Subject: Re: Factor ETF Long-term Performance
Take the top 100 by ROE ...
and those with earnings >0 and book value is < 0.

then of those, top 25 by 5 Yr sales Growth.
Re-evaluate and/or rebalance every 1 or 2 or 3 or 6 months.
Optional tweak, 15 HTD 25 or 25 HTD 30."

That seems to be working very nicely for you. Congrads.

Running a ROE ... screen in a taxable account needs to account for trading Dates.

This is what I did using Fidelity Baskets and Screener.

Top 30 by ROE ... Buy 15 HTD 20

Create 3 baskets hold 5 per basket.

Update one at a time monthly hold/replace 5 and hold 3 Months.

This method had a name back in the day.

Not rebalance either but that option is available.

GD_