I had a go using the free library version of Value Line. I match 31/40 tickers.
I think mainly the small caps don't show on my list.

There shouldn't be many small caps: it requires a very big pile of cash to make the cut : )
It's more likely something small, like the fact that the list I posted was from a database snapshot from a few weeks ago.
Or smaller things, like ensuring that the stocks have all the required fields populated. (notably a Timeliness rank)
Even a small change will change which set of firms make the 30% cutoff.
The most important thing is to use the annual, not quarterly, data field for ROE. The quarterly one is too volatile because it's just the latest quarter, not the four quarters just ended.
It's better to be out of date than too random.

It's annoying that VL uses slightly different names for the same data field depending on which product you use.
In case it matters, the fields I use are (in my program) called
"Current Dividend"
"Timeliness Rank"
"Return on Shareholders Equity" [sic]
"Cash"
"Long Term Debt"

Jim