Subject: Re: SIP new data source
Running almost any SIP screen on GTR1 will not give accurate results until Robbie updates all the sector and industry to the new definitions.
I took lohill’s latest screen picks for ROE_Cash_boris which typically has a low turnover as an example:
20-Sep ROE_Cash_boris GOOGL META V NVDA FANG AMZN TJX MOH ANET DXCM JBL ACN CPRT AMAT NKE UTHR ADBE FTNT GRMN ROST HALO MTDR SNPS EOG PANW
27-Sep ROE_Cash_boris GOOGL META V NVDA FANG AMZN TJX MOH ANET DXCM JBL ACN CPRT AMAT NKE UTHR FTNT GRMN ROST HALO MTDR SNPS ADBE EOG PANW
3-Oct ROE_Cash_boris GOOG GOOGL RNR NVDA META TSLA ABNB HIG PCAR MOH ANET EQH AMP CPRT SYF UTHR AMAT TROW FTNT GRMN FLR ADBE NVR EOG SNPS
Notice that from the 20th to the 27th there were few changes (none for the first 16)
However for the 3rd of Oct only 13 of the 25 tickers previously tickers are selected.

But I think there may be a much bigger problems with the new vendors data matching the old data.
I looked at the AAII Driehaus screen which has a very low 6% turnover using the AAII built in SIP screener.
The 20-Sep using the old data vendor only passed 9 stocks but the new data passes 17 stocks only 6 are in both selections.