I suggest you ...

Enable users to visualise when a company enters (leaves) a screen

Add the option of showing share price charts when a share enters/leaves a filter. This would be really useful in spotting the filters that are really performing. Also some filters may be very good at selecting shares when they are cheap and then deselecting then when they become more expensive (ie. when the price goes up). With these filters they are going to look as though they perform badly - but in fact they are great! If you could see the when the share was in each filter you could see... share x entered buffet filter in Jan left in Feb but has since in March gone up 50%.

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