Keelix, I have generated the exact screens used by AAII but I can't seem to even come close to duplicating their results ( O'Neil and O'Shaugnessy). I realize that they rebalance on a monthly basis versus every 28 days but even so I would think I should come close to matching their results. Any thoughts?? Also, I can't seem to figure why this screen won't work - it seems to hang up on this formula [SI % Rank-Rel Strength 52 week] - any ideas???

Define {Small Cap Growth and Value}
Uses [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [SI EPS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m]
Deblank [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [SI EPS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m]
;
Keep:[SI Relative Strength 13 week]>AVERAGE([SI Relative Strength 13 week])
Keep:[SI Relative Strength 26 week]>AVERAGE([SI Relative Strength 26 week])
Keep:[SI Country]="UnitedStates"
Keep:[SI Exchange]<>"O"
Keep:[SI Market Cap Q1]>=200
Keep:[SI Market Cap Q1]<=2000
Keep:[SI Price/Sales]<1.5
Keep:[SI EPS-Growth 12m]>0
Keep:[SI % Rank-Rel Strength 52 week]>=85
Sort Descending [SI Sales-Growth 12m]
Top:5
End

Thanks