DrBob2 combined PFCF and High Price in a screen about 20 years ago. Based on this, I made a new screen with more emphasis on High Price, with good backtest results:

Define {HighPrice2024a}
step0: no ETFs or CEFs or LPs
step1: no IPOs
step2: [Average dollar-volume over 63 days] > 0
step3: [Average dollar-volume over 63 days] Top 50%
step4: no recent mergers
step5: issued financial report within the last year
step6: [PFCF] > 0
step7: not in Finance sector
step8: Price Top 10
Holding period = 21 mkt days, 0.4% friction

           Screen             CAGR  GSD  Sharpe    From       To
       HighPrice2024a          17   24    0.71   19870302  20240718
100ClubNoFin_20021214_DrBob2   13   28    0.52   19870302  20240718
      SP500MktCapWeight        11   18    0.54   19870302  20240718
 
       HighPrice2024a          21   20    1.12   20090717  20240718
100ClubNoFin_20021214_DrBob2   14   31    0.61   20090717  20240718
      SP500MktCapWeight        15   16    0.94   20090717  20240718

{HighPrice2024a} picks for 20240718 (Berkshire Hathaway is in the SIP Consumer Non-Cyclicals sector):

Ticker   aprc   [PFCF]  styp.a    adv:1,63               Company Name
BRK-A   662820    31      11    5,313,969,000  BERKSHIRE HATHAWAY INC CL A
  NVR     8408    22      11      154,309,100  NVR INC
 BKNG     3931    22      11      816,848,600  BOOKING HOLDINGS INC
  SEB     3134    35      11       11,713,640  SEABOARD CORP
  AZO     2926    28      11      411,073,200  AUTOZONE INC
 MELI     1623    16      11      566,720,400  MERCADOLIBRE INC
 FICO     1585    85      11      270,210,400  FAIR ISAAC CORPROATION
  MTD     1356    33      11      207,045,300  METTLER TOLEDO INTERNATIONAL INC
 COKE     1089    30      11       66,204,860  COCA COLA CONSOLIDATED INC
 REGN     1067    30      11      439,984,000  REGENERON PHARMACEUTICALS INC
 ORLY     1028    31      11      432,283,500  O REILLY AUTOMOTIVE INC
  GWW      957    35      11      245,622,900  W W GRAINGER INC
 LRCX      953    36      11      970,600,300  LAM RESEARCH CORP
 ASML      924   9258     12    1,049,331,000  ASML HOLDING N V
 DECK      887    24      11      327,284,000  DECKERS OUTDOOR CORP
 MPWR      843    102     11      376,286,800  MONOLITHIC POWER SYSTEMS INC
 KLAC      787    46      11      612,061,700  KLA CORP
  GHC      776    31      11       13,340,320  GRAHAM HOLDINGS COMPANY CL B
 CTAS      759    77      11      277,006,200  CINTAS CORP
  NOW      739    48      11    1,024,738,000  SERVICENOW INC
  URI      728    12      11      376,779,900  UNITED RENTALS INC
 NFLX      643    41      11    2,208,407,000  NETFLIX INC
 INTU      637    44      11      888,018,300  INTUIT INC
  MCK      578    21      11      408,023,200  MCKESSON CORP

The 100 Club - a value screen
http://www.datahelper.com/mi/search.phtml?thread=1...

Define {100ClubNoFin_20021214_DrBob2}
step0: no ETFs or CEFs or LPs
step1: no recent mergers
step2: no IPOs
step3: [Average dollar-volume over 63 days] > 1,000,000
step4: Price > 100
step5: [MktCap] > 100
step6: [PFCF] > 0
step7: no Finance sector
step8: [PFCF] Bottom 5
Holding period = 63 mkt days, 0.4% friction

https://gtr1.net/2013/?~HighPrice2024a:h21f0.4::st...

https://gtr1.net/2013/?~100ClubNoFin_20021214_DrBo...

Mechanical Investing FAQ

---

Contact Shrewd'm
Contact the developer of these message boards.