Conservative Dual Momentum
A lower-drawdown Nifty 500 momentum model portfolio with broader diversification and tighter risk controls.
Investment in securities market are subject to market risks. Read all the related documents carefully before investing.
Registration granted by SEBI, enlistment with BSE and certification from NISM in no way guarantee performance of the intermediary or provide any assurance of returns to investors.
Backtested returns are illustrative and do not indicate guaranteed future performance. Model portfolios are research products and are not trade execution services.
Methodology
Summary
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.
Universe
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.
Strategy Design
The model evaluates stocks using a proprietary blend of price trend, consistency of movement, implementation-cost awareness, and risk controls. 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.
Portfolio Construction
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.
Rebalance
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.
Cash Allocation Rules
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.
Public Disclosure Boundary
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.
Research Details
FrequencyTwice Monthly
MinimumNot specified
RAPrathamesh Gupta
SEBI registration: . Backtests are illustrative and depend on assumptions documented in the strategy package.
Subscriber access required
The latest model portfolio and last five rebalance logs are available only to users with an active subscription or manual access grant.
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