From 1997 to 2022, the OP screen had a 28% CAGR and -63% MDD. A gtr1 version {SG_PriceLow} had 19% CAGR and -83% MDD. (The CAGR range was 14 to 25 for the 21 different start dates). (The gtr1 version does not use VL data, and that might account for the different results.)

The OP screen looks for very high Sales Growth, and then does a final sort using (Price / Low Price). The final sort looks for stocks far above their recent low price. Recent high price is not used.

An alternative screen {SG_HighToLow} looks for stocks highest in the range 52-week High Price to 52-week Low Price. This finds stocks near the High Price and far from the Low Price. High [HtoL] where:

LP = [Lowest Price over 252 days]
HP = [Highest Price over 252 days]
[HtoL] = (P - LP) / (HP - LP)

[HtoL] is 1 when P=HP
[HtoL] is 0 when P=LP

{SG_PriceLow} and {SG_HighToLow} had similar CAGR, but {SG_HighToLow} has lower GSD and MDD.

        Screen         CAGR  SAWR  GSD  MDD  Sharpe  AT    From       To     SDcg
SalesGrowth_PriceLow   18.8  8.1   41   -83   0.62   4   19961231  20221230  2.7
SalesGrowth_HighToLow  18.6  10.8  30   -60   0.72   5   19961231  20221230  1.1
 
  SP500MktCapWeight    8.6   5.0   19   -55   0.46   0   19961231  20221230  0.0
  SP500EqualWeight     10.2  7.7   21   -60   0.52   0   19961231  20221230  0.1
  SP1500EqualWeight    10.6  8.2   24   -60   0.50   0   19961231  20221230  0.2

          return       return         return       return   return     win          win             win         win
 Year   OP_Screen  {SG_PriceLow}  {SG_HighToLow}  SP1500ew    S&P   OP_Screen  {SG_PriceLow}  {SG_HighToLow}  SP1500ew
 1997       31           -6             -1           27       28        1            0              0             0
 1998       86           49             67            6       35        1            1              1             0
 1999      173          171             138          11       18        1            1              1             0
 2000       19           12             -4           14       -11       1            1              1             1
 2001       7           -30             -4           10       -8        1            0              1             1
 2002      -46          -53             -22         -15       -19       0            0              0             1
 2003      155           78             43           44       23        1            1              1             1
 2004       32           25             28           19       9         1            1              1             1
 2005       14           16             23            8       8         1            1              1             1
 2006       28           19             19           16       14        1            1              1             1
 2007       -2           45             48           -1       2         0            1              1             0
 2008      -30          -30             -13         -36       -33       1            1              1             0
 2009      144           68             40           46       26        1            1              1             1
 2010       26           46             26           26       14        1            1              1             1
 2011       -1           30             9            -1       3         0            1              1             0
 2012       -4           32             45           18       17        0            1              1             1
 2013      107           79             56           39       28        1            1              1             1
 2014       24           19             27            9       13        1            1              1             0
 2015       10           -5             -7           -5       2         1            0              0             0
 2016       28          -16             -7           24       14        1            0              0             1
 2017       37           63             42           14       22        1            1              1             0
 2018       -8          -22             -18         -10       -4        0            0              0             0
 2019       12           50             40           25       30        0            1              1             0
 2020      127           92             45           14       17        1            1              1             0
 2021       37           14             -4           31       31        1            0              0             1
 2022      -11          -28             -17         -13       -19       1            0              1             1
 
  avg       38           28             23           12       10       77%          69%             77%         54%
median      24           25             26           14       14
  max      173          171             138          46       31
  min      -46          -53             -22         -36       -33
  sd        58           48             35           19       17
 cagr      28%          19%             19%         11%       8%

http://gtr1.net/2013/?~SalesGrowth_PriceLow:h21f0....
http://gtr1.net/2013/?~SalesGrowth_HighToLow:h21f0...

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