Seeks to provide long-term appreciation by creating a portfolio of undervalued, microcap companies with solid growth metrics. The strategy identifies companies with market capitalizations that are approximately between $50 million and $200 million. We then limit the universe to the highest-scoring stocks by each of the following multi-factor composites: Value, Momentum, Earnings Quality, and Financial Strength. From the remaining securities, we select stocks with the highest combined Value and Momentum composite scores. The strategy is periodically rebalanced. Sector weights are a byproduct of the investment process.