Nifty 500 Index

Stocks listed on the NSE. The universe is Multi-cap.

<ol><li>The Inch strategy primarily uses quantitative factors and technical patterns/ indicators to reject, rank, and select a portfolio of 15 stocks using the 3 Flag Process. <a href="https://medium.com/modulor-asset-management/qvgs-key-processes-a-3-flag-fade5a093b2d?source=friends_link&amp;sk=03a561e45d978175f6f73a2594a6d48d" rel="noopener noreferrer" target="_blank">The 3 Flag Process is described here.</a></li><li>The portfolio is reviewed every week on multiple parameters and rebalanced accordingly.</li><li>The strategy also exits the market when there is a likelihood of volatility basis the tracking of the market cycle using the Tactical Review Process. <a href="https://medium.com/modulor-asset-management/qvgs-key-processes-b-tactical-review-129a6c7c446d?source=friends_link&amp;sk=c6bc1c7a0e2aa5b48040bd12313fb5de" rel="noopener noreferrer" target="_blank">The Tactical Review Process is&nbsp;described here.</a></li><li>All decisions are based on algorithms for stock selection, resulting in a fully systematic portfolio. The advisor may only reject a particular stock recommended by the strategy in case of a special situation (merger, spin-off, moratorium, etc.) arising in the particular stock.</li></ol>

smallcases are checked for historical outperformance to ensure that only consistently outperforming strategies are selected

The <a href="https://medium.com/modulor-quantamental-investing/inch-strategy-dc5996ced9de?source=friends_link&amp;sk=0a4f54bd13a58412784a4c103322fb1b" rel="noopener noreferrer" target="_blank">Inch Strategy</a> uses the<a href="https://medium.com/modulor-quantamental-investing/qvgs-key-processes-a-3-flag-fade5a093b2d" rel="noopener noreferrer" target="_blank"> 3 Flag Process</a> to screen and select stocks.<ol><li>The first stage in this process is Red Flag. At this stage stocks that are undergoing known bad situations are removed. This stage uses Quantitative Factors and Technical Indicators.</li><li>The second stage is the Yellow Flag Stage. At this stage, screened stocks are ranked basis various parameters to form a rank list and assign confidence to a stock. This stage also uses Quantitative Factors and Technical Indicators.</li><li>The final stage is the Green Flag Process. Specific triggers are identified to select stocks using Technical Indicators to select the final constituents of the portfolio.</li></ol>

Equity is one of the best asset classes to work with to grow money faster. However, being a single asset class portfolio (thus not permitting the mitigation of Inter-Asset Risks), Intra-Asset diversification is a must. This is achieved by dividing the capital deployed into equal-sized Capital Blocks. Diversification is achieved by dividing the capital into 15 equal-weighted Capital Blocks.&nbsp;As a result, the portfolio consists of 15 stocks or fewer at a time along with cash or cash equivalents. each of these blocks can be 100% utilized or lower depending on the confidence determined in the 3 Flag Process.

This smallcase has a weekly rebalance schedule. Once every week, the research team reviews this smallcase to add or drop stock/ETFs, if applicable

The final screened stocks are then weighted according to the selected asset allocation algorithm. The portfolio can vary between 0% to 100% in equity. Balance allocation is done in cash or cash equivalents.

Sapien Inch

Compare with 101st-250th market cap stocks

Compare with 251st-350th market cap stocks

Compare with 101st-500th market cap stocks

Quantamental SENTIMENT TRADING multi-cap diversified-equity portfolio for profit generation

Sapien Inch

Overview

ETFs & Weights

Investment Rationale

About the Manager

smallcase is played out