Regime-adaptive quantitative strategy combining cross-sectional momentum, dynamic sector rotation, and live NSE market data.
Model Portfolio
Regime-adaptive · Nifty 200 universe · Buffer-based selection · Quarterly rebalance
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| Stock | Weight | Price | Today | 1 Month |
|---|---|---|---|---|
Live prices via 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.
Live Research
Interactive notebooks running our quant models live, against the same NSE data behind the model portfolio above — browse the library and watch each one recompute in real time.
Sign in to run the live backtesting notebook.
Pricing
Explorer
Free
Forever
Quant Pro
₹999
per month
Institutional
Custom
Bespoke strategy
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