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: July 26, 2017

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

Folio S&P 500 Total Return
One-Month 3.33% 1.71%
Three-Month 0.26% 4.3%
Year-to-Date 2.64% 11.91%
One-Year 25.58% 16.62%
Three-Year (Annualized) 10.16% 10.08%
Five-Year (Annualized) 14.74% 15.16%
Since Inception 4.19% N/A
Volatility 18.92% 8.03%

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%
2AVHIav homes inc new4.00%
3BGFVbig 5 sporting goods corp4.00%
4BHbiglari hldgs inc com4.00%
5BHEbenchmark electrs inc4.00%
6BNEDbarnes & noble ed inc com4.00%
7BZHbeazer homes usa inc4.00%
8CCScentury cmntys inc com4.00%
9CONNconns inc4.00%
10COWNcowen inc new cl a4.00%
11DYNdynegy inc del cl a4.00%
12GNRTgener8 maritime inc com4.00%
13IMKTAingles mkts inc cl a4.00%
14KELYAkelly svcs inc cl a4.00%
15MHOm/i schottenstein homes inc4.00%
16MODmodine mfg co4.00%
17NSITinsight enterprises inc4.00%
18POWLpowell inds inc4.00%
19REGIrenewable energy group inc com new4.00%
20SCHNschnitzer stl inds cl a4.00%
21SCSCscansource 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.