Name: Tornado - Deep VALUE
Brand: smallcase
SKU: MODMO_0033
Price: 250000 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.

Long Term Additional Surveillance Measure (LTASM) - Stage I

Long Term Additional Surveillance Measure (LTASM) - Stage IV

Nifty 100 Index

Tornado - Deep VALUE

Sanjit Singh

Deep Value Investing | Quantamental Focused-equity | Small & Micro-cap Universe | Monthly Review

Stocks listed on the NSE. The universe is Top 250 to Top 750 (Small &amp; Micro Caps) stocks by market capitalization.

<ol><li>The Tornado strategy primarily uses quantitative factors and technical patterns/ indicators to reject, rank, and select a portfolio of 20 stocks using the 3 Flag Process.</li><li>The portfolio is reviewed every month on multiple parameters and rebalanced accordingly.</li><li>The strategy also exits the market when there is a likelihood of volatility basis the tracking of the market cycle using the Tactical Review Process.</li><li>All decisions are based on algorithms for stock selection, resulting in a fully systematic portfolio. The advisor may only reject a particular stock recommended by the strategy in case of a special situation (merger, spin-off, moratorium, etc.) arising in the particular stock.</li></ol>

The Waves Strategy uses the 3 Flag Process to screen and select stocks.<ol><li>The first stage in this process is Red Flag. At this stage stocks that are undergoing known bad situations are removed. This stage uses Quantitative Factors and Technical Indicators.</li><li>The second stage is the Yellow Flag Stage. At this stage, screened stocks are ranked basis various parameters to form a rank list and assign confidence to a stock. This stage also uses Quantitative Factors and Technical Indicators.</li><li>The final stage is the Green Flag Process. Specific triggers are identified to select stocks using Technical Indicators to select the final constituents of the portfolio.</li></ol>

Equity is one of the best asset classes to work with to grow money faster. However, being a single asset class portfolio (thus not permitting the mitigation of Inter-Asset Risks), Intra-Asset diversification is a must. This is achieved by dividing the capital deployed into equal-sized Capital Blocks. Diversification is achieved by dividing the capital into 20 equal-weighted Capital Blocks.&nbsp;As a result, the portfolio consists of 20 stocks or fewer at a time along with cash or cash equivalents. each of these blocks can be 100% utilized or lower depending on the confidence determined in the 3 Flag Process.

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase to add or drop stock/ETFs, if applicable

The final screened stocks are then weighted according to the selected asset allocation algorithm. The portfolio can vary between 0% to 100% in equity. Balance allocation is done in cash or cash equivalents.

Tornado - Deep VALUE

Tornado - Deep VALUE

Overview

Stocks & Weights

About the smallcase

Live Performance vs

Equity Smallcap

Understand smallcase costs and returns

Understand smallcase costs and returns

About the Manager

Modulor Capital