A couple of observations:

The optimum lookback for WWL (picking among screens) is decidedly NOT the same as the optimum lookback for ranking stocks within a screen.

The optimum lookback for stocks within a screen varies with the screen, since different styles of investing have different user populations. e.g., sales growth types versus high yield types.

I think one of the main factors for the variance among styles is that according to some research, and a few pokes at it myself, the optimum lookback varies as (among other things) a function of the turnover ratio of the stock(s) in question. The research noted that a higher turnover ratio means that the weighted average entry price among holders willing to trade is different, leading to a different strength of disposition effect, which seems to be the main reason that momentum exists as a factor. People being too hesitant to sell losers, and too quick to sell winners.

Jim