Mi MT Allcap Momentum Model

Mi MT AllCap

Hybrid Momentum Strategy – All Cap

The Indian equity market offers a wide universe across large, mid, and small caps. Within this landscape, stocks above ₹1,000 crore market cap with strong liquidity form a powerful investable universe — broad enough to capture emerging leaders across sectors while remaining deep across market cycles.

Mi MT AllCap is designed to capture the strongest opportunities within this universe, aiming to generate market-beating returns while aiding gradual wealth creation.

The strategy invests in high-liquidity stocks across market caps, selecting 20 strong stocks at any point through a disciplined Hybrid Momentum framework.

Strategy Structure

• Equity Universe: Stocks above ₹1,000 cr market cap

• No. of Stocks: 20

• Weight per Stock: 5%

• Weight Reset: 6 months (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 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–₹30 lakhs

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