Mi30 Momentum Model

Mi 30

Hybrid Momentum Strategy – Broad Market Leadership

Leadership in equity markets rarely emerges from a single segment. At different points in time, large caps, mid caps, and small caps take turns driving market performance. Capturing this evolving leadership requires a diversified and disciplined framework that participates across the broader market.

Mi 30 is designed to capture these opportunities through a systematic Hybrid Momentum framework.

The strategy invests in up to 33 high-momentum stocks from CNX 500, aiming to generate market-beating returns while aiding gradual wealth creation.

Strategy Structure

• Equity Universe: CNX 500 (NSE #1 to #500)

• No. of Stocks: 33

• Weight per Stock: 3%

• Weight Reset: 6 months (Mar & Sep)

• Rebalance Frequency: 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 stocks within the 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–₹50 lakhs

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