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True, "stopped working" is up to the user's definition.
In my case, if a screen does not provide significant return above what one can get by simply investing in an ETF like the Small Cap Growth IJT, or IWM, it just doesn't matter.
DATA: IJT was up 54% from 5/1/2018 to 5/1/2021.
My last used blend (vg-horse, lowps and HRV) was up 5% over that time.

My condolences, seriously.

Perhaps the "stopped working" is more common among smaller stocks.
Also maybe in part because we often measure "not working" relative to the S&P, and the S&P is mainly very very big stocks.
Anything that has stocks far from that definition will have returns that diverge a lot...for better or worse.

But FWIW, as an example of my "aim low" theory, I posted the LargeCapCash screen a while back.
"The goal is a screen which is as safe as the S&P 500 but with the hope of somewhat higher returns over the long run."

First 16 months out of sample (and a wild time it has been), after friction:
S&P: CAGR 41.48%
LargeCapCash as in kickoff post (40 stocks, hold-till-drop at 45, two month holds): CAGR 45.6%
LargeCapCashDiv as in kickoff post (ditto, but stocks have to pay a div): CAGR 56.3%.
These are the screens before the consensus improvements later in the loooong thread.

The first, simplest one had an advantage of 4.1%/year over the S&P in this short post-discovery era.
The advantage in backtest Jan 2000-April 2020: 4.0%/year.

Certainly this is largely luck: big cash-rich firms have obviously been the best picks lately.
But, that's kind of the point of the screen...they're usually pretty good bets, it seems.

I mention this because of what it might say about screen selection.
My hypothesis (with little evidence) is that, since the 4% improvement was so modest, it was more likely to be met.
20 years ago nobody would have read a post about a backtest that improved on the market by only 4%/year.
Yet, if someone actually accomplished that in the last 20 years, they'd have 2.2 times as much money in the bank compared to the Boglehead.

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