The investment universe is restricted to the Nifty Smallcap 250 index, which represents India’s emerging and fast-growing companies beyond the large- and mid-cap segments. This segment provides exposure to businesses with high growth potential and entrepreneurial agility, while maintaining sufficient market representation and liquidity for investability. By focusing on smallcaps, the portfolio seeks to capture opportunities in companies positioned at earlier stages of their expansion cycle.

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.

Small Cap Quanto Momentum Model

Up to 10 stocks from Small Caps with Dynamic Asset Allocation based on Market Regimes.

Small Cap Quanto Momentum Model

Overview

Stocks & ETFs

At a Glance

Holdings Distribution