Mi 35 Momentum Model

Mi 35

Hybrid Momentum Strategy – Small Cap Leadership

Small caps represent the earliest stage of market leadership, where businesses transition from potential to performance. They offer strong long-term growth opportunities but also come with higher volatility, limited visibility, and sharp drawdowns. Without discipline and structure, investors often enter too late, exit too early, or remain stuck in prolonged underperformance.

Mi 35 addresses this through a diversified Hybrid Momentum framework.

The strategy invests in the 35 strongest stocks from the Smallcap 250 universe, capturing emerging leadership while maintaining defined risk controls.

Strategy Structure

• Universe: Smallcap 250 (NSE #251 to #500)

• Portfolio Size: 35 stocks

• Initial Allocation: 3% per stock

• Rebalance: Weekly

Each week the Smallcap 250 universe is ranked using quantitative momentum filters and capital is allocated to the top 35 stocks, allowing broader participation across emerging small-cap leaders.

Hybrid Momentum Framework

In normal markets the strategy remains invested in the strongest segment of the Smallcap 250 universe. During rare systemic stress, exposure may temporarily reduce.

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

Investment Profile

Optimal allocation size: ₹5 to ₹30 lakhs

Suggested horizon: 5+ years

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