Recently, the authors of (\cite{Ernst}) empirically showed that over the 1958-2014 horizon, the returns of the MaxMedian S\&P 500 portfolio (see \cite{thomp2}) substantially exceed both those of the market capitalization weighted S\&P 500 portfolio as well as those of the equally weighted S\&P 500 portfolio. In this work, we find superior S\&P 500 portfolio weighting strategies to that of the MaxMedian rule, calculated over an updated 1958-2015 time horizon. The portfolio weighting strategies we consider are the seven transformations of Tukey's transformational ladder (\cite{Tukey2}): $1/x^2$, $1/x$, $1/\sqrt{x}$, $\log(x)$, $\sqrt{x}$, $x$, $x^2$ (in our setting, $x$ is the market capitalization weighted portfolio). We find that the $1/x^2$ weighting strategy produces cumulative returns which significantly dominate all other portfolios, posting an annual geometric mean return of 20.889 \%. In addition, we show that the $1/x^2$ weighting strategy is superior to a $1/x$ weighting strategy, which is in turn superior to a 1/$\sqrt{x}$ weighted portfolio, and so forth, culminating with the $x^2$ transformation, whose cumulative returns are the lowest of the seven transformations of Tukey's transformational ladder. It is astonishing that the ranking of portfolio performance (from best to worst) precisely follows that of the late John Tukey's transformational ladder.
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