MMG Quants Edge smallcase is a systematic, data-driven portfolio designed to capture market outperformance through disciplined quantitative strategies. Built on robust models similar to global quant benchmarks, it screens NSE/BSE-listed stocks using objective parameters such as momentum, earnings growth, valuation, liquidity, volatility, and governance filters. By removing human bias and focusing purely on data, MMG Quants Edge ensures consistency and transparency in stock selection.

The portfolio tracks the Nifty Total Market Index, selecting the top ~15 stocks based on momentum and relative strength. Each stock receives ~4% allocation, ensuring selective diversification without overconcentration. Weekly rebalancing adapts to market shifts, corporate actions, and sector trends, allowing the strategy to ride winners and cut losers systematically.

What sets MMG Quants Edge apart is its algorithmic rigor and emotion-free execution. It avoids speculation and embraces rule-based investing, giving investors confidence, especially in volatile conditions. The portfolio leverages quantitative edge to exploit inefficiencies and capture upside while minimizing downside risk. In a world of noise and market uncertainty, MMG Quants Edge offers a clear, structured, and adaptive path to wealth creation.