here is a caution and I am sure you have thought about. Small caps are running ahead of valuations since last couple of months. And when the carnage happens, all the 25 constituents give poor (or negative returns)
btw, I was going through a vlog that momentum and value strategies are inversely correlated. so, it was recommended to either have 50-50 of both strategies rebalanced periodically OR move from one strategy to another by moving entire portfolio when the carnage starts in smallcaps
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