year  zgYPS  YPS  RSP  SPY
2018    -9   -10  -8   -5
2019    28   28   29   31
2020    12    8   13   18
2021    33   31   29   29
2022   -12   -13  -12  -18

Screen  CAGR  SAWR  GSD  MDD  Sharpe  AT   Depth  weight
zgYPS   12.5  8.4   24   -65   0.46   0.6   500   inverse
 gSPY   10.3  6.2   17   -55   0.44   0.3   499   mkt cap
zgRSP   12.0  8.1   19   -60   0.50   0.3   500    equal
SP1500  12.2  8.5   20   -60   0.49   0.3   930    equal

Screen  CAGR  SAWR  GSD  MDD  Sharpe  AT   Depth  weight
zgYPS   10.7  7.4   26   -65   0.43   0.6   501   inverse
 gSPY   9.9   5.4   18   -55   0.49   0.3   500   mkt cap
zgRSP   11.1  7.9   20   -60   0.52   0.4   501    equal
SP1500  11.4  8.5   22   -60   0.50   0.4  1287    equal

Screen  CAGR  weight
zgYPS   11.2  inverse
 gSPY   11.7  mkt cap
zgRSP   11.2   equal
SP1500  10.6   equal