One for consideration (2 of my favs put together)

http://backtest.org/8910SS(SS(Fundamentals)(LOWPE_ZLTDA)3m10...

This 12 stock version, shown below with 6 stocks from each of the two screens, will beat the S&P every year.

CAGR 45, GSD 21.

                                    Portfolio       Portfolio
      CAGR    CAGR  CAGR            Screen          S&P
Year  Screen  S&P   Difference    $     10,000   $     10,000
1989      66    35          31          16,600         13,500
1990      32    -5          37          21,912         12,825
1991      85    31          54          40,537         16,801
1992      55     7          48          62,833         17,977
1993      69    10          59         106,187         19,774
1994      34     2          32         142,291         20,170
1995      74    39          35         247,586         28,036
1996      25    23           2         309,483         34,485
1997      55    28          27         479,698         44,140
1998      39    35           4         666,780         59,589
1999      64    18          46       1,093,520         70,315
2000      46   -11          57       1,596,539         62,581
2001      97    -9         106       3,145,181         56,949
2002      28   -22          50       4,025,832         44,420
2003      49    28          21       5,998,489         56,857
2004      22    10          12       7,318,157         62,543
2005      35     8          27       9,879,512         67,547
2006      21    14           7      11,954,209         77,003
2007      33     6          27      15,899,098         81,623
2008      -5   -39          34      15,104,143         49,790
2009      76    33          43      26,583,292         66,221
2010      35    13          22      35,887,444         74,830

Fewer deep, say 5 stocks only, will bring the CAGR up to about 50,
but naturally with a higher GSD. Still, $78m...

8910SS(SS(Fundamentals)(LOWPE_ZLTDA)3m10l10)(SWsp(STtb)(SS(Screamers)(PIH_CSO_safe)3m5l10)16p3c-2)10l5