Sorry for the dumb question, but precisely what generated those results ?

For example, Jim produced similar looking results of a "value bin" versus a "forward return", for both BRK and S&P500, based on the P/B and P/E 'value measures' (respectively, iirc).
IIRC, his results weren't the results of investing using a screen, he simply looked at the forward CAGR of each stock in the universe for e.g. 3 years forward, 5 years forward, etc and associated these with bins of the value measure. He also averaged CAGRs a bit over endpoint dates but that's not conceptually critical.

In your table you used the 'value meaure'
Final P123 Formula: (SalesQ -CostGQ -SGandAQ -IntExpQ)/BookValQ
Does SGandAQ include R&D expense or not?
I ran the screen using 13 week hold and all factors previous 12 month. The results were virtually unchanged.
So you created a screen/backtest based on this value measure, and your table is the result of this?
Could you elaborate on the screen, e.g. is there some threshold for which you drop stocks, etc? Or perhaps I misunderstood?

Lastly, most here have doubts that selecting equities by Machine Learning
I don't, if it was done correctly. Have you posted about your work on it before?