Hi,
Have you considered the Expected Dividend Growth Model from the Manage tab? Trailing year it is 23% ahead of the Russell 1000. I’m using an equal weighted version as the comfort portion of my portfolio.
For a bit more spice, try playing with the Piotroski screen in the Expert series. It is a Value/Quality Screen which when paired with the Core: Growth Ranking System produces reasonable results. Trying various time periods and portfolio sizes (6-15) it indicates an alpha in the 5-11% range. Definitely helps to drop the first several offerings from the rankings when addressing the Prussell 1000 Universe. When compared to the Russell 1000, the Max Drawdown is somewhat less, but that conceals the Standard Deviation being significantly higher.
This screen does lead to significant sector concentration and regime transitions can be brutal, but overall turnover is low, but spikey as it is tied to earnings releases. It also can have less than the desired number of positions populated for extended periods of time. Which means establishing a policy to hold cash or spread the undercount position amount across the rest. (My policy is to hold cash for the undercount positions.)
One option is to combine both or multiple approaches to reach the diversity holding count desired.
Cheers,
Rich