Thank you for bringing Short Interest into focus for me. I’ve been aware of it for a while, but never worked with it until now. The formulation I have used is based on FRank(“SI%Float” , #PREVIOUS, #ASC, #ExclNA).
It has positively impacted all the screens I have tried it with. Ranging from very significant to moderate. What is interesting is that in some screens the impact comes from trimming those with the most Short Interest, in others the least, and in still others by trimming a bit off both ends.