Regime-adaptive quantitative strategy combining cross-sectional momentum, dynamic sector rotation, and live yfinance data.
Model Portfolio
Regime-adaptive · Nifty 200 universe · Buffer-based selection · Quarterly rebalance
Loading live data from yfinance…
| Stock | Weight | Price | Today | 1 Month |
|---|---|---|---|---|
Live prices via yfinance · NSE data · Returns are simulated buy-and-hold, not actuals · Past performance is not indicative of future results · Not investment advice
How it works
Our end-to-end quant pipeline runs monthly and adapts to market regimes in real time.
Classify the market as GROWTH or DEFENSIVE using 3-month NiftyBeES momentum. Shift allocation to equities or gold accordingly.
Score each stock in the Nifty 200 using MR12 × MR6 composite momentum. Cross-sectional Z-scores normalize across sectors.
Buffer selection picks the top 15 mandatory stocks and retains any rank ≤ 45 from last cycle. Iterative weight capping ensures diversification.
Strategy Methodology
Every parameter is academically grounded and India-market calibrated.
3-month NiftyBeES return determines market regime. GROWTH regime overweights equities; DEFENSIVE shifts to GoldBeES and low-beta names.
Dual-horizon momentum captures both trend persistence and recent acceleration. Stocks are ranked by a geometric composite of 12-month and 6-month returns.
Buffer logic reduces unnecessary churn: any stock ranked ≤ 45 from the last cycle is automatically retained, keeping portfolio turnover below 30% per quarter.
Free-float market cap weights ensure the portfolio is investable at scale. Iterative redistribution of excess weight from capped stocks prevents concentration risk.
Pricing
Explorer
Free
Forever
Quant Pro
₹999
per month
Institutional
Custom
Bespoke strategy
Loading community portfolios…