Nifty_SM100

CWA MILT 25

The proprietary system selects stocks from a defined universe comprising all publicly traded companies within NSE Total Market i.e NSE 750 Stocks

Our proprietary rule-based system incorporates several key factors, including price, trend, and momentum. By analyzing these elements, the system generates specific buy and sell signals to guide our investing decisions. This methodical approach aims to provide a structured framework for making informed, data-driven investment choices while effectively managing risk. The integration of these factors allows for a more nuanced understanding of market dynamics, supporting a consistent strategy in our investing activities.

For constituent screening, the proprietary system evaluates companies within NSE Total Market i.e NSE 750 . This process involves analyzing key factors such as price, trend, and momentum to identify stocks that meet specific criteria

The initial allocation for each stock is 4%, allowing for a maximum of 25 stocks. We do not trim allocations; instead, the exposure to successful stocks increases naturally as their value rises relative to others. This approach allows winners to gain a larger share of the portfolio over time.

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

The allocation is entirely in equity unless there are no buy signals and a sell signal is generated from the portfolio. In such cases, the proceeds are held as liquid assets, meaning the allocation from equity is parked in liquid funds. This approach maintains liquidity while waiting for new investment opportunities.

CWA MILT 25 Quant

Compare with 101st-250th market cap stocks

Compare with 251st-350th market cap stocks

Compare with 101st-500th market cap stocks

Diversified Quantitative Investing in momentum breakout stocks from Total Market
Recmd amt:5-15 lacs

CWA MILT 25 Quant

Overview

Stocks & Weights