O'Shaughnessy: All Cap Screen

Across the whole market rather than a single size band, this screen combines value factors with a momentum check: price to sales, the historical price to cash flow ratio, dividend yield and market capitalization for each name, with fourteen day RSI as the timing column.

Buying cheap stocks that have already begun to recover was the refinement O'Shaughnessy's testing pointed to, and the RSI column exists to make that visible instead of implied. Every field refreshes through MarketXLS formulas keyed to the ticker in the row.