The basic idea of momentum investing is intuitive. A stock that has been trending strongly for a while is likely to continue doing so a little bit longer. Researchers have described momentum as a “premier anomaly”. It has been found to work across markets and asset class. This smallcase applies momentum investing strategy to the Indian markets.

• Portfolio of top 20-25 stocks picked from NSE universe demonstrating strong uptrend.
• Further refined using a combination of secondary factors to maximize risk-adjusted returns
• Illiquidity filter to remove low volume/ turnover stocks
• Balanced once a month in order to keep % turnover low.
• Risk managed by limiting exposure to any single stock.