SSR Buffered Momentum Model

A relative momentum strategy with aggressive cash calls based on a trend following filter, designed to deliver market-beating returns through systematic wealth creation. This adaptive approach thrives across all market cycles by investing in the strongest 20-30 stocks during favourable conditions or moving to cash when the market changes to a bear regime.

Strategy Overview:

Our disciplined approach selects up to 30 high-momentum stocks from the Nifty Total Market universe, with each position initially weighted at 3.33% of the portfolio. Stock selection is based on rigorous momentum analysis, ensuring only liquid, high-quality securities from the Nifty Total Market qualify for inclusion.

Key Features

• Systematic Approach: Winners are retained while underperformers are systematically removed based on predefined exit criteria
• Weekly Rebalancing: Portfolio composition is reviewed and adjusted weekly to capture momentum shifts
• Cash Protection: During change of market regime, the strategy moves to cash (Liquidcase) aggressively to preserve capital
• Zero Manager Discretion: Removes emotional bias through rule-based decision making

Optimal Investment Range: ₹5 to ₹30 lakhs

This strategy combines the growth potential of momentum investing with the protection of systematic risk management, making it suitable for investors seeking consistent long-term wealth creation.