Defensive Small Cap Composite

Sample Issue

Retrospective sample format for a standardized biweekly systematic U.S. small-cap idea feed.

Reference snapshot: July 21, 2025. This page shows the publication structure, not current model output.

Format standardized issue
Equity output 15 names
Schedule biweekly
Use case external screening layer

Sample Issue — retrospective illustration. This is not a live research issue and does not show current model output. The model snapshot shown below uses a historical Portfolio123 simulation rebalance dated July 21, 2025. It is provided only to illustrate the standardized publication format, cadence, and level of detail. Defensive Small Cap Composite is an impersonal research publication; it does not provide personalized investment advice, fiduciary services, suitability review, account-specific sizing, trade instructions, or implementation guidance.

What this publication is

A standardized small-cap screening publication

The purpose is to show the exact output format before a reader evaluates the live 3-issue sample sequence.

Defensive Small Cap Composite is a standardized biweekly research publication built around a systematic U.S. small-cap model. Each live issue provides the same model output to all subscribers: a 15-name equity list, changes from the prior issue, defensive allocation status, and brief model-level commentary.

The publication is intended as an external screening layer for professional investors conducting their own research. It does not provide stock-specific recommendations, price targets, personalized advice, position sizing, implementation guidance, or discretionary narratives.

Sample snapshot

Reference date: July 21, 2025

Historical model-output example, shown to illustrate format only.

Equity output
15
model constituents
New entries
5
since prior issue
Continuing positions
10
model holds
Sector mix
8 / 5 / 1 / 1
Healthcare / Cons. Non-Cyclicals / Telecom / Utilities
Sample equity model output

15-name model-output table

Ticker, company name, sector, status, market capitalization, and days held are shown from the historical Portfolio123 holdings export and ticker reference data. Rows are sorted to match the historical snapshot.

#Ticker / companySectorMkt CapStatusModel note
01
RCMT
RCM Technologies, Inc.
Healthcare$193.12MHold55 days held
02
PAHC
Phibro Animal Health Corporation
Healthcare$1.19BHold70 days held
03
NATR
Nature's Sunshine Products, Inc.
Healthcare$274.73MHold42 days held
04
IRMD
IRadimed Corporation
Healthcare$718.25MHold126 days held
05
CSV
Carriage Services, Inc.
Consumer Non-Cyclicals$729.43MHold28 days held
06
PBYI
Puma Biotechnology, Inc.
Healthcare$168.74MNewadded this rebalance
07
CRCT
Cricut, Inc.
Consumer Non-Cyclicals$1.16BHold14 days held
08
AMRX
Amneal Pharmaceuticals, Inc.
Healthcare$2.47BHold224 days held
09
VLGEA
Village Super Market, Inc.
Consumer Non-Cyclicals$488.23MHold126 days held
10
TILE
Interface, Inc.
Consumer Non-Cyclicals$1.20BNewadded this rebalance
11
AVAH
Aveanna Healthcare Holdings Inc.
Healthcare$772.57MHold112 days held
12
PHLT^25
Performant Healthcare, Inc.
Healthcare$292.55MNewadded this rebalance
13
LAUR
Laureate Education, Inc.
Consumer Non-Cyclicals$3.57BNewadded this rebalance
14
SPOK
Spok Holdings, Inc.
Telecommunications$352.13MNewadded this rebalance
15
MGEE
MGE Energy, Inc.
Utilities$3.11BHold28 days held
Model status means: New = added since the prior issue; Hold = continued from the prior issue. Exits are shown separately in the Changes Log below. No rank scores, factor weights, price targets, recommended entry prices, ETF tickers, or account-specific sizing guidance are disclosed.
Changes log

Entries and exits since the prior issue

Shown as an audit trail of model-output changes, not as buy/sell instructions.

New entries

SPOKLAURPHLT^25TILEPBYI

These names entered the 15-name model output at the July 21, 2025 rebalance.

Removed since prior issue

RGCOREPXBIPCKRMDGNE

These tickers appeared in the historical transaction log as removed at the rebalance. This is not a sell recommendation or implementation instruction.

Model-level notes

Composition and turnover observations

Composition

  • Healthcare8 names
  • Consumer Non-Cyclicals5 names
  • Telecommunications1 name
  • Utilities1 name

Turnover

This sample rebalance includes 5 new entries and 5 removals from the prior issue. Live issues should show entries and removals since the prior publication while keeping proprietary factor weights, rank scores, and volatility thresholds undisclosed.

Defensive overlay status: The structural 25% defensive overlay remains unchanged: 15% U.S. fixed-income ETF exposure + 10% precious-metals ETF exposure. The overlay is structurally separate from the 75% equity sleeve; the equity-model volatility exit rule applies only to the equity sleeve. This is framework context only, not allocation or implementation guidance.
Design choice: this sample issue does not include macro commentary or individual company theses. The publication is designed as a model-output and screening layer, not as a discretionary market letter or stock-picking narrative.
Issue commentary: This retrospective sample shows 5 new entries and 5 removals from the 15-name model output. Healthcare remains the largest sector exposure within the defensive sector perimeter, followed by Consumer Non-Cyclicals, with smaller Telecommunications and Utilities representation. This mix reflects ranking conditions at the July 21, 2025 rebalance, subject to internal guardrails. New entries replaced names that no longer met the model's retention standard at the scheduled rebalance. The equity-model volatility exit rule was not active in this retrospective sample snapshot. No discretionary company thesis, price target, or account-specific implementation view is provided.
Live sample sequence

How a reader would evaluate the publication

Step 01
Sample
retrospective format preview
Step 02
3
live biweekly issues over six weeks
Step 03
Review
reader evaluates usefulness internally
Step 04
Access
quarterly publication access if relevant
Contact

Request the live 3-issue sample sequence

For review access to the next standardized live sample sequence, contact Arana Systematic Equity Research.

Contact: Ricardo Arana · ricardo@aranasystematic.com