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The strategy is described here: http://www.valuestockscreener.com/Screens/Details/OShaughnessy_Trending_Value

I've found 5 mutual funds at O'Shaugnessy's asset management website (www.osfunds.com) but none of them seem to track the Trending Value strategy. I also learned that O'Shaugnessy sold 2 of his funds to Hennessy Funds (https://www.cxoadvisory.com/2713/fundamental-valuation/out-of-sample-test-of-what-works-on-wall-street-oshaughnessys-cornerstone-strategies/). But again these don't seem to fully reflect Trending Value.

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Funds can't limit themselves to a small number of stocks without also limiting themselves to a small amount of total investment. I think 25 companies is too small to be practical from their point of view.

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    But aren't there funds that track the Dow Jones Industrial Average (30 stocks)? I remember one fund that claimed to track the "Dogs of the Dow" index which would presumably have fewer than 25 funds... – Dilip Sarwate Jun 1 '15 at 3:02

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