Nifty 100 Index

Quanto Momentum Strategy

The investment universe is drawn from the Nifty 500 index, which represents companies across large-cap, mid-cap, and small-cap segments. This broad coverage provides exposure to India’s most liquid and widely tracked stocks, ensuring diversification while retaining the ability to capture leadership opportunities across the full market spectrum.

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

In addition to stock selection, the portfolio incorporates a dynamic allocation mechanism between equities and gold. This allocation responds to shifts in market risk, leaning into equities during supportive conditions and tilting towards gold during phases of uncertainty. The overlay strengthens capital protection while preserving the potential for long-term growth.

Flexi Cap Quanto Momentum Model

Compare with 101st-250th market cap stocks

Compare with 251st-350th market cap stocks

Compare with 101st-500th market cap stocks

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

Flexi Cap Quanto Momentum Model

Overview

Stocks & ETFs

smallcase is played out