multiply(group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.4")), ts_corr(volume, returns, 10))

if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 30))

multiply(group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry), ts_corr(group_rank(returns, industry), returns, 10))

multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 20)), 10)), ts_mean(returns, 30))

multiply(if_else(rank(volume) > 0.7, ts_delta(close, 10), ts_delta(close, 30)), ts_av_diff(returns, 5))

if_else(ts_std_dev(returns, 60) > 0.02, ts_delta(close, 10), group_mean(ts_delta(close, 60), 1, bucket(rank(volume), range="0,3,0.4")))

multiply(ts_zscore(volume, 20), ts_decay_linear(ts_delta(close, 5), 10))

multiply(group_mean(ts_delta(close, 20), 1, industry), ts_rank(group_mean(returns, 1, industry), 30))

if_else(ts_rank(ts_mean(abs(returns), 30), 60) > 0.5, ts_delta(ts_delta(close, 5), 10), ts_delta(close, 20))

multiply(ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 20), if_else(bucket(rank(volume), range="0,3,0.4") == 0, 1, reverse(1)))

group_mean(ts_sum(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))

if_else(ts_rank(ts_std_dev(returns, 10), 30) > 0.8, ts_delta(close, 5) / ts_std_dev(returns, 10), ts_delta(close, 20) / ts_std_dev(returns, 30))

multiply(ts_corr(group_mean(returns, 1, sector), returns, 30), ts_regression(close, ts_step(1), 60, 0, 1))

multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 60)), 20)), ts_corr(returns, ts_delta(close, 5), 10))

if_else(ts_std_dev(returns, 20) > ts_mean(ts_std_dev(returns, 120), 20), ts_delta(close, 10), group_mean(ts_delta(close, 30), 1, industry))

multiply(ts_mean(returns, 10), if_else(rank(ts_std_dev(returns, 20)) > 0.7, reverse(1), 1))

multiply(group_mean(ts_rank(returns, 5), 1, bucket(rank(volume), range="0,3,0.4")), ts_decay_linear(ts_delta(close, 1), 10))

if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_delta(close, 10), reverse(ts_delta(close, 10)))

multiply(ts_corr(ts_delta(close, 5), ts_delta(high, 5), 10), if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_zscore(close, 20), 0))

group_mean(ts_delta(close, 5) / ts_std_dev(returns, 20), 1, industry)

if_else(ts_std_dev(returns, 30) > 0.015, ts_mean(returns, 5), ts_mean(returns, 20))

multiply(ts_rank(volume, 30), ts_regression(close, ts_step(1), 10, 0, 1))

multiply(group_zscore(ts_delta(close, 10), industry), ts_corr(returns, group_mean(returns, 1, industry), 30))

if_else(ts_rank(divide(volume, ts_mean(volume, 30)), 60) > 0.7, reverse(ts_delta(close, 5)), ts_delta(close, 20))

multiply(ts_av_diff(returns, 5), if_else(rank(volume) > 0.8, 1, reverse(1)))

group_mean(ts_delta(close, 20) * sign(ts_delta(volume, 20)), 1, bucket(rank(volume), range="0,3,0.4"))

if_else(ts_mean(abs(returns), 10) > 0.02, ts_delta(close, 5), group_mean(ts_delta(close, 30), 1, industry))

multiply(ts_corr(ts_delta(close, 10), ts_delta(vwap, 10), 15), ts_rank(ts_mean(returns, 10), 20))

multiply(reverse(ts_rank(ts_std_dev(returns, 10), 30)), ts_sum(returns, 10))

if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 10) / ts_std_dev(returns, 10), ts_delta(close, 30) / ts_std_dev(returns, 30))

multiply(group_scale(ts_delta(close, 5), industry), ts_corr(returns, ts_delta(volume, 5), 10))

if_else(ts_rank(ts_mean(returns, 5), 20) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 5)))

multiply(ts_mean(ts_delta(close, 1), 10), if_else(rank(ts_zscore(volume, 30)) > 0.5, 1, reverse(1)))

group_mean(ts_delta(close, 30) * ts_corr(close, volume, 30), 1, industry)

if_else(ts_std_dev(returns, 60) > ts_mean(ts_std_dev(returns, 120), 60), ts_delta(close, 10), ts_delta(close, 60))

multiply(ts_rank(ts_delta(close, 5), 20), if_else(bucket(rank(volume), range="0,3,0.4") == 2, reverse(1), 1))

multiply(group_neutralize(ts_delta(close, 20), industry), ts_zscore(volume, 20))

if_else(ts_rank(divide(volume, ts_mean(volume, 90)), 120) > 0.6, ts_delta(close, 10), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4")))

multiply(ts_decay_linear(returns, 10), ts_corr(returns, group_mean(returns, 1, sector), 30))

multiply(reverse(ts_rank(ts_delta(volume, 5), 15)), ts_regression(close, ts_step(1), 30, 0, 1))

if_else(ts_mean(abs(returns), 20) > 0.01, group_mean(ts_delta(close, 5), 1, industry), group_mean(ts_delta(close, 20), 1, industry))

multiply(ts_scale(ts_delta(close, 10), 20), if_else(rank(volume) > 0.7, ts_zscore(returns, 10), 0))

group_mean(ts_sum(if_else(returns > 0, returns, 0), 10), 1, bucket(rank(volume), range="0,3,0.4"))

if_else(ts_std_dev(returns, 30) > 0.025, ts_delta(close, 5) / ts_std_dev(returns, 5), ts_delta(close, 30) / ts_std_dev(returns, 30))

multiply(ts_corr(group_rank(close, industry), ts_rank(volume, 20), 20), ts_delta(close, 10))

multiply(ts_rank(ts_mean(returns, 30), 60), if_else(bucket(rank(volume), range="0,3,0.4") == 0, 1, reverse(1)))

group_mean(ts_delta(close, 5) * ts_delta(volume, 5), 1, industry)

if_else(ts_rank(ts_std_dev(returns, 10), 40) > 0.8, reverse(ts_delta(close, 5)), ts_delta(close, 20))

multiply(ts_zscore(ts_delta(close, 1), 10), ts_corr(returns, ts_delta(volume, 1), 15))

multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 40)), 30)), ts_mean(ts_delta(close, 1), 20))

if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 10), ts_delta(close, 30) / ts_std_dev(returns, 30))

multiply(group_scale(ts_regression(close, ts_step(1), 20, 0, 1), industry), ts_rank(ts_mean(volume, 10), 20))

if_else(ts_mean(returns, 10) > 0, ts_delta(close, 10), reverse(ts_delta(close, 10)))

multiply(ts_mean(returns, 5), if_else(rank(ts_std_dev(returns, 20)) > 0.6, 1, reverse(1)))

group_mean(ts_delta(close, 15) / ts_mean(abs(returns), 15), 1, bucket(rank(volume), range="0,3,0.4"))

if_else(ts_std_dev(returns, 50) > 0.02, group_mean(ts_delta(close, 5), 1, industry), ts_delta(close, 30))

multiply(ts_corr(ts_delta(close, 20), ts_delta(ts_mean(volume, 5), 20), 30), ts_av_diff(returns, 5))

multiply(reverse(ts_rank(ts_zscore(volume, 20), 40)), ts_sum(ts_delta(close, 1), 10))

if_else(ts_rank(ts_mean(returns, 15), 30) > 0.5, ts_delta(close, 10), group_mean(ts_delta(close, 20), 1, industry))

multiply(if_else(rank(volume) > 0.5, ts_zscore(close, 20), reverse(ts_zscore(close, 20))), ts_decay_linear(returns, 15))

group_mean(ts_delta(close, 10) * ts_corr(close, volume, 10), 1, industry)

if_else(ts_mean(abs(returns), 25) > 0.015, ts_delta(close, 5) / ts_std_dev(returns, 5), ts_delta(close, 25) / ts_std_dev(returns, 25))

multiply(ts_rank(ts_delta(close, 3), 10), ts_corr(returns, group_mean(returns, 1, sector), 20))

multiply(ts_scale(ts_mean(returns, 10), 15), if_else(bucket(rank(volume), range="0,3,0.4") == 1, 1, reverse(1)))

group_mean(ts_sum(if_else(ts_delta(close, 1) > 0, 1, reverse(1)), 10), 1, bucket(rank(volume), range="0,3,0.4"))

if_else(ts_std_dev(returns, 70) > ts_mean(ts_std_dev(returns, 140), 70), ts_delta(close, 10), ts_delta(close, 40))

multiply(ts_corr(group_rank(returns, industry), ts_rank(ts_delta(volume, 5), 10), 15), ts_regression(close, ts_step(1), 25, 0, 1))

multiply(reverse(ts_rank(divide(ts_delta(volume, 1), ts_mean(volume, 20)), 25)), ts_mean(ts_delta(close, 2), 15))

if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 15) / ts_mean(abs(returns), 15), ts_delta(close, 30) / ts_mean(abs(returns), 30))

multiply(group_zscore(ts_delta(close, 5), sector), ts_corr(returns, ts_delta(volume, 10), 20))

if_else(ts_mean(returns, 20) > 0, group_mean(ts_delta(close, 10), 1, industry), reverse(group_mean(ts_delta(close, 10), 1, industry)))

multiply(ts_zscore(ts_delta(close, 1), 20), if_else(rank(ts_std_dev(returns, 10)) > 0.7, 1, reverse(1)))

group_mean(ts_delta(close, 8) * sign(ts_delta(volume, 8)), 1, industry)

if_else(ts_std_dev(returns, 35) > 0.018, ts_delta(close, 8), group_mean(ts_delta(close, 35), 1, bucket(rank(volume), range="0,3,0.4")))

multiply(ts_corr(ts_mean(returns, 5), ts_mean(volume, 5), 15), ts_rank(ts_delta(close, 5), 10))

multiply(ts_rank(ts_mean(volume, 30), 60), ts_av_diff(close, 10))

if_else(ts_rank(divide(volume, ts_mean(volume, 50)), 100) > 0.65, reverse(ts_delta(close, 10)), ts_delta(close, 25))

multiply(if_else(rank(ts_zscore(close, 30)) > 0.5, ts_delta(close, 10), reverse(ts_delta(close, 10))), ts_decay_linear(returns, 20))

group_mean(ts_delta(close, 12) / ts_std_dev(returns, 12), 1, industry)

if_else(ts_mean(abs(returns), 30) > 0.012, ts_delta(close, 10), ts_delta(close, 30) / ts_std_dev(returns, 30))

multiply(ts_corr(group_mean(ts_delta(close, 1), 1, sector), returns, 40), ts_regression(close, ts_step(1), 15, 0, 1))

multiply(reverse(ts_rank(ts_delta(volume, 10), 20)), ts_sum(ts_delta(close, 1) * sign(volume), 15))

if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 20) * ts_corr(close, volume, 20), ts_delta(close, 40))

multiply(group_scale(ts_mean(returns, 8), industry), ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 10))

if_else(ts_rank(ts_mean(returns, 12), 24) > 0.5, group_mean(ts_delta(close, 12), 1, industry), reverse(group_mean(ts_delta(close, 12), 1, industry)))

multiply(ts_zscore(volume, 15), ts_delta(ts_delta(close, 5), 10))

group_mean(ts_sum(if_else(ts_delta(close, 1) > ts_mean(returns, 5), 1, reverse(1)), 8), 1, bucket(rank(volume), range="0,3,0.4"))

if_else(ts_std_dev(returns, 80) > 0.022, ts_delta(close, 10) / ts_std_dev(returns, 10), group_mean(ts_delta(close, 40), 1, industry))

multiply(ts_corr(ts_rank(close, 10), ts_rank(volume, 10), 20), ts_delta(close, 15))

multiply(ts_scale(ts_delta(close, 6), 12), if_else(bucket(rank(volume), range="0,3,0.4") == 2, reverse(1), 1))

group_mean(ts_delta(close, 18) * ts_zscore(volume, 18), 1, industry)

if_else(ts_mean(abs(returns), 40) > 0.01, reverse(ts_delta(close, 10)), ts_delta(close, 30))

multiply(ts_rank(ts_delta(close, 4), 8), ts_corr(returns, group_zscore(volume, 10), 15))

multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 25)), 50)), ts_mean(ts_delta(close, 3), 12))

if_else(bucket(rank(volume), range="0,3,0.4") == 1, ts_delta(close, 15) / ts_mean(abs(returns), 15), ts_delta(close, 30) / ts_std_dev(returns, 30))

multiply(group_neutralize(ts_regression(close, ts_step(1), 18, 0, 1), sector), ts_rank(ts_mean(volume, 15), 30))

if_else(ts_mean(returns, 25) > 0, ts_delta(close, 15), reverse(ts_delta(close, 15)))

multiply(ts_mean(returns, 6), if_else(rank(ts_std_dev(returns, 15)) > 0.55, 1, reverse(1)))

group_mean(ts_delta(close, 9) / ts_mean(abs(returns), 9), 1, bucket(rank(volume), range="0,3,0.4"))

if_else(ts_std_dev(returns, 45) > ts_mean(ts_std_dev(returns, 90), 45), ts_delta(close, 9), group_mean(ts_delta(close, 45), 1, industry))

multiply(ts_corr(group_rank(ts_delta(close, 1), industry), ts_zscore(volume, 20), 25), ts_av_diff(close, 5))

multiply(ts_rank(ts_mean(volume, 20), 40), ts_sum(ts_delta(close, 1) * if_else(returns > 0, 1, reverse(1)), 10))

if_else(ts_rank(divide(volume, ts_mean(volume, 35)), 70) > 0.6, ts_delta(close, 12), group_mean(ts_delta(close, 24), 1, bucket(rank(volume), range="0,3,0.4")))

multiply(if_else(rank(ts_zscore(close, 25)) > 0.6, ts_delta(close, 8), ts_delta(close, 20)), ts_decay_linear(returns, 15))

group_mean(ts_delta(close, 14) * ts_corr(close, ts_mean(volume, 5), 14), 1, industry)

if_else(ts_mean(abs(returns), 22) > 0.014, ts_delta(close, 7) / ts_std_dev(returns, 7), ts_delta(close, 22) / ts_std_dev(returns, 22))

multiply(ts_corr(group_mean(ts_delta(close, 2), 1, sector), ts_delta(volume, 2), 30), ts_regression(close, ts_step(1), 22, 0, 1))

multiply(reverse(ts_rank(ts_delta(volume, 8), 18)), ts_mean(ts_delta(close, 2) * sign(ts_delta(volume, 2)), 14))

if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 25) * ts_rank(volume, 25), ts_delta(close, 50))

multiply(group_scale(ts_mean(returns, 9), sector), ts_corr(ts_delta(close, 8), ts_delta(ts_mean(volume, 3), 8), 12))

if_else(ts_rank(ts_mean(returns, 18), 36) > 0.52, group_mean(ts_delta(close, 18), 1, industry), reverse(group_mean(ts_delta(close, 18), 1, industry)))

multiply(ts_zscore(ts_delta(close, 1), 15), ts_corr(returns, ts_zscore(volume, 12), 18))

group_mean(ts_sum(if_else(ts_delta(close, 1) > group_mean(returns, 1, industry), 1, reverse(1)), 12), 1, bucket(rank(volume), range="0,3,0.4"))