This is a current listing (As of 09/16/2018) of a screen I am using to obtain stock ideas.  I own most, if not all, stocks on this list.  Backtested since 1/1/1999, and using a 0.5% slippage on each transaction, this screen provided a compounded annual total return of about 42%.  This page shows the stocks being held by my simulated model.  I have restored the number of holdings to 20 to get more diversification.  I have also gone back to a rank tolerance which holds on to stocks that have not moved down in rank meaningfully.