QVGS Fluid Waves Top 250

Fluid Waves Top 250

Short-term Profit-generation for Positional Trading in Large & Mid Cap Stocks

Overview

The Waves Top 250 Portfolio is exposed to Indian Equities through a focused-equity strategy based on cyclical mean-reversion of depressed stocks run over a universe comprising of the top 250 stocks by market capitalization in order to Generate Profits and is useful for positional trading.

Satellite Investment Objectives

of the Waves Top 250 Portfolio

Rolling Returns

The Waves Top 250 Portfolio shows superior Rolling Returns in comparison to NIFTY LARGEMIDCAP 250 (benchmark)

Invest Now

Invest in the Waves Top 250 Portfolio through smallcase


Fluid Waves Top 250 smallcase by Modulor Capital

Recent Performance

1, 3 and 5 Year Equity Curves

5 Year

Equity Curve

3 Year

Equity Curve

1 Year

Equity Curve

Portfolio Features

Solutions, System & Strategy

Solution

Investment Objective

Satellite Portfolio
  • Generate returns to grow wealth with a time horizon of 3 years and beyond
  • Exploit consistent patterns in stock prices to generate pure return
  • Start with a minimum lump sum and add more using SIP or lump sum at any schedule
  • On achieving recommended ceiling excess capital to be retired for de-risking
System

Parameters

Focussed Equity
  • 10 Stocks (Large & Mid-cap Universe)
  • Quantitative ✓ | Fundamental ✕ | Technical ✓
  • Monthly Signal Review
  • High Churn
  • Delivery-based & Long-only
  • Majority of trades fall under STCG
Strategy

Investment Process

Waves Algorithm

Stage (Component)

  1. Tactical Stage (Market-trend)
  2. Red-flag Stage (Liquidity filters | Filters for crashed stocks)
  3. Yellow-flag Stage (Mean-reversion factor | Stock-trend)
  4. Green-flag Stage (Stock patterns)
  5. Risk-management Stage (Stock-trend)
Suitability

Preferences, Capacity & Requirements

Risk Preferences

Exposure to volatility

MEDIUM

Suitable for:
Low ✕ | Medium ✓ | High ✓

Risk Capacity

Minimum ticket size of investment

MEDIUM
  • Recommended Capital Ceiling: 50 Lac.
  • Minimum Capital: 5 Lac.
  • Ticket Size: Low ✕ | Medium ✓ | High ✓
Risk Requirements

Minimum Holding Period

3 Years+
  • Short-term (to be realized after 3 years or beyond)
  • On achieving recommended ceiling excess capital to be retired for de-risking
Comparison with Benchmark

The NIFTY LARGEMIDCAP 250 represents the top 250 companies based on full market capitalisation and average daily turnover from the eligible universe.

Equity Curve

The Waves Top 250 Portfolios exhibits a Continuous Return Profile.

Log Equity Curve

The Log equity curve shows the effect of Tactical Management by smoothening the equity curve especially during bear markets when the likelihood of sharp drawdowns is high.

Performance Metrics

Performance metrics show the clear superiority of the portfolio in comparison to its benchmark.

Recent Returns

Recent Returns are not always indicative of portfolio performance in the future.

Invest in the Waves Top 250 Portfolio

You can invest through your existing broker integrated with our partner Administration Platforms.

Through smallcase.com

A smallcase is a basket of stocks that reflects an idea.

Fluid Waves Top 250 smallcase by Modulor Capital

Here is a list of brokers integrated with smallcase .

Through Wealthdesk.in

WealthBasket reflects an investment strategy, theme or an idea.

Coming Soon...

Here is a list of brokers integrated with Wealthdesk

Fluid Suite

Focused-Equity Portfolios for Short to Medium-term Positional Trading

The Fluid Family of Portfolios

Market-cap or Size is a well-established quantitative factor for generating out-performance. Market-cap is directly correlated to returns and inversely correlated to safety and liquidity. However, by identifying and isolating specific security behavioral patterns, consistent profits with compounding characteristics can be generated in the short term. This implies that the benefits of smaller size companies (higher returns) can be enjoyed with a lower downside (drawdowns).

The Fluid Suite provides performance by trading consistent patterns found in stocks using 3 strategies combined to make 4 portfolios. The defined universe is large to micro-cap.

Inspiration Behind The Fluid Suite

The Fluid Suite is inspired by the motion of air and water (fluids) in the various natural phenomenon on planet Earth. The planet is a complex system that uses these natural phenomena to dissipate built-up energy.

Waves are the resulting motion of energy dissipation between 2 fluid media – air and water.

A Tornado is a vertical column of air dissipating energy from air over land.

A Hurricane is large and widespread of energy dissipation of air over the sea as well as land.

Each of these phenomena has a geometry that is made up of 1 or more Golden Spirals.