Subject: Re: Non-Mag7 screen
The screen beat the S&P by 6.6%/year without trading costs 1997-2024

A gtr1 version confirms the OP results. Results from 19961231 to 20241231.

Screen   CAGR  GSD
notMag7  15.9  19
  S5T    9.7   18
  S5TE   10.6  21

https://gtr1.net/2013/?~notMag...

(Changing the screen to pick negative equity stocks decreases CAGR.)