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One could extend the same test further back in time, and one could use different lookbacks, e.g. four or seven years. One could use a reverse alpha sort, as there are often a number of screens with the same return for a given month. I did not optimize the screen with respect to ties (obviously). One could also look at the concept in the SIPro universe of screens.

Switching screens every month would be discourging for most of us. I guess thats the princple reason I have not given much attention to similiar WWL models.

Perhaps a less volitile method such as trailing Twelve months(run weekly) best screen performance for top 10 picks?
Bill2m's work would allow this to be tested.

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