quant screens and methodology. Would anyone be generous enough with their time to describe - at a high level - how this works for them?

To be more specific - is it a full time pursuit? A retirement hobby? Rough figures in terms of trade frequency or how much of your total portfolio is invested at any time? How many trades outstanding at any time?


Full time retirement hobby. ;-)
Running them takes about 1 hour a month, another 30-60 minutes to do the trades and update my portfolio tracking spreadsheet.


I use two active screens, each trades monthly.
No rebalancing, just equal balance of the new buys.

1st is one from Mugofitch.
Start with Russell 1000 & 2000, only the top 2000 by market cap.
Take only those that have a VL Timeliness rating. Leaves about 1400 stocks.
Take only the 90% of the stocks closest to their 52-week high.
(Drop the lowest 10%)
Take the top 100 by ROE ...
and those with earnings >0 and book value is < 0.
then of those, top 25 by 5 Yr sales Growth.
Trade on the last market day of the month, in the morning.

Average about 4-6 stocks a month get dropped and new ones bought.
Very few stocks are also in the S&P 500.

Since Jan 2021 total gain: 64%
SPY in the same period 77%.
Hard to beat the S&P500 recently, the MAG 7 beat everybody.
I used M1 for this, since they do all the trades for you all at once.



2nd is Top 10 NASDAQ100 stocks with the best 52 week gain.
That have a buy-or-better analyst rating. (So I missed out on PLTR)
Trade monthly, last day of the month.
Average turnover 1-2 a month.
Since 1/21/2025 11.8% vs. SPY 8.4%


I have run other MI screens over the years, but have dropped all of them.

These are easy to run. I just download (or scrape) the data from various free sources and then use a bash script to run the screen and tell me what to sell and buy.

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Also a Magnificent N screen(ish)
Top 10 of VONG (Russell 1000 growth index)
Recast once a year.
Return 42% since June 2024, vs. VONG 32%