ADR Screen Odd Results

I was about to take a look at setting up some international strategies based on the ADR universe, so as a first step I wanted to see what the results would be if you just bought every ADR and rebalanced every 4 weeks using the basic Screener with no other rules.

It returned some pretty wild results - can someone look into what might be glitching here?

Do you have any rules? Often including the most illiquid stuff can lead to weird results, try to add MedianDailyTot(120)>25000 (for example).