My feeling is that a screener should give us a lot more than the “top” of something. The top today is the bottom tomorrow. A screener should include a lookback and a look ahead period to compare its potential usefulness. For example: For the period (say) 1/1/2019 -1/1/21 list the stocks with P/E 2-5% below the S&P 500 From that list derive those stocks that exceeded the returns of the S&P Now examine these stocks in the period 1/1/21-1/1/22 and select that group that again exceeded the returns of the S&P.. That is my simple minded example and I hope it illustrates my point Mel Turetzky
SR need to be able to back test there screens on a daily basis for at least 10 years. I can with my own system at home. Your site is slick and has a wealth of info, but I am not using a ‘method’ unless I can back test it!
I’d love to have a ‘time machine’ option to these screens. I want to enter a specific date in the past, and then run the screen. That would give me a much better feeling as to the usefulness of a given screen.