A momentum strategy holding 12 to 15 stocks from the MidSmall 400 50:50, rebalanced monthly.
Investment Rationale
The universe is the Nifty MidSmall 400 50:50, covering mid and small companies together, within which sectors are chosen as per emerging leadership. So, if a given sector is experiencing significant tailwind, then selection is made from that sector in both smallcap and midcap companies within the same. Every constituent must clear a minimum traded-value floor before it is eligible, and stocks under exchange surveillance are excluded.
