This post showed up in my news feed yesterday: https://seekingalpha.com/article/4253717-misled-ishares-micro-cap-etf
In it the author claims that a simple quantitative micro-cap portfolio would have significantly outperformed the IWC microcap ETF. I followed his criteria (except the bit about short interest, since I still don't know how to access that information in Quantopian) and lo and behold -- Looks impressive.