Subject: Re: new screen on Nas100 doubles its CAGR
start with Nasdaq100 then from those stocks (101 companies at present) use the following to reduce to 10 companies:
ratio 5 day return excluding today/200 day return excluding today, bottom 10;
then reduce further as follows:
ratio(price,MktCap) bottom 7;
then reduce to 5 stocks further:
ratio(5 day return excluding today/float) bottom 5

I can't figure out why this screen works - what about the screening process makes sense, business wise. For example, using ROE is a known positive about company operations success.

Musselmant, what was the thought process about how you came upon this screening process?

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