Name: MWM (MysticWealth Momentum)
Brand: smallcase
SKU: MWMO_0002
Price: 123942 INR

Nifty_SM100

MWM (MysticWealth Momentum)

Manish Dhawan

An Automated Momentum Model Portfolio of 20 stocks. Recommended size (4-40 lakhs) 

All publicly traded companies on the National Stock Exchange of India are included in the universe. A volume filter is added to prune out illiquid names

A through research including walk forward and monte carlo testing was done at the time of creating the system and algorithm. Now NO human discretion is entertained. We simply execute what algorithm dictates.

Stock selection is done by the Algorithm on the basis of Price Momentum. A trend following overlay is done on broader markets to sit out the bear markets. Market Breadth is also considered in the decision making.

Following parameters are considered while assigning weights to stocks in this smallcases<ul><li>Market cap agnostic</li><li>05% of current portfolio allocation for every new entry</li><li>Theme allocation agnostic</li></ul>

This smallcase has a weekly rebalance schedule. Once every week, the research team reviews this smallcase to add or drop stock/ETFs, if applicable

The final screened stocks are then weighted according to the selected asset allocation algorithm

MWM (MysticWealth Momentum)

MWM (MysticWealth Momentum)

Closed smallcase

Overview

Stocks & Weights

Closed smallcase