My opinion - we can't draw conclusions from a sample of screens people here developed 7 or more years ago with heavy momentum focus / earnings focus and misdirect it as "The VL universe isn't adding value."Suggest going back to Zeelotes' studies from 2007-2009 of the Gold screens. The Gold screens could be the index (there were @30?). Or, as every other index changes, the best screens rankings by Sharpe/GSD, Sortino, that he posted back early 2009 and early 2010. This is, obviously, a little bit of tedium - but it's better than randomly selecting from our VL screen universe, which is littered with the debris of over-mined, time-specific ideas that have not held up out of sample.FC
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