Name: Multi Cap Quanto Momentum Model
Brand: smallcase
SKU: CLIMMX_0005
Price: 60428 INR

Punam Kucheria, a SEBI-registered Research Analyst boasts 25+ years in stock markets. A Symbiosis alumnus, his investment philosophy prioritizes systematic, bias-free long-term approaches. Mr. Kucheria's zeal is in crafting advanced, automated, high-yield investing models for reliable passive income and wealth accumulation.

Driven by the belief in universal financial freedom, he guides individuals and businesses toward prosperity. 

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Nifty 100 Index

Multi Cap Quanto Momentum Model

Clearmind

Up to 10 stocks from Nifty 500 Multicap with Dynamic Asset Allocation based on Market Regimes.

The investment universe is based on the Nifty 500 Multicap 50:25:25 index, which draws from the Nifty 500 and maintains a balanced allocation across market segments — 50% large-cap, 25% mid-cap, and 25% small-cap. This structure ensures broad market representation while systematically diversifying across company sizes. By design, it captures the stability of large caps, the growth potential of mid caps, and the high-upside opportunities in small caps within a single framework.

The research process is quantitative and rules-based, grounded in the study of price dynamics, volatility, and market structure. To enhance precision, sophisticated algorithms, including Machine Learning techniques, are applied selectively for pattern recognition and ranking refinement. This enables the model to capture subtle, non-linear relationships in market behavior while maintaining a robust, data-driven foundation.

Stocks are evaluated through a multi-step screening process that prioritizes trend persistence and risk-adjusted strength. Advanced statistical measures are used to filter out unstable or low-quality signals. This ensures that only the strongest candidates, demonstrating both leadership and stability, are selected for portfolio inclusion.

A systematic weighting framework is employed to balance risk and return. The methodology avoids excessive concentration in any single stock, while ensuring meaningful exposure to each selected constituent. This design maintains diversification within the concentrated portfolio and optimizes risk-adjusted performance.

This smallcase has a weekly rebalance schedule. Once every week, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next week

A systematic weighting framework is employed to achieve the mandated 30:30:30:10 target allocation and optimize risk-adjusted returns.1. Structured Allocation:<ul><li>Primary weights are set by the 30% band for Large, Mid, and Small Cap equities, and the 10% fixed weight for Gold BeES. (Total equity exposure is variable based on DAA.)</li></ul>2. Intrasegment Weighting:<ul><li>Within each 30% equity band, selected stocks are weighted using a Risk-Adjusted approach, typically leaning towards Equal Weight.</li><li>Weights are subtly adjusted based on each stock's Risk-Adjusted Momentum Score to avoid excessive concentration in high-risk stocks and enhance overall portfolio stability.</li></ul>3. Discipline:<ul><li>The methodology prevents undue concentration in any single scrip, ensuring meaningful exposure while optimizing diversification and risk control.</li></ul>

Multi Cap Quanto Momentum Model

Multi Cap Quanto Momentum Model

Overview

Stocks & ETFs