Here are 100 composite Alpha factors combining at least two dimensions for industry rotation strategies: 1. multiply( ts_delta(close,5), reverse(ts_zscore(close,20)) ) 2. multiply( ts_delta(close,10), reverse(ts_zscore(close,30)) ) 3. multiply( ts_delta(close,20), reverse(ts_zscore(close,60)) ) 4. multiply( ts_delta(close,30), reverse(ts_zscore(close,120)) ) 5. multiply( ts_delta(close,5), reverse(ts_rank(close,20)) ) 6. multiply( ts_delta(close,10), reverse(ts_rank(close,30)) ) 7. multiply( ts_delta(close,20), reverse(ts_rank(close,60)) ) 8. multiply( ts_delta(close,30), reverse(ts_rank(close,120)) ) 9. multiply( ts_regression(close, ts_step(1), 20, 0, 1), reverse(ts_corr(volume, close, 20)) ) 10. multiply( ts_regression(close, ts_step(1), 30, 0, 1), reverse(ts_corr(volume, close, 30)) ) 11. multiply( group_rank(ts_delta(close,5), group), reverse(ts_zscore(close,20)) ) 12. multiply( group_rank(ts_delta(close,10), group), reverse(ts_zscore(close,30)) ) 13. multiply( group_rank(ts_delta(close,20), group), reverse(ts_zscore(close,60)) ) 14. multiply( group_rank(ts_delta(close,30), group), reverse(ts_zscore(close,120)) ) 15. multiply( group_rank(close, group), reverse(ts_rank(close,20)) ) 16. multiply( group_rank(close, group), reverse(ts_rank(close,30)) ) 17. multiply( group_rank(close, group), reverse(ts_rank(close,60)) ) 18. multiply( group_rank(close, group), reverse(ts_rank(close,120)) ) 19. multiply( group_rank(close, group), reverse(ts_corr(volume, close, 20)) ) 20. multiply( group_rank(close, group), reverse(ts_corr(volume, close, 30)) ) 21. multiply( group_rank(close, group), reverse(ts_corr(volume, close, 60)) ) 22. multiply( group_rank(close, group), reverse(ts_corr(volume, close, 90)) ) 23. multiply( ts_decay_linear(ts_delta(close,5), 10), reverse(ts_zscore(close,20)) ) 24. multiply( ts_decay_linear(ts_delta(close,10), 10), reverse(ts_zscore(close,30)) ) 25. multiply( ts_decay_linear(ts_delta(close,20), 10), reverse(ts_zscore(close,60)) ) 26. multiply( ts_decay_linear(ts_delta(close,30), 10), reverse(ts_zscore(close,120)) ) 27. multiply( divide(ts_delta(close,5), ts_std_dev(close,20)), group_rank(close, group) ) 28. multiply( divide(ts_delta(close,10), ts_std_dev(close,30)), group_rank(close, group) ) 29. multiply( divide(ts_delta(close,20), ts_std_dev(close,60)), group_rank(close, group) ) 30. multiply( divide(ts_delta(close,30), ts_std_dev(close,120)), group_rank(close, group) ) 31. multiply( ts_zscore(ts_delta(close,5),10), reverse(ts_rank(close,10)) ) 32. multiply( ts_zscore(ts_delta(close,10),10), reverse(ts_rank(close,20)) ) 33. multiply( ts_zscore(ts_delta(close,20),10), reverse(ts_rank(close,30)) ) 34. multiply( ts_zscore(ts_delta(close,30),10), reverse(ts_rank(close,60)) ) 35. multiply( ts_zscore(ts_delta(close,5),10), reverse(ts_zscore(ts_delta(close,5),20)) ) 36. multiply( ts_zscore(ts_delta(close,10),10), reverse(ts_zscore(ts_delta(close,10),30)) ) 37. multiply( ts_zscore(ts_delta(close,20),10), reverse(ts_zscore(ts_delta(close,20),60)) ) 38. multiply( ts_zscore(ts_delta(close,30),10), reverse(ts_zscore(ts_delta(close,30),120)) ) 39. multiply( ts_zscore(ts_delta(close,5),10), reverse(ts_zscore(ts_delta(close,5),20)) ) 40. multiply( ts_zscore(ts_delta(close,10),10), reverse(ts_zscore(ts_delta(close,10),30)) ) 41. multiply( ts_zscore(ts_delta(close,20),10), reverse(ts_zscore(ts_delta(close,20),60)) ) 42. multiply( ts_zscore(ts_delta(close,30),10), reverse(ts_zscore(ts_delta(close,30),120)) ) 43. multiply( ts_zscore(ts_delta(close,5),10), reverse(ts_zscore(ts_delta(close,5),20)) ) 44. multiply( ts_zscore(ts_delta(close,10),10), reverse(ts_zscore(ts_delta(close,10),30)) ) 45. multiply( ts_zscore(ts_delta(close,20),10), reverse(ts_zscore(ts_delta(close,20),60)) ) 46. multiply( ts_zscore(ts_delta(close,30),10), reverse(ts_zscore(ts_delta(close,30),120)) ) 47. multiply( group_mean(ts_delta(close,5), group), reverse(ts_zscore(close,20)) ) 48. multiply( group_mean(ts_delta(close,10), group), reverse(ts_zscore(close,30)) ) 49. multiply( group_mean(ts_delta(close,20), group), reverse(ts_zscore(close,60)) ) 50. multiply( group_mean(ts_delta(close,30), group), reverse(ts_zscore(close,120)) ) 51. multiply( group_std_dev(ts_delta(close,5), group), reverse(ts_zscore(close,20)) ) 52. multiply( group_std_dev(ts_delta(close,10), group), reverse(ts_zscore(close,30)) ) 53. multiply( group_std_dev(ts_delta(close,20), group), reverse(ts_zscore(close,60)) ) 54. multiply( group_std_dev(ts_delta(close,30), group), reverse(ts_zscore(close,120)) ) 55. multiply( ts_corr(group_rank(close, group), group_rank(volume, group), 20), reverse(ts_rank(close,20)) ) 56. multiply( ts_corr(group_rank(close, group), group_rank(volume, group), 30), reverse(ts_rank(close,30)) ) 57. multiply( ts_corr(group_rank(close, group), group_rank(volume, group), 60), reverse(ts_rank(close,60)) ) 58. multiply( ts_corr(group_rank(close, group), group_rank(volume, group), 120), reverse(ts_rank(close,120)) ) 59. multiply( ts_covariance(close, group_mean(close, group), 20), reverse(ts_rank(close,20)) ) 60. multiply( ts_covariance(close, group_mean(close, group), 30), reverse(ts_rank(close,30)) ) 61. multiply( ts_covariance(close, group_mean(close, group), 60), reverse(ts_rank(close,60)) ) 62. multiply( ts_covariance(close, group_mean(close, group), 120), reverse(ts_rank(close,120)) ) 63. multiply( ts_decay_linear(group_mean(close, group), 10), reverse(ts_zscore(close,20)) ) 64. multiply( ts_decay_linear(group_mean(close, group), 20), reverse(ts_zscore(close,30)) ) 65. multiply( ts_decay_linear(group_mean(close, group), 30), reverse(ts_zscore(close,60)) ) 66. multiply( ts_decay_linear(group_mean(close, group), 60), reverse(ts_zscore(close,120)) ) 67. multiply( group_rank(ts_decay_linear(ts_delta(close,5), 10), group), reverse(ts_zscore(close,20)) ) 68. multiply( group_rank(ts_decay_linear(ts_delta(close,10), 10), group), reverse(ts_zscore(close,30)) ) 69. multiply( group_rank(ts_decay_linear(ts_delta(close,20), 10), group), reverse(ts_zscore(close,60)) ) 70. multiply( group_rank(ts_decay_linear(ts_delta(close,30), 10), group), reverse(ts_zscore(close,120)) ) 71. multiply( group_rank(ts_zscore(ts_delta(close,5),10), group), reverse(ts_rank(close,20)) ) 72. multiply( group_rank(ts_zscore(ts_delta(close,10),10), group), reverse(ts_rank(close,30)) ) 73. multiply( group_rank(ts_zscore(ts_delta(close,20),10), group), reverse(ts_rank(close,60)) ) 74. multiply( group_rank(ts_zscore(ts_delta(close,30),10), group), reverse(ts_rank(close,120)) ) 75. multiply( group_rank(ts_zscore(ts_delta(close,5),10), group), reverse(ts_zscore(close,20)) ) 76. multiply( group_rank(ts_zscore(ts_delta(close,10),10), group), reverse(ts_zscore(close,30)) ) 77. multiply( group_rank(ts_zscore(ts_delta(close,20),10), group), reverse(ts_zscore(close,60)) ) 78. multiply( group_rank(ts_zscore(ts_delta(close,30),10), group), reverse(ts_zscore(close,120)) ) 79. multiply( ts_regression(close, ts_step(1), 20, 0, 1), reverse(ts_zscore(ts_regression(close, ts_step(1), 20, 0, 1))) ) 80. multiply( ts_regression(close, ts_step(1), 30, 0, 1), reverse(ts_zscore(ts_regression(close, ts_step(1), 30, 0, 1))) ) 81. multiply( ts_regression(close, ts_step(1), 60, 0, 1), reverse(ts_zscore(ts_regression(close, ts_step(1), 60, 0, 1))) ) 82. multiply( ts_regression(close, ts_step(1), 120, 0, 1), reverse(ts_zscore(ts_regression(close, ts_step(1), 120, 0, 1))) ) 83. multiply( ts_regression(close, ts_step(1), 20, 0, 1), reverse(ts_corr(ts_regression(close, ts_step(1), 20, 0, 1), volume, 20)) ) 84. multiply( ts_regression(close, ts_step(1), 30, 0, 1), reverse(ts_corr(ts_regression(close, ts_step(1), 30, 0, 1), volume, 30)) ) 85. multiply( ts_regression(close, ts_step(1), 60, 0, 1), reverse(ts_corr(ts_regression(close, ts_step(1), 60, 0, 1), volume, 60)) ) 86. multiply( ts_regression(close, ts_step(1), 120, 0, 1), reverse(ts_corr(ts_regression(close, ts_step(1), 120, 0, 1), volume, 120)) ) 87. multiply( ts_zscore(ts_regression(close, ts_step(1), 20, 0, 1),20), reverse(ts_rank(ts_regression(close, ts_step(1), 20, 0, 1),10)) ) 88. multiply( ts_zscore(ts_regression(close, ts_step(1), 30, 0, 1),30), reverse(ts_rank(ts_regression(close, ts_step(1), 30, 0, 1),20)) ) 89. multiply( ts_zscore(ts_regression(close, ts_step(1), 60, 0, 1),60), reverse(ts_rank(ts_regression(close, ts_step(1), 60, 0, 1),30)) ) 90. multiply( ts_zscore(ts_regression(close, ts_step(1), 120, 0, 1),120), reverse(ts_rank(ts_regression(close, ts_step(1), 120, 0, 1),60)) ) 91. multiply( group_rank(ts_regression(close, ts_step(1), 20, 0, 1), group), reverse(ts_zscore(volume,20)) ) 92. multiply( group_rank(ts_regression(close, ts_step(1), 30, 0, 1), group), reverse(ts_zscore(volume,30)) ) 93. multiply( group_rank(ts_regression(close, ts_step(1), 60, 0, 1), group), reverse(ts_zscore(volume,60)) ) 94. multiply( group_rank(ts_regression(close, ts_step(1), 120, 0, 1), group), reverse(ts_zscore(volume,120)) ) 95. multiply( ts_zscore(ts_corr(close, group_mean(close, group),20),30), reverse(ts_rank(close,20)) ) 96. multiply( ts_zscore(ts_corr(close, group_mean(close, group),30),30), reverse(ts_rank(close,30)) ) 97. multiply( ts_zscore(ts_corr(close, group_mean(close, group),60),30), reverse(ts_rank(close,60)) ) 98. multiply( ts_zscore(ts_corr(close, group_mean(close, group),120),30), reverse(ts_rank(close,120)) ) 99. multiply( ts_zscore(ts_covariance(close, group_mean(close, group),20),30), reverse(ts_rank(close,20)) ) 100. multiply( ts_zscore(ts_covariance(close, group_mean(close, group),30),30), reverse(ts_rank(close,30)) ) These factors combine various aspects of momentum (M), leadership (L), reversal (R), spillover (S), and quality (Q) across different lookback periods and industry groups. Each expression uses allowed WebSim functions and operators to capture unique market dynamics for industry rotation strategies.