If you use FA in your testing, I'd like to ask your opinion on what metrics you look for in order to determine financial health. Or perhaps there is an author or resource you could recommend. Thanks for the help.
I use INSIDER_HOLD_PERCENT and INSTIT_HOLD_PERCENT
Finviz has a filter on their screener called "recent insider buying".
Other things I look at are filtering inherently volatile stocks like Chines stocks of any type, Car Manufactures, Pharmaceutical product developers and Banks. I also avoid buying in months of earnings reports. The reason why is that I trade Options and I like the price to be relatively stable.
@C_M you might find some of this previous discussion interesting.
Also the book called "What Works on Wall Street" by by James P. O'Shaughnessy is a quantitative look at some fundamental metrics that had worked in the past.