Mi25 Smallcap Momentum Model

Mi 25

Hybrid Momentum Strategy – Small Cap Leadership

Beyond the well-tracked small-cap leaders lies a broader universe of emerging companies where new market leadership often begins to form. These businesses are earlier in their growth journey and can deliver strong long-term potential, but also come with higher volatility and limited visibility.

Without discipline and structure, investors often enter too late, exit too early, or remain stuck in prolonged underperformance.

Mi 25 addresses this through a disciplined Hybrid Momentum framework.

The strategy invests in 25 high-momentum small-cap stocks, aligning the portfolio with emerging leaders while maintaining defined risk controls.

Strategy Structure

• Equity Universe: Small-cap stocks above ₹1,000 cr market cap

• No. of Stocks: 25

• Weight per Stock: 4%

• Weight Reset: 6Mths (Mar & Sep)

• Rebalance : Weekly

Each week eligible stocks are ranked using quantitative momentum filters and capital is allocated to the strongest opportunities within the universe.

Hybrid Momentum Framework

In normal markets the portfolio remains invested in the strongest small-cap leaders. 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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