Was digging up an old response as a reference for my subs, and 3 years later, not much has changed in my screening process. 'Screen on screen' result I introduced last year in my substack is for purpose of quality enhancement to filter down to the best, and most ready names for execution. This will vastly reduce your watchlist names to prevent overcrowding your mind with tickers. The main adjustment I’d make is tightening my dollar-volume filter to improve overall quality, which directly would mean reduction in trading frequency. If there’s one thing I’d refine in position management, it’s holding the final piece longer without a hard stop — instead using discretionary exits based on hypothesis or chart-pattern negation. That only works once enough profit is locked in to let the remaining size move beyond the original stop parameters, and I could allow it to slip really far lower as long as the mid-term chart remains bullish. Focus on the best, most liquid stocks, and the most important area of refinement in trading is learning to size up and learning to hold. This is what really move the needle for your trading with that 1-2 trade in a year. It improves both trading quality and quality of life. After 15+ years in front of the screen, reviewing journals and realizing how often low-liquidity names stop you out with nonsensical prints, you start to understand the cost. Lost money can be earned back. If you put in the right work, it can be done. But lost time cannot.