Before revision:  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 \\%DIF < . 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.
After revision:  We find that the 1/x^2 weighting strategy produces cumulative returns which significantly dominates all other portfolios, posting an annual geometric mean return of 20.889 \\%DIF < . 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.