Financial anomalies have been studied in the US for over 90 years. Recent evidence suggests that financial anomalies have diminished in the US and possibly in non-US portfolios. Have the anomalies changed and are they persistent? Have historical and earnings forecasting data been a consistent, and highly statistically significant, source of excess returns? The authors test many financial anomalies of the 1980�1990s and report that several models and strategies continue produce statistically significant excess returns. The authors test a large set in US and non-US markets over the past 30 years. The authors report that many of these fundamentals, earnings forecasts, revisions, and breadth and momentum strategies maintained their statistical significance during the 1995�2023 time period. Moreover, the earnings forecasting model and robust regression estimated composite model excess returns are greater in non-US and global markets than in the US markets. The authors further report that several weighting schemes for robust regression identify financial anomalies. Yes, Virginia, Martin, Guerard, and Xia (2024) report a more statistically motivated robust regression methodology, mOpt, that is highly statistically significant, but the authors report that alternative procedures offer effective models produce highly statistically significant stock selection models.