Bamboo Trunk

Conservative Dual Momentum is a rules-based Nifty 500 model portfolio designed to participate in equity momentum while placing greater emphasis on drawdown control, diversification, and smoother participation than the standard Dual Momentum strategy.

The strategy uses the locally maintained Nifty 500 universe. The universe is refreshed from the research project's reference data before backtests and model-portfolio generation.

The model evaluates stocks using a disclosed rule-set combining price trend, consistency of movement, implementation-cost awareness, and risk controls; exact ranking parameters remain private. The conservative variant is tuned to prefer stronger net Calmar-style outcomes rather than simply maximizing gross CAGR. Exact ranking formulas, lookback windows, optimized weights, thresholds, buffers, and tie-break rules are private strategy parameters and are not exposed in the public methodology.

The strategy targets a broader diversified basket than the standard Dual Momentum strategy, subject to model constraints such as position sizing, sector exposure, and residual cash or cash-equivalent allocation rules. The exported model portfolio contains the current target weights for subscriber use.

The strategy is designed for periodic rebalancing. At each rebalance, the model refreshes rankings, reviews existing holdings, applies retention and risk controls, and produces the updated target portfolio.

When the model has fewer qualifying opportunities or portfolio constraints prevent full equity deployment, the residual allocation may remain in cash or a cash-equivalent proxy.

This public methodology intentionally omits exact implementation parameters. Vriksha should not render internal methodology files, finalized configuration files, experiment outputs, or exact scoring parameters on public pages.