This is a stock selection strategy based on fundamental factors. I tested more than 15 factors available on Quantconnect by using my factor significance testing algorithm and chose 3 of them (PE ratio, PriceChange1M, BookValuePerShare). 

The in-sample factor tesing period is from January 2005 to January 2012. The out of sample backtesting period is from 2012 to 2014. The strategy outperformed the market during the backtesting period.