Cruise

Covering a broader universe of Multicaps and Debt ETFs

This strategy filters 20 stocks which are experiencing high momentum and every month rebalances the portfolio. Apart from the momentum filter, we use some fundamental criterias to pick higher quality stocks. We hold liquid funds when there are no opportunities

We further screen the stocks to meet a minimum liquidity requirement s

The weighting is based on security allocation and we diversified portfolio in order to balance return objective and risks.

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

Cruise Momentum Model

Algorithm to spot stocks in high momentum and  fundamental filter to shortlist based on quality

Cruise Momentum Model

Overview

Stocks & ETFs

At a Glance

Holdings Distribution