The basic idea of momentum investing is intuitive. A stock that has been trending strongly for a while is likely to continue doing so a little bit longer. Researchers have described momentum as a “premier anomaly”. It has been found to work across markets and asset class. This smallcase applies momentum investing strategy to the Indian markets.

• Portfolio of top 20 stocks approx. picked from NSE universe demonstrating strong uptrend.
• Further refined using secondary factor(s) to optimize risk-adjusted returns
• Illiquidity filter to remove low volume/ turnover stocks
• Balanced quarterly in order to keep transaction costs low.
• Risk managed by limiting exposure to any single stock.