The strategy is a systematic equity long-only value plus quality screen designed to harvest the documented Piotroski F-Score anomaly within distressed or out of favor stocks. Each month it starts from a broad U.S. equity universe with valid fundamentals and basic tradability constraints (price above 1, minimum dollar volume, and available price to book), then restricts candidates to the highest book to market cohort (top 20 percent by book to market, implemented via low price to book). Within this value sleeve it ranks companies by a 0 to 9 Piotroski F-Score computed from annual financial statement and ratio inputs spanning profitability, cash flow quality, leverage and liquidity changes, dilution, and operating efficiency trends, requiring multiple years of history. Positions are initiated and refreshed at the monthly rebalance into the highest scoring names above a configurable threshold (default 8), capped at 100 holdings, and weighted equally. The portfolio is continuously long the selected set with an approximate one month holding horizon implied by the rebalance cadence. Risk and implementation controls include liquidity filtering, a spread sensitive execution constraint that avoids trading when estimated bid ask spread exceeds 1 percent, and a multi year warmup to ensure stable score calculation; decisions are made on a monthly schedule using hourly market data for trading and annual fundamentals for signals.