Objective

This folio offers investors the ability to easily add market capitalization based diversification to their investments. By their nature, micro-cap stocks are more volatile than large-cap stocks, so the risk and the potential reward are both greater as well.

In addition to offering capitalization-based diversification, this strategy seeks to out-perform the micro-cap stock universe by utilizing both value and momentum criteria, as well as the ability to move to cash when micro-cap markets are unfavorable.

A more detailed discussion of Tiny Titans stock screening methodology is available at StockScreening101.com.

Strategy

Tiny Titans 101 is an aggressive, micro-cap strategy derived from the strategy described by James P. O’Shaughnessy in his book, Predicting the Markets of Tomorrow.

Each month, StockScreening101 applies a series of screening criteria to select the best scoring 25 stocks to include in this folio. If fewer than 25 stocks pass the screening, then the remaining allocation is put into cash.

Last Updated: December 9, 2016

Category: Strategy
Inception Date: 2010-10-19 00:00:00.0
Date Funded: 2013-07-01*

Folio S&P 500 Total Return
One-Month 20.19% 4.66%
Three-Month 27.8% 6.76%
Year-to-Date 39.0% 12.86%
One-Year 36.67% 12.76%
Three-Year (Annualized) 16.03% 10.0%
Five-Year (Annualized) 11.01% 14.9%
Since Inception 4.7% N/A
Volatility 23.48% 13.67%

Past performance is no guarantee of future results.
See how returns are calculated

* Returns reflect model performance from the Inception Date to the Date Funded, and funded performance since the Date Funded, if funded. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a strategy has been updated that you place orders to update your holdings.

#SymbolCompanyWeight
(% of Folio)
1AAWWatlas air worldwide hldgs inc com new4.00%
2BHEbenchmark electrs inc4.00%
3CALcaleres inc new4.00%
4CCScentury cmntys inc com4.00%
5CENXcentury alum co4.00%
6CLDcloud peak energy inc com4.00%
7CSIQcanadian solar inc com4.00%
8FDIC.CASHfdic cash not covered by sipc4.00%
9IMKTAingles mkts inc cl a4.00%
10JKSjinkosolar hldg co ltd sponsored adr4.00%
11KEkimball electronics inc new4.00%
12KELYAkelly svcs inc cl a4.00%
13MHOm/i schottenstein homes inc4.00%
14MODmodine mfg co4.00%
15NAVGnavigators group inc4.00%
16NSITinsight enterprises inc4.00%
17PJCpiper jaffray cos4.00%
18POWLpowell inds inc4.00%
19REGIrenewable energy group inc com new4.00%
20SCSCscansource inc4.00%
21SCVLshoe carnival inc4.00%
22SKYWskywest inc4.00%
23SPTNspartannash co new4.00%
24TPCtutor perini corp com4.00%
25VRTVveritiv corp com4.00%

Steps to Create This Folio

  1. U.S. exchange listed micro-cap stocks, defined here as market capitalization less than $400 million, are screened using a price/sales component and a momentum component. Each passing stock must have an average minimum daily trading liquidity of $2 million USD.
  2. The best scoring 25 stocks are then selected for the folio and equally weighted at 4% each.
  3. No stock will have an initial weighting of more than 4%. If fewer than 25 stocks pass the screen, the remaining percentage will be allocated to cash.
  4. If market conditions are adverse to micro-cap investing, the folio can move to 100% cash or similar instruments.

Number of Securities

There are generally 25 or fewer securities in the folio.

Update Frequency

Monthly.

If the characteristics of the folio have changed substantially, the securities included may change. Also, corporate actions, such as a merger, or other events may cause changes to the securities held at any time. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a folio has been updated that you place orders to update your holdings.