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It appears that the Curated Screens are no longer being posted either here or over on what remains of the Motley Fool, so I've been trying to calculate screen information and picks myself. Having some difficulties, especially with the Musselmant Consolidator screens:
https://discussion.fool.com/t/5-stock-strategy-w-1...

One thing confusing me is that the GTR link in the root post of that thread allows me to run the screener:
https://gtr1.net/2013/?s20081231::sp500.a:nenull:r...,

While other links posted, both on the Fool and here do not; also, the results appear to be different:
https://gtr1.net/2013/?~Liquid_consolidators:s2023...

Anything a non-SIPRO subscriber can do? For right now, I'd just like to find the current Liquid_Cons picks, but would love to be able to do it myself.
Thanks in advance!

https://gtr1.net/2013/?s20081231::sp500.a:nenull:r...

You can create a googlesheets spreadsheet that gathers the data for you.

{Liquid_consolidators} uses SI fields and so needs a SI password for screening. (GTR1 fields ending with ".s" are SI fields.) There are 3 SI fields used: float, shares, and price.

There are workarounds to avoid the SI fields. For example, {SP500_Mo_LowPrice_HighFloat25a} is identical to {Liquid_consolidators} except for the use of lagged actual price instead of SI price. (Lagging the price avoids trades based on recent stock splits.) [pctFloat] is available on some websites (e.g. barchart) or could be found in a lookup table.

            Screen              CAGR  GSD  MDD  Sharpe
SP500_Mo_LowPrice_HighFloat25a   16   34   -69   0.59
     Liquid_consolidators        16   35   -69   0.59

Define {SP500_Mo_LowPrice_HighFloat25a}
Create [pctFloat]: [[SI Float; lag=1 days]/[SI (d) Common Shares Outstanding; lag=1 days]]
Create [finalSort]: [[Actual closing Price; share_lag=20 days; quote_lag=20 days]/[pctFloat]]
step0: [S&P 500 Member; lag=1 days] == 1
step1: [Total Return Multiplier over 195 days; lag=6 days] Top 10
step2: [finalSort] Bottom 5

https://gtr1.net/2013/?~SP500_Mo_LowPrice_HighFloa...

https://gtr1.net/2013/?~Liquid_consolidators::sp50...

As of 20250402, the top 10 picks are identical for the 2 screens:

Ticker  tr:6,195  float.s  csoq1d.s  [pctFloat]  sprc   [finalSort]
 FOXA     1.68      347      435         80%       57       72
  TPR     1.77      206      207         99%       75       75
 PLTR     3.97     2,165     2,345       92%       87       95
 GILD     1.78     1,243     1,245      100%      112       112
 FTNT     1.68      650      769         85%       98       116
 TRGP     1.70      214      218         98%      206       209
 DASH     1.70      360      420         86%      189       221
  GEV     1.80      275      276        100%      331       331
 AXON     1.90      73        77         95%      558       588
  TPL     1.81      19        23         84%     1,391      1655

[pctFloat] for these 10 picks is similar to that listed on the barchart website:

Ticker  float.s  csoq1d.s  [pctFloat]  bcPctFloat                          url
 FOXA     347      435         80%         78%     https://www.barchart.com/stocks/quotes/FOXA/profil...
  TPR     206      207         99%         98%     https://www.barchart.com/stocks/quotes/TPR/profile
 PLTR    2,165     2,345       92%         87%     https://www.barchart.com/stocks/quotes/PLTR/profil...
 GILD    1,243     1,245      100%        100%     https://www.barchart.com/stocks/quotes/GILD/profil...
 FTNT     650      769         85%         82%     https://www.barchart.com/stocks/quotes/FTNT/profil...
 TRGP     214      218         98%         99%     https://www.barchart.com/stocks/quotes/TRGP/profil...
 DASH     360      420         86%         92%     https://www.barchart.com/stocks/quotes/DASH/profil...
  GEV     275      276        100%        100%     https://www.barchart.com/stocks/quotes/GEV/profile
 AXON     73        77         95%         94%     https://www.barchart.com/stocks/quotes/AXON/profil...
  TPL     19        23         84%         94%     https://www.barchart.com/stocks/quotes/TPL/profile

{SP500_Mo_LowPrice} has lower CAGR, but can be run without a SI password. Click "Run Screener" and then "Download Report".

https://gtr1.net/2013/?~SP500_Mo_LowPrice::sp500.a...

[pctFloat] can be filled in manually for the final sort.

Ticker  tr:6,195  aprc:20  bcPctFloat  [finalSort]
 FOXA     1.68     55.37       78%         71
  TPR     1.77     77.72       98%         79
 PLTR     3.97     80.46       87%         92
 FTNT     1.68    101.72      100%         102
 GILD     1.78    116.04       82%         142
 DASH     1.70    180.11       99%         182
 TRGP     1.70    181.98       92%         198
  GEV     1.80    293.21      100%         293
 AXON     1.90    499.31       94%         532
  TPL     1.81    1304.98      94%         1396

Post-discovery results from 20230928 to 20250402 show higher CAGR and higher GSD:

            Screen              CAGR  TR  GSD  MDD
        SP500_MktCapWgt          22   35  12   -10
     Liquid_consolidators        47   78  39   -27
SP500_Mo_LowPrice_HighFloat25a   46   76  39   -28
      SP500_Mo_LowPrice          47   78  40   -27

Thank you!

So, SP500_Mo_LowPrice with the manually added & sorted by % Float field would approximate SP500_Mo_LowPrice_HighFloat25a, which itself approximates Liquid_consolidators?
Of those three screens, only SP500_Mo_LowPrice can be run without SIPRO data, right?
Am I following you?

Thank you so much for the assist!

You can create a googlesheets spreadsheet that gathers the data for you.
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To clarify; all the data to run the screen can be gathered from a Googlesheets spreadsheet? I've only fairly recently discovered one can do fun things with Googlesheets... (yes, I've been living under a rock).
You may have given me my next worthy-challenge project - thank you! :-D

Price, volume google will get and then calculate averages and changes so you will then only have to manually look at 10 stocks' market cap and float to do the final sort to narrow to 5 stocks. A friend of mine is using googlesheets for one of my nasdaq100 screens,

this one adds and thus needs an SIPro step but it gives the same 1.0 beta as the S&P with a slightly better sharpe at .8
and a much better CAGR 22 to the S&P's 14, and a marginally better MDD at -38.2%

https://gtr1.net/2013/?~Liquid_consolidators:s2008...

Thank you very kindly Musselmant!

Lizgdal wrote:
[pctFloat] can be filled in manually for the final sort.

Ticker tr:6,195 aprc:20 bcPctFloat [finalSort]
FOXA 1.68 55.37 78% 71
TPR 1.77 77.72 98% 79
PLTR 3.97 80.46 87% 92
FTNT 1.68 101.72 100% 102
GILD 1.78 116.04 82% 142
DASH 1.70 180.11 99% 182
TRGP 1.70 181.98 92% 198
GEV 1.80 293.21 100% 293
AXON 1.90 499.31 94% 532
TPL 1.81 1304.98 94% 1396
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Stupid question - in your example above, where does the [finalSort] column come from?
It is not correct to simply sort on the bcPctFloat column and pick the lowest five?
Thank you very kindly!

The final sort is: Price * SharesOutstanding / float.s

This can be restated is a few ways:
ratio(Mcap,float.s)
ratio(aprc,pctFloat)

definitions:
Mcap = Price * SharesOutstanding
pctFloat = float.s / SharesOutstanding

No questions are stupid; Einstein came up with his theory by asking questions others thought to stupid to think about.

Yes final step, ranked by the lowest

The final sort is: Price * SharesOutstanding / float.s

definitions:
Mcap = Price * SharesOutstanding
pctFloat = float.s / SharesOutstanding
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So, as I understand it now, my process to approximate the SIPRO Liquid_Cons screen (without SIPRO access) is thus:
1) Run the SP500 Mo Lowprice screen on GTR1 to get approximately the same unsorted picks: https://gtr1.net/2013/?~SP500_Mo_LowPrice::sp500.a...
2) Then obtain the following data from BarChart.com for each pick: Pct Float, Price, Shares Outstanding
3) Calculate float.s: pctFloat * SharesOutstanding
4) Calculate the final sort values: (Price * SharesOutstanding)/float.s
5) Pick the lowest 5 such values

I'm almost afraid to ask if I finally have this right... (and fully expect to have misunderstood something).

Once again, my sincere thanks.

No questions are stupid
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As a dabbler-of-decades (especially with only intermittently-available time for dabbling), I very much appreciate this sentiment.

A heartfelt Thank You for your (and everyones!) years of batting ideas around here and (previously) on the Fool. This isn't my field (clearly), but it's been grand picking up a little here and there - I (and my portfolio) am the better for it. I'd offer reciprocal assistance in my own field (Hospice care), but I hope you never need it!

The final sort is: Price / pctFloat

1) Run the SP500 Mo Lowprice screen on GTR1. This gives you Price and the 10 stocks passing {Liquid_consolidators} step1.
2) Obtain the following data from BarChart.com for each pick: pctFloat.
3) Calculate the final sort.
4) Pick the lowest 5 such values


Define {Liquid_consolidators}
step0: [S&P 500 Member] != null
step1: [[Total Return Multiplier over 5 days]/[Total Return Multiplier over 200 days]] Bottom 10
step2: [[Mcap]/[SI Float]] Bottom 5

The final sort is: Price / pctFloat
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Apparently, I felt the need to make that more complicated... Thank you very much!

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