Name: WAVES: Large-Midcap Sentiment Investing Model
Brand: smallcase
SKU: MODMO_0054
Price: 234627 INR

Modulor Capital is here to change the way people invest, by bringing strategy-based, system-driven, and solution-oriented investing to a variety of investment pockets.

Our methodology is Quantamental Investing® and we model decisions through the use of data, frameworks, and good old reasoning over the short, medium, and long-term.

As a SEBI Registered Investment Adviser, we get paid net of our clients' costs, thereby aligning our incentives with them. We go a step further towards this commitment by investing our money in the same portfolios advised to our clients. This keeps us on our toes.

Nifty Largemidcap 250 Index

WAVES - Key Sentiment Investing

WAVES: Large-Midcap Sentiment Investing Model

Sanjit Singh

Sentiment Investing | Quantamental Focused-equity | Large & Mid-cap Universe | Weekly Review

India Focused-equity: Top 250 Stocks by Market Cap | Gold | Overnight Debt.

Quantamental Listed-Equity: <a href="https://modulorcapital.com/what-is-quantamental-investing/" rel="noopener noreferrer" target="_blank">Quantamental Investing®</a>&nbsp;is multidisciplinary. It intends to get the best results at low costs using whatever tools are available. At Modulor Capital, we use all three schools of analysis to construct strategy-based, system-driven and solution-oriented equity portfolios. FUNDAMENTAL ANALYSISThe human capabilities of reasoning and financial data of companies are used to arrive at the fair value of a business in comparison to its actual value. We use financial statements, management guidance, macroeconomic setup, etc. to estimate the future performance of a business. QUANTITATIVE ANALYSISWe use statistical tools to find and exploit anomalies in the markets which are in the form of Factors (momentum, size, volatility, quality, etc.) or Statistical Arbitrages (correlations, mean-reversions, etc.). Models showing promising results over historical data are converted into algorithms for trading and investing. TECHNICAL ANALYSISTechnical Investing relies on time-based price patterns considered over sliced timeframes (like 5 minutes, 15 minutes, 1 hour, 1 day, 1 week, and so on). We plot prices against time and predict price action by studying patterns visible to the trained eye or recognized by a machine. We use technical analysis to time entries and exits. We use the QVGS Framework to create and operate Quantamental portfolios. <a href="https://modulorcapital.com/our-portfolios/listed-equity/" rel="noopener noreferrer" target="_blank">Read more about the listed-equity investment process.</a>

The portfolio is constructed algorithmically using the Quantamental 5-stage Process: <ol><li>TACTICAL STAGE: Follows the Value Market-cycle of the Nifty 500 Index.</li><li>RED-FLAG STAGE: Avoids fundamentally over-valued companies.</li><li>YELLOW-FLAG STAGE: Quantitatively ranks securities on multiple value factors.</li><li>GREEN-FLAG STAGE: Technically selects securities showing high potential mean-reversion momentum &amp; distribution patterns.</li><li>RISK-MANAGEMENT STAGE: Staggers positions as per individual signals and portfolio diversification rules.</li></ol>

POSITION-SIZING:&nbsp; The default allocation of 1/n (where n is the number of stocks in the portfolio at a given point in time) is modified for maximums depending on the Value, Growth and Sentiment algorithm signals for a particular stock. The position-sizing algorithm sets a higher maximum limit for stocks showing all 3 signals than those with fewer signals.<ol><li> </li></ol>

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

Multi-asset with a primary bias towards equity. <ul><li>EQUITY: 0% - 100%</li><li>GOLD: 0% - 100%</li><li>DEBT: 0% to 100%</li></ul>

WAVES: Large-Midcap Sentiment Investing Model

WAVES: Large-Midcap Sentiment Investing Model

Overview

Stocks & ETFs

About the smallcase

Live Performance

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About the Manager

Modulor Capital

WAVES: Large-Midcap Sentiment Investing Model

WAVES: Large-Midcap Sentiment Investing Model

Overview

Stocks & ETFs

About the smallcase

Live Performance

Login to see the live performance and return

Understand smallcase costs and returns

Understand smallcase costs and returns

About the Manager

Modulor Capital

Login to see the
live performance and return