familyHighSource confidence3Documented factorsv1.0Rule version

Screen thesis

Build a multi-metric value composite (P/E, P/B, P/S, EV/EBITDA, shareholder yield), keep the cheapest decile, then rank those names by 6-month price momentum. It pairs deep value with a trend filter to avoid the cheapest value traps.

Rulebook

Every rule is visible. Required rules must pass; scoring and guardrail rules shape or caution the result.

View model card

RuleThresholdRoleRationale

Value composite>= Cheapest decileRequiredMulti-metric cheapness

Shareholder yield>= Top 40%ComponentBuybacks + dividends

6-month price momentum>= Top half of decileRequiredAvoid value traps

Market cap>= $1.0BLiquidity floorTradable size

Verdykt Playbooks are rules-based interpretations of public investing principles. Screens are not affiliated with or endorsed by the named investors or firms, and nothing here is investment advice or a recommendation to buy or sell securities.