When it comes to screener strategies, there are ones that change stocks weekly (like momentum screeners) and screeners that hold on to stocks for much longer. One such longer-term strategy combines Piotroski Score, Durability and EPS growth to select stocks that the strategy keeps for at least a few months.

Of the ten stocks that exited the strategy in May 31, 2018, two were multibaggers (Action Construction held between May 2017 and May 2018, and Investment Precision Castings held between Jan 2017 and May 2018) and only one stock saw negative returns. The highest return stock picked by this strategy, Goa Carbon, gave a return of 400%+. For the screener click here.