Subject: Re: Max CAGR for 3 step Screens
When you use low Beta in step 2, do you use negative Beta stocks in the calculation or just positive.

A numeric sort, so any negative beta stocks would be included. But none of the VL Timeliness 1-5 stocks are negative. The lowest beta is 0.4.
The full ~5000 VL stocks has only 8 with negative, and none of them are T1-5.