Subject: Re: question for Jim
Here is the post I have from old MI board by Jim (5/24/2020):
"This is a retirement portfolio kind of screen: LargeCapCash.
The goal is a screen which is as safe as the S&P 500 but with the hope of somewhat higher returns over the long run...

FYI, I'm running this, pretty much as described. 2 month trading cycle, top 40 hold-till-drop at 45. The version that requires a dividend. It forms most of the "boring" portion of my roughly 70/30 boring/aggressive quant portfolio. Double digit IRR, but that hasn't exactly been hard lately. I haven't been running it long enough to say whether it provides an advantage; the net portfolio performance (after fees, commissions, 0.58%/year drag from tax on dividends, and a small cash drag) is so close to the S&P equal weight total return, the most suitable benchmark for it, that there is as yet no evidence of which is better.

I will probably move the aggressive portion to cash when it looks like the bull market is no longer evident.

Jim