Before revision:  } 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} ,  x , x^2 (in our setting, x is the market capitalization weighted portfolio ) .
After revision:  } 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 weighted using John Tukey's transformational ladder (\cite{Tukey2}): 1/x^2, 1/x, 1/\sqrt{x}, \log (x), \sqrt{x,\,\, x,\,\, x^2} , x , x^2 (in our setting, x is the market capitalization weighted portfolio ) .