Nifty_SM100

Benchmark: Nifty 500 Index Universe: Large, Mid, and Select Small Caps within the Nifty 500 Why Nifty 500 for a Quant Fund? Broader Representation: The Nifty 500 offers a more diverse benchmark, reducing concentration risks by incorporating a wider range of stocks beyond just the top 50 or 100. Capturing Emerging Leaders: By including mid and select small-caps, the Nifty 500 allows the quant strategy to capture high-growth stocks that are often missed in broader indices. Enhanced Diversification: The Nifty 500 provides better diversification across market caps and sectors, ensuring balanced risk management while optimizing alpha generation.

The F.L.U.I.D – Q Basket rests on three key philosophies: 1)Momentum First Stocks that demonstrate strong relative price performance tend to continue outperforming. We systematically identify these leaders through factor scoring and advanced screening. 2)Dynamic Allocation Unlike static strategies, Quant rebalances monthly to align with the evolving leadership across sectors, factors, and market caps. 3)Risk Acknowledgement This strategy accepts higher volatility and drawdowns, understanding that momentum investing requires patience through corrections to capture cycles of outperformance.

Our fund follows a quantitative strategy where we assign factor weightages to various fundamental, technical, and momentum parameters like Alpha, Beta, Volatility, and Earnings Growth. This systematic approach allows us to rank and select stocks based on their performance potential. Each month, we apply our data-driven methodology to rebalance the portfolio, churning out underperforming stocks and adding those with stronger momentum. With prudent risk management and dynamic asset allocation, this rules-based process minimizes bias while maintaining a resilient, diversified portfolio focused on consistent alpha generation and long-term wealth creation.

It is designed as an equal-weight strategy across chosen stocks. However, in certain market scenarios, allocations dynamically shift into gold and cash to protect capital. This disciplined adjustment ensures risk mitigation during volatility as high momentum stocks can have higher drawdowns. The goal is to balance momentum investing with prudent risk management.

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

F.L.U.I.D - Q Quant

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Stock Momentum Portfolio Based on F.L.U.I.D Framework 
Momentum+ Strat

F.L.U.I.D - Q Quant

Overview

Stocks & Weights