Subject: Re: Max CAGR for 3 step Screens
Do you use it yourself?
If not: Why?

Because it's new.
I like to have screens that have at least some out-of-sample validation. A screen which at least did not take the first opportunity to blow up spectacularly after it was created.

Also I haven't been doing much MI lately, other than creating, tracking, and analyzing screens. For reasons which are not "I don't believe in it any more".

Jim