Subject: Re: Another possible screen
Here is a screen that selects the top performers from the S&P, with BCC

https://tinyurl.com/2y6c2jsj

Interesting.

I did a backtest from 1/1/1990 to 1/1/2024.
VFINX CAGR: 10.6%

Top 20 of S&P500 equal weight. Trade on Jan 1, hold one year.
CAGR: 15.9%
Turnover 43%, average 1.6 stocks each year.


If I correctly modified your gtr1 screen to the same dates and no HTD it shows:
CAGR: 12.6% (Cycle 196)

https://gtr1.net/2013/?~S%26P%...