Fluid Waves

Key Sentiment Investing - Quantamental Focused-equity

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Satellite portfolio designed for key sentiment trading to generate discretionary income for aspiring rich, and established rich investors.

  • Risk: Balanced and above
  • Type: Satellite Portfolio
  • Advisory Fee: 2.5% p.a.
  • Min investment: INR 2,50,000

Portfolio Strategy

Quantamental Construction in 5 Stages
Tactical Stage

Follows the Growth Market-cycle of the Nifty 200 Index.

Red-flag Stage

Avoids companies that are exhibiting a downward sentiment bias.

YelloW-flag Stage

Quantitatively ranks securities on multiple (sector-specific) sentiment factors.

Green-flag Stage

Technically selects securities showing both high potential mean-reversion momentum or strong upward momentum patterns.

Risk-management Stage

Staggers positions as per individual signals and portfolio diversification rules.

Key Parameters

Universe

India Focused-equity: Market Cap above INR 100B | Gold | Overnight Debt.

Holding Period

Short-term, 3 Years and beyond

Ticket Size

Minimum INR 2,50,000 and up to INR 2,50,00,000 (recommended).

Review Frequency

Weekly review for rebalancing and tactical changes.

Volatility

Low and above.

Model Portfolio

Notes:

  1. All performance graphs & numbers are calculated using backtested & live data and include rebalances.
  2. Past performance doesn’t include costs and fees or guarantee future returns.
  3. The above graphs are calculated on the close/average price of stocks and ETF instruments. Actual performance will depend on exact execution.

Get Invested in the Waves Portfolio

Invest with your existing brokerage account through our partner platform, smallcase.

Waves - key SENTIMENT smallcase by Modulor Capital

Start a Wealth Conversation

Talk to an adviser to know more or to get invested with us.

Set up a 1-on-1

Suitability

The volatility, ticket size, and purpose of the portfolio are determined by its exposure to asset classes, instruments, and investment styles employed respectively. Combined together, these parameters describe the suitability of the strategy.
Risk Preferences
PCR - Balanced

  • Asset-classes/ Market Cap: Equity (Market Cap above INR 100B) | Gold| Overnight Debt
  • Peak Volatility: Low

Risk Capacity
PCR - Aspiring Rich

  • Instruments: Stocks
  • Investment Universe: India Stocks above INR 100B, Focused-equity

Risk Reqruirement
PCR - Cash-flow Waterfall

  • Investment Style: Sentiment
  • Waterfall Category: Cash-flow

Evaluate Your Risk Profile

We employ algorithms to understand your Risk Profile through our proprietary framework called the PCR Triangle®.

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Quantamental Investment Objectives

Investment Objectives - Profit-generation
Profit-generation

The investment objective to generate surpluses from accumulated capital in order to spend on non-essential things/experiences.

Quantamental Algorithms Deployed

The Waves portfolio is constructed using the algorithms from the Fluid Suite.
Waves

Sentiment-cycle algorithm for Indian equity