I would like to run a backtest on small cap sectors and employ the newer small cap sector etfs into a sector rotational model for small caps. I was on the Kenneth French website and it doesn't look like they have small cap sectors available to download.I see that they have large cap sectors broken up but no small cap sectors. Does anyone have or know of data for the past 20 years on small cap sectors that they can guide me to? Thank you,David
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