This is basically a stock screen and one that employs no hedges / timing, would that be fair to say?

Also, may I ask what software was used for backtesting, and if there was any survivorship bias in the data used for backtesting (it can be expensive to acquire survivorship-free stocks data)?

And, what are the liquidity thresholds used (i.e. does every stock have to be above say $5 and trade more than $X dollars in dollar volume per day)?

Thanks Tim.