gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) alpha_raw = if_else(industry_zscore > 0, reverse(slope), slope) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) alpha_raw = multiply(slope, reverse(industry_zscore)) alpha = rank(alpha_raw) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) signal = if_else(slope > 0, 1, if_else(slope < 0, -1, 0)) alpha = multiply(signal, industry_zscore) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) alpha_raw = ts_zscore(slope, 8) alpha = reverse(alpha_raw) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) combined_score = add(industry_zscore, slope) alpha = rank(combined_score) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) alpha_raw = multiply(industry_zscore, slope) alpha_rank = rank(alpha_raw) alpha = subtract(alpha_rank, 0.5) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) trend_strength = ts_std_dev(slope, 4) alpha = multiply(slope, trend_strength) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) baseline = ts_mean(industry_zscore, 8) alpha_raw = subtract(slope, baseline) alpha = rank(alpha_raw) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) pos_alpha = if_else(industry_zscore <= 0, reverse(slope), multiply(slope, -1)) alpha = rank(pos_alpha) gross_margin = divide(fnd6_acdo, fnd6_newqeventv110_spcepd12) industry_zscore = group_zscore(gross_margin, swsector) slope = ts_decay_linear(industry_zscore, 4) raw_signal = if_else(industry_zscore > 0, if_else(slope < 0, 1, -1), if_else(slope > 0, 1, -1)) alpha = multiply(raw_signal, industry_zscore)