ViniyogIndia 🧩 Multifactor Portfolio is based on Regime Switching Strategy where Factor exposure is controlled based on Market Regime forecasts. This portfolio is suitable for Aggressive to Moderately Aggressive investors.

Market states/regimes are modelled using a combination of proprietary + macro indicators. This is combined with past performance to dynamically control factor exposures over market regimes.

• Portfolio of 15-20 stocks picked from the NSE universe having the best Factor rank based on Market Regime forecast
• Further refined by using a combination of one or more secondary factors to maximize risk-adjusted returns
• Illiquidity filter to remove low volume| turnover stocks
• Balanced at least once a month to keep the turnover low