Hundreds of screens have been posted, but there is no wiki or categorization done. Reading through the individual posts is the only way to get the information. Maybe a LLM AI could be used if there was interest.

SPY has been difficult to beat the last 10 years (12.6 CAGR for SPY large caps, 8.6 CAGR for IJR small caps). Nano cap screens are a choice for some, but transaction costs (mostly the bid ask spread) are important.

Timing methods, tactical asset allocation, options methods, and new screen ideas have been discussed here. I keep track some of the new screen ideas, and will post post-discovery results at some point:

year  new screens
2013      23
2014      12
2015      13
2016      10
2017       5
2018      12
2019       4
2020      20
2021      12
2022      14
2023      16
2024       3

Classification and screen selection methods have not been discussed much here. The most important classification is a screen you think is going to work. Picking screens that actually work would be great but is difficult. Join the hunt if you enjoy the process.


=== links ===
P123 Designer Models
https://www.portfolio123.com/app/r2g/find

AAII screens
https://www.aaii.com/stockideas/allstrategies

Subject: post-discovery tracks of some screens 2018
http://www.datahelper.com/mi/search.phtml?nofool=y...

Subject: 5 Year Backtests to 2019 December
http://www.datahelper.com/mi/search.phtml?nofool=y...

Subject: 1 Year SIP Backtests to 2023 December
https://www.shrewdm.com/MB?pid=526761485

Subject: standard SIP screen postmortem
https://www.shrewdm.com/MB?pid=283511645

Subject: Re: Tiny Titans
Nano cap screen with a 10-year CAGR of 25.
http://www.datahelper.com/mi/search.phtml?nofool=y...

Mechanical Investing FAQ

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