Hi,

I would like option of comparing mktcap performance over recent periods (ideally custom time periods) so I can switch into mkt caps based on prevailing mkt conditions.

All the data exists in port123 already in terms of the Benchmark features, but this is not most usable format. I would like to be able to enter benchmarks by underlying index name in sim rules (particularly in SMA rules for switching or weighting market caps as below).

For example, If SP500(200 day SMA) > SmallCap(SMA200), then MktCap>5000, etc.
Or, ideally, If SP500(200daySMA)
Most of the data is here, I just need to be able to use Bench names in rules as 'items' for sim and ranking rules, not limited to 'benchmarks.' Also, ideally want to be able to specific mkt cap by pct. This is similar to Sector weight and Industry weight feature. I want to be able to create Mkt Cap bands and then specify weight to each band.

Thanks!
Tom
Results: Total score: 6 , # of Votes: 2 , Average: 3.0
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Requested by: Tomyani
On date: 12/06/08
Category: Factors and Functions

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