This is a current listing (As of 5/31/2020) of a screen I am using to obtain stock ideas.  I own most, if not all, stocks on this list.  Backtested since 1/1/2000, rebalanced weekly and using a 0.5% slippage on each new buy or sell, this screen provided a compounded annual total return of about 40%.  Under my new format, positions have a variable weight depending on rank and liquidity.