Mi 20 Momentum Model

Mi 20

Hybrid Momentum Strategy – Mid & Small Cap Leadership

Mid and small caps often drive powerful leadership cycles and momentum phases in the market. While they offer strong growth potential, they also come with higher volatility and sharper drawdowns. Without a disciplined framework, investors can easily get caught in short-term noise or prolonged underperformance.

Mi 20 addresses this through a disciplined Hybrid Momentum framework.

The strategy invests in the top 20 strongest stocks from the Nifty MidSmallCap 400 universe, aligning the portfolio with emerging leaders while maintaining defined risk controls.

Strategy Structure

• Universe: Nifty MidSmallCap 400 (NSE #101 to #500)

• Portfolio Size: 20 stocks

• Initial Allocation: 5% per stock

• Rebalance: Weekly

Each week the eligible universe is ranked using quantitative momentum filters and capital is allocated to the 20 strongest stocks, keeping the portfolio aligned with prevailing strength across the mid and small-cap space.

Hybrid Momentum Framework

In normal markets the portfolio remains invested in the strongest segment of the MidSmallCap universe. During rare systemic stress, exposure may reduce and capital may move to cash.

Special Rebalance: Stocks showing exceptional deterioration may exit before the next scheduled rebalance.

Investment Profile

Suggested horizon: 5+ years

Optimal allocation size: ₹5–₹30 lakhs

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