Nifty_SM100

Fundamental Indicators &amp; ML Models<ul><li>Only core fundamental indicators considered.</li><li>Models trained to predict long-term capital growth rather than short-term price movements.</li></ul> Stable Across Regimes<ul><li>Trained and validated across different market cycles with K-fold validation.</li><li>Designed for robustness — not overfitting to any one period.</li></ul> Rolling Backtests<ul><li>After predictions, top-ranked stocks were selected and tested across 25 years of rolling return windows (1998–2024).</li><li>Ensures results are consistent and reliable, not dependent on one-time events.</li></ul> Selection Philosophy<ul><li>Preference for companies with strong, proven fundamentals.</li><li>Strategy marries superior prediction power with business quality, similar to MAGIC philosophy but with ML-enhanced adaptability.</li></ul>

Selected Model Highlights<ul><li>Focus: Long-term fundamental growth, not short-term momentum</li><li>Robustness: Stable across inflation cycles, interest rate shifts, and global shocks</li><li>Consistency: Delivers across multiple rolling periods, not just one market regime</li><li>Adaptivity: Learns non-linear patterns beyond human-designed rules</li></ul>

All listed companies with Market Cap &gt; 1000cr.

Business Quality Snapshot<ul><li>Companies consistently display strong capital efficiency (ROE/ROCE).</li><li>Profitability and growth validated over multiple horizons.</li><li>Market cap exposure spread across mid and large caps, where fundamentals + ML signals are strongest.</li></ul>

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

FidelFolio Neuro Equity Quant

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FidelFolio’s ML series, bringing machine learning–based intelligence to long-term investing.

FidelFolio Neuro Equity Quant

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