O'Shaughnessy: Small Cap Growth & Value Screen

James O'Shaughnessy argues that investors can predict where the markets are going by simply looking at historical long-term trends. Through an examination of stock market history, O'Shaughnessy developed four stock selection approaches for individual investors that attempt to take maximum advantage of market trends. He focuses on finding stocks among the various market capitalizations that are most likely to do well based on his research.