Subject: Re: A similar screen
by buying the overlaps (averaging 2.4 stocks) only between the 9 month momentum top 5, and the top 5 of price/ (high price in last 9 months + low price in last 9 months),

Does this mean only the ones that are in both screens, or the ones that are on either screen?

If the former, there could be periods (probably rare) when you owned NO stocks. But anyway you could own anywhere between 0 and 5 stocks.

If the latter you could be owning anywhere between 5 and 10 stocks.

Do you equal weight every month or only EW the new stocks?
I could see operational PITA when increasing or decreasing the number of stocks.

I could see another interesting variation to test. First the top 25 or 33 stocks from one screen and then the top 5 or 10 from those by the other screen. (Now we are starting to get silly.)

Just a casual comment ... we are deep into nosebleed territory with any of these variations. Hard to believe this is realistic, long-term. But it appears to have lasted 40 years, so for me it only need to last another 10-15 years.