19991229-end of Robbie's tester date 20251128 , assumes .2% spread each trade, pick five stocks

 nasdaq100 v. strategy  v. S&P500
cagr  7.8       v.  27.6        10.4
sharpe .35           .87          .52
beta  1.3           1.04         1.09
mdd -80.4          -59.0       -59.7
2025                32.7% thru 11/28, robbie's test max

I modified the former screen I submitted during this thread, gaining 4% CAGR with same sharpe and beta
and max dd as previous one.

zack rank 1
ratio 1 wk daily dollar average volume/20 day top 15
ratio 1 wk return/ 1 year bottom 10
ratio Market Cap/float bottom 5

gtr1.net: GTR1 Backtester

Holding monthly instead is still excellent:
cagr 25.45  twice the S&P and 3 times the Nasdaq100
sharpe .79  beats both
beta  1.03  beats Nasdaq100, same as S&P's
mdd -61.82  2% worse than S&P's, 18% better than Nasdaq100's
2024  7.18

gtr1.net: GTR1 Backtester