rows=1511
avg_factor_momentum=0.989343
avg_factor_mean_reversion=0.000000
avg_factor_low_vol=0.827832
avg_factor_volume=0.000000
avg_composite_alpha=0.773838
share_factor_momentum=54.44%
share_factor_mean_reversion=0.00%
share_factor_low_vol=45.56%
share_factor_volume=0.00%
avg_selected_symbols=6.92