The n^2.09 portfolio, with mega-caps and micro-caps avoided.
The first three columns are n, n^2.09 (ignoring fractions), and n^2.09 + 5 [e.g., Facebook, the first company on this list (n = 1) is actually 6th on the list of richest companies]
01 0001 0006 Facebook (532 billion)
02 0004 0009 Johnson & Johnson (347 billion)
03 0009 0014 Mastercard, Inc. (277 billion)
04 0018 0023 UnitedHealth Group, Inc. (216 billion)
05 0028 0033 Citigroup, Inc. (157 billion)
06 0042 0047 Union Pacific Corp. (116 billion)
07 0058 0063 American Express Co. (98 billion)
08 0077 0082 Chubb Ltd. (71 billion)
09 0098 0103 Boston Scientific Corp. (60 billion)
10 0123 0128 Waste Management, Inc. (48 billion)
11 0150 0155 Activision Blizzard, Inc. (41 billion)
12 0180 0185 Valero Energy Corp. (34 billion)
13 0212 0217 SBA Communications Corp. (28 billion)
14 0248 0253 KKR & Co., Inc. (24 billion)
15 0287 0292 Corning, Inc. (21 billion)
16 0328 0333 Western Digital Corp. (18 billion)
17 0372 0377 Evergy, Inc. (15 billion)
18 0420 0425 Universal Health Services, Inc. (13 billion)
19 0470 0475 Norwegian Cruise Line Holdings Ltd. (11 billion)
20 0523 0528 Packaging Corporation of America (9 billion)
21 0580 0585 Douglas Emmett, Inc. (8 billion)
22 0639 0644 AptarGroup, Inc. (7 billion)
23 0701 0706 East West Bancorp, Inc. (6 billion)
24 0766 0771 Scotts Miracle-Gro Co. (5 billion)
25 0835 0840 Blackstone Mortgage Trust, Inc. (4 billion)
26 0906 0911 Boston Beer Co., Inc. (4 billion)
27 0980 0985 United Therapeutics Corp. (3 billion)
28 1058 1063 Immunomedics, Inc. (3 billion)
29 1138 1143 Inphi Corp. (3 billion)
30 1222 1227 Box, Inc. (3 billion)
31 1309 1314 CareTrust REIT, Inc. (2 billion)
32 1398 1403 Fabrinet (2 billion)
33 1491 1496 Patterson Cos., Inc. (2 billion)
34 1587 1592 Aimmune Therapeutics, Inc. (1.4 billion)
35 1686 1691 Helix Energy Solutions Group, Inc. (1.2 billion)
36 1789 1794 SecureWorks Corp. (1.0 billion)
37 1894 1899 Federal Agricultural Mortgage Corp. (881 million)
38 2003 2008 Emerald Expositions Events, Inc. (732 million)
39 2115 2120 CorePoint Lodging, Inc. (609 million)
40 2230 2235 Entercom Communications Corp. (503 million)
From portfoliovisualizer, monthly returns, dividends reinvested. I'm surprised how well this strategy back-tests, although I'm aware that I wouldn't have picked these stocks back then. Still, quite a random selection of companies. Again, I had to ignore a handful of stocks to allow back-testing for five years.