ts_mean(group_rank(ts_mean(return_60(close), 20)), 5) / ts_std_dev(return_60(close), 20)
group_rank(ts_rank(ts_mean(close/vwap, 60), 20)) - group_rank(ts_rank(close/vwap, 5))
ts_delay(group_rank(ts_corr(ts_mean(close, 5), ts_mean(volume, 5), 10)), 5) * ts_mean(return_20(close), 5)
group_rank(ts_mean(return_20(close), 10)) / group_rank(ts_std_dev(return_5(close), 20))
group_rank(ts_mean(return_10(close), 5)) - group_mean(ts_mean(return_10(close), 5))