After backtesting a lot of different portfolios, my conclusion is that more often than not, few years make big differences in long term, and sectors tend to perform very different in different market conditions.
So a winner strategy would be to diversify and invest in stocks that are more resilient to bear market. So even if factors like size and value don't seem to apply in bull market, it doesn't mean that they are not going to be important in long term.
Just see right now how well value is doing relative to growth.
Btw, I agree with many folks that critized how much indices rely in poor indicators to classify something as "value". Value means stocks of companies with good fundamentals(one of the fundamentals is growth) and low price, but many indices assume that is just the opposite of growth.