CWA MILT 25 Quant
Compounding Wealth Advisors
Diversified Quantitative Investing in momentum breakout stocks from Total Market Recmd amt:5-15 lacs
2Y CAGR
35.77%
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Daily Change
Today's change in this smallcase is
7Y CAGR
CAGR (Compounded Annual Growth Rate) indicates the average yearly return generated by a smallcase from the date of launch. Only live data is considered to calculate the CAGR. Thus, this smallcase has given returns on an average every year since Apr 4, 2016
High Volatility
Stock prices move up and down on a daily basis, resulting in fluctuating investment value. High volatility indicates high fluctuation is expected in the investment made in this smallcase
About the smallcase
Recommended Investment amount : 5 to 15 lakhs, Recommended investment duration : 3 years.
- CWA MILT 25(Momentum Investing Long Term) is a Systematic Long-only portfolio run by Compounding Wealth Advisors LLP.
- CWA MILT 25 tracks the Nifty Total Market Index and Invests in the best suited 25 Stocks of the index based on the momentum of the stock
- Every stock gets approximately 4% Allocation at the time of entry
- Portfolio rebalancing shall be done on a weekly basis
- We aim to ride our winners and cut our losers short
- We have managed to build completely rule based systematic long only strategies around these core ideas which cut out any discretion with regards to stock selection and position sizing. Systematic investing removes dependency on any particular stock and believes in selective diversification.
Methodology
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Methodology
universe
The proprietary system selects stocks from a defined universe comprising all publicly traded companies within NSE Total Market i.e NSE 750 Stocks
research
Our proprietary rule-based system incorporates several key factors, including price, trend, and momentum. By analyzing these elements, the system generates specific buy and sell signals to guide our investing decisions. This methodical approach aims to provide a structured framework for making informed, data-driven investment choices while effectively managing risk. The integration of these factors allows for a more nuanced understanding of market dynamics, supporting a consistent strategy in our investing activities.
stockScreening
For constituent screening, the proprietary system evaluates companies within NSE Total Market i.e NSE 750 . This process involves analyzing key factors such as price, trend, and momentum to identify stocks that meet specific criteria
weighting
The initial allocation for each stock is 4%, allowing for a maximum of 25 stocks. We do not trim allocations; instead, the exposure to successful stocks increases naturally as their value rises relative to others. This approach allows winners to gain a larger share of the portfolio over time.
rebalance
This smallcase has a weekly rebalance schedule. Once every week, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next week
assetAllocation
The allocation is entirely in equity unless there are no buy signals and a sell signal is generated from the portfolio. In such cases, the proceeds are held as liquid assets, meaning the allocation from equity is parked in liquid funds. This approach maintains liquidity while waiting for new investment opportunities.
About the Manager
At the glance
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