Sapien Digit

Satellite portfolio designed for sentiment trading to attain financing goals for covered, aspiring rich, and established rich investors.

Risk: Balanced and above
Type: Satellite Portfolio
Advisory Fee: 2.5% p.a.
Min investment: INR 5,00,000

Portfolio Strategy

Quantamental Construction in 5 Stages

Tactical Stage

Follows the Growth Market-cycle of the Nifty 500 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 Diversified-equity: Top 500 Stocks by Market Cap | Gold | Overnight Debt.

Holding Period

Short-term, 3 Years and beyond

Ticket Size

Minimum INR 5,00,000 and up to INR 2,50,00,000 (recommended).

Review Frequency

Weekly review for rebalancing and tactical changes.

Volatility

Medium and above.

Model Portfolio

Equity Curve

Rolling Returns

Returns & Stats

Notes:

All performance graphs & numbers are calculated using backtested & live data and include rebalances.
Past performance doesn’t include costs and fees or guarantee future returns.
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 Digit Portfolio

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

Digit - 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.