FinSharpe’s core research philosophy is to reduce psychological biases while making investment decisions. The primary theme behind this strategy is to invest in fundamentally strong companies backed by volume and price momentum. The asset allocation method is selected to optimise for a maximum Sharpe ratio.

The strategy uses a multi-factor model that dynamically adapts to changing market conditions. Depending on the market trend, weightage is assigned to: Value, Momentum, Quality or Growth factors. 

Key highlights: 

1) The Universe is Top 250 companies by market capitalization.

2) There are around 25 stocks in the portfolio.

3) Rebalance frequency is once in 4 months.

4) Sector agnostic with max weight of 25% to 30% per sector.

5) Constraint of 10% per stock to maintain weightage distribution. 

6) This strategy is backtested on data of 10+ years.

7) Diversified Portfolio to reduce volatility.

8) Suitable for moderately aggressive investors.