FactorSage

Strategy Examples ยท Lesson 4.3

MOS buy and MOS exit

Sometimes the most useful experiment is the cleanest one. This strategy uses only margin of safety on both entry and exit so you can see what your valuation models alone are telling you.

The rules

  • Buy signal: MARGIN_OF_SAFETY IS_AT_OR_ABOVE 0.30
  • Sell level: MARGIN_OF_SAFETY IS_AT_OR_BELOW 0.10, sellPercent = 50
  • Final exit: MARGIN_OF_SAFETY IS_AT_OR_BELOW -0.10

Useful for

  • Comparing two intrinsic value combinations (AVG vs MIN) without other rules muddying the result.
  • Sanity-checking that your buy threshold and intrinsic value choices produce a sensible trade count.
  • Establishing a value-only baseline before introducing technical filters.

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