I think your criticism is right. In that line I was thinking about the feature selector, which does pull out 4 of the individual stocks -- these capture more t

I think your criticism is right. In that line I was thinking about the feature selector, which does pull out 4 of the individual stocks -- these capture more than 50% of the variance in the full set. As you pointed out, that description isn't quite right for the PCA line, which uses four hybrid components.