Subject: Re: Another possible screen
There is another thing to consider.
The amount of effort that you have to do to run a screen.

Over the years, I have done a lot of different screens.
The monthly ones took a lot of work and a lot of trading.
The ones with several factors became difficult to get accurate & reliable data for the factors.
More and more sites made changes which made it difficult or impossible to easily download or scrape the data.
Some sites just flat out shut down altogether.
That's the risk of depending on the kindness of strangers.


An annual screen of the top N stocks of a major index simplifies all this.
The top 10 stocks of SPY are 37% by weight. 504 holdings
The top 10 stocks of VONG are 61% by weight. 395 holdings
The top 10 stocks of QQQ are 52% by weight. 102 holdings

Those 10 stocks dominate their respective index. At least, that my theory.
It also is low effort and the data is easy to find.