SmallCap Focus
I originally created this for myself, and it's uncertain how well it works, but the attempt is to examine the composition of ranking systems. Feel free to provide feedback if it weighs the criteria incorrectly in relation to the factor theme, which is the most important part of the analysis.
I have shared with claude the information I received here: Clustering 6800 criteria with MiniBatchKMeans, and I have also given Claude access to the factor reference: https://www.portfolio123.com/doc/doc_index.jsp.
P123 Ranking System Analyzer is a standalone, offline tool for Portfolio123 users who want take a look at the composition and factor exposure of their ranking systems.
Paste your ranking system XML directly into the app — no server, no API, no data ever leaves your browser.
The analyzer automatically parses the XML, computes effective weights at every nesting level, and categorizes all active factors (Weight > 0) into eight factor themes: Growth, Value, Momentum, Sentiment, Quality, Size, Volatility, and Other.
What you get:
- Factor Distribution — interactive donut and bar charts showing exactly how much of your system weight is allocated to each factor theme
- Redundancy & Cluster Analysis — identifies factor clusters within each category and scores overall redundancy from 0–10
- Full Factor Table — every active factor ranked by effective system weight, searchable and filterable by category
- System Architecture — a complete hierarchy tree showing all composites, sub-composites and their normalized weights
- Strategic Observations — automatically generated insights covering concentration risk, analyst coverage dependency, momentum exposure, and regime sensitivity
- Scorecard & Archetype — a one-line characterization of the system's overall investment style
