A concentrated portfolio of top 15 stocks that score high on momentum factor based on the universe of top 100 stocks by market capitalization.

A large cap momentum portfolio ensures that the portfolio consists of only the highly liquid, better quality and stocks with strongest recent performance.

Our statistical model doesn’t just look at absolute return of the look-back period but also looks at the consistency and quality of the up-move. We prefer stocks that have had a gradual and persistent rally rather than sharp spikes.

The strategy rebalances at the beginning of every month to maintain a portfolio of the strongest momentum stocks.