Subject: Re: OT: big companies
I am encouraged that this screen only picks one of the huge stocks that are the top holdings of SPY, QQQ, etc. instead of many of them. Of course, that means that it will probably underperform the S&P500 for the near future.

I would definitely question that latter assumption : )
These things are hard to predict.
The very large caps have been the stars since around 2015 (other than 2022), but definitely the duds over the long run. Beats me what will happen next.

But if you want to lean towards the bigger firms for whatever reason, the "companion" variation of the screen simply skips the step that requires a dividend.
The long run returns are extremely similar. A hair lower in backtest, less than half a point difference, well within statistical noise.
The dividend test causes a lot of very large firms to be eliminated at that step, and makes it a much larger cap screen without it.
Other than one's preference for (and tax rate on) dividends, the no-dividend-required version tracks the S&P a bit more closely because of the greater gigacap tilt.
That can make it easier to live with. To outperform the index you have to diverge from it, which will obviously not always be positive in every time period.
It's emotionally hard (even when rational) when the short term divergence is much to the downside, so a method with closer tracking (beta closer to 1) will be easier to live with.

In terms of your mismatches on the picks, the "Cash" and "Long Term Debt" fields appear to be two more of the ones they update only annually.
So that may explain the fact that some of your picks match on that others don't: the update cycle.

Still not quite ready to replace some of my BRK with this screen...

I'm thinking about it.
I might sell some real estate soon, and I'm not sure whether I'll put the same proportion of the proceeds into BRK as I have now, so I'm thinking about moving money into quant like this.
Rationally it doesn't make a difference how big the portfolio is, it's the allocation percentage that matters, so I shouldn't be hesitant about putting more capital in and keeping the percentages the same.
But emotionally it would be a big "buy" order for BRK when it's a bit pricier than average, which is a tricky thing to do.
I kinda pity fund managers when they have big influx of capital - and even more when they get big redemption requests.
If I ever get back into fund management, it will be closed end!

Jim