Quantamental

Multicap universe. Greater than 96% of listed market cap.

Select upto 30 strong stocks for every period.

Stocks in very strong trends continue to be in portfolio & reach maximum allocation of ~10% at cost.

Relatively weaker stocks have small allocation and exit quickly.

System designed to get less or no stocks at all in severe bear markets. Capital moves to liquid fund.

Number of stocks expected to be between 15 to 25 at any given time. Adequate diversification to protect from severe crashes in specific stocks.

Backtest returns >30% over a decade including bear markets.

Over a rolling 3 to 5 year period system edge to outperform Nifty 500 by +10% or more.