AltQube SmallCap Portfolio

<ul><li>Draws from NSE-listed small-cap stocks, typically ranked 251st and below by full market capitalization, as per SEBI norms.</li><li>Focuses on stocks with sufficient liquidity, free float, and trading volumes to ensure smooth execution.</li><li>Applies fundamental and momentum-based filters, including earnings growth, sector strength, and price behavior.</li><li>Ensures diversification across sectors and avoids overly concentrated positions, maintaining a balance between risk and return.</li></ul>

At AltQube, we follow a quantitative, momentum-driven research approach. Our team leverages data science and technology to build a proprietary in-house algorithm.This algorithm forms the backbone of our screening process, helping us identify and select the most suitable portfolio constituents with consistency and discipline.

<ul><li>Portfolio constituents are selected through a quantitative screening process focused exclusively on price momentum and relative strength.</li><li>Only small-cap stocks that show sustained performance trends, high liquidity, and acceptable volatility profiles are considered.</li><li>The screening methodology is adaptive to changing market conditions, ensuring alignment with momentum cycles.</li><li>A strict, rule-based system filters out noise and maintains objectivity—only the strongest performers enter the portfolio.</li><li>Regular algorithmic reviews ensure timely replacement of lagging stocks while allowing winners to compound.</li></ul>

<ul><li>Momentum Score – Stocks with higher momentum and stronger relative strength are given greater allocation.</li><li>Liquidity Profile – Preference is given to stocks with higher average daily traded volumes to ensure ease of entry and exit.</li><li>Volatility Adjustments – Weights are moderated to avoid overexposure to highly volatile names within the small-cap space.</li><li>Sector Balance – Allocations are fine-tuned to avoid concentration risk and ensure diversified exposure across sectors.</li></ul>

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next month

AltQube SmallCap Portfolio Quant

Momentum-driven small-cap portfolio | Diversified across high-growth sectors | Monthly rebalancing 

AltQube SmallCap Portfolio Quant

Overview

Stocks & Weights

At a Glance

Holdings Distribution