I am new to RW, but I have been doing a lot of experimenting. I find that there is a trade off between price and volume and returns. So, if I come up with a screen with a decent return and a CP >=2 and Volume >100k, how much money will be too much, liquidity problems, to trade that screen? I changed that same screen with volume set at 200k and get half the return, but still decent. I don't mind switching to that return if I accrue an amount greater that can be traded with the first screen. Then I also created a dividend screen with volume set at >6 mill, with a decent return, but less than the others. My plan is to trade the best screen with volume > 100k, max it and move to the volume > 200k, then any earnings above a set amount, up to the point where liquidity is a problem, goes into my dividend screen.

Any thoughts, suggestions? Thanks.