This chart shows the backtested results of my screen since 1/1/1999 until 9/2/2016. The red line in the upper panel represents portfolio value after trading expenses. There has been a compound annual growth of about 30% during this time period. The third panel down shows the number of positions held on a weekly basis. The number is capped at 20. The bottom panel shows when I am hedged to protect against market weakness. When leverage is above 1, I am hedged. Timing is provided by economic indicators, valuation, earnings expectations and sentiment indicators.