bchadwick

Go the Ken French's website... he has monthly returns of the each decileof the market by market cap, Btm, E/P and etc...

Just a heads up... I believe the payoffs are normally pretty linear between deciles 1-10, I wouldn't expect midcap to spike or severly lag, especially over long periods of time. Short periods are very noisey. You wont be able to profit from anything you find.

And the data are raw txt files, youll have to do everything in excel