Relative strength stock screen

Here's a stock screen from the Motley Fool Mechanical Investing boards which uses relative strength as it's sole criteria. This is a market crushing strategy for people with little time to trade, since it is rebalanced every 3 months. 30% annual return is not too shabby...

Actual screen code:
Define {RS13WKT12}
Uses [Timeliness Rank] [Total Return 13-Week]
Deblank [Timeliness Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2 Sort Descending [Total Return 13-Week] ; Top :10 End   Results from backtest.org from holding the top 10 stocks for 3 months at a time:

CAGR	30	12
GSD	38	16
Sharpe Ratio	0.83	0.54

Screen		S&P
1986		22	24
1987		17	6
1988		17	10
1989		37	35
1990		-2	-5
1991		107	31
1992		11	7
1993		31	10
1994		13	2
1995		48	39
1996		56	23
1997		-5	28
1998		37	35
1999		209	18
2000		21	-11
2001		-33	-9
2002		-1	-22
2003		114	28
2004		57	10
2005		12	8
2006		33	14
2007		11	6