Strategist

Describe the rule set in plain words — the Strategist proposes changes to fields only.

Editing: Midcap Momentum 15

Conversation

session · 4 turns · logged

Build a 15-name midcap momentum model. Inverse-volatility weights, cap any stock at 8% and any sector at 25%, rebalance monthly.

I can set those on the rule set. Proposed changes:

universe → NIFTY Midcap 150 n → 15 method → Inverse volatility stock cap → 8% sector cap → 25% rebalance → Monthly

No holdings are chosen yet — changes apply to fields only. Press Build to run on the latest snapshot.

Weight momentum heaviest — 60% six-month momentum, 25% trend, 15% low-vol. Horizon 6–12 months, turnover cap 30%, min ADV ₹50 cr. And add a value/PE tilt.

Applied the factor weights and constraints:

6-month momentum → 60% trend → 25% low volatility → 15% horizon → 6–12 months turnover cap → 30% min ADV → ₹50 cr

Rule set

draft

Universe: —
Benchmark: —
Names (n): —
Method: —
Stock cap: —
Sector cap: —
Rebalance: —
Turnover cap: —
Min ADV: —
Horizon: —

Factor weights

Spec hash: —

Indicative only — this prototype does not fetch live or licensed data, and produces no advice.