winsorize(group_neutralize(if_else(divide(ts_corr(returns, group_mean(returns, 1, sector), 20), ts_std_dev(returns, 20)) > 0.7, ts_delta(close, 5), ts_delta(close, 20)), industry))

winsorize(group_neutralize(multiply(ts_rank(ts_delta(close, 10), 60), ts_corr(ts_delay(group_mean(ts_delta(close, 5), 1, sector), 1), ts_delta(close, 5), 30)), subindustry))

winsorize(group_neutralize(multiply(ts_rank(divide(volume, ts_mean(volume, 60)), 20), subtract(ts_delta(close, 20), group_mean(ts_delta(close, 20), 1, sector))), industry))

winsorize(group_neutralize(multiply(divide(ts_corr(ts_delta(close, 5), group_mean(ts_delta(close, 5), 1, sector), 30), ts_corr(ts_delta(close, 5), group_mean(ts_delta(close, 5), 1, industry), 30)), ts_delta(close, 10)), sector))

winsorize(group_neutralize(if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60)), industry))

winsorize(group_neutralize(divide(ts_regression(close, ts_step(1), 60, 0, 1), ts_std_dev(returns, 60)), industry))

winsorize(group_neutralize(multiply(ts_rank(divide(volume, ts_mean(volume, 20)), 10), reverse(ts_delta(close, 20))), sector))

winsorize(subtract(ts_rank(group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4")), 120), ts_rank(ts_delta(close, 20), 120)))

winsorize(group_neutralize(if_else(ts_corr(group_mean(returns, 1, sector), ts_delta(close, 5), 30) > 0.5, ts_delta(close, 5), ts_delta(ts_delta(close, 5), 5)), industry))

winsorize(group_neutralize(multiply(ts_corr(ts_delay(group_mean(ts_delta(close, 10), 1, sector), 1), ts_delta(close, 10), 60), group_rank(ts_delta(close, 10), sector)), subindustry))