Low Drawdown Dual Momentum
A Nifty 500 dual-momentum model portfolio selected for the lowest historical drawdown among parameter sets with 10-year CAGR above 20%.
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Backtested returns are illustrative and do not indicate guaranteed future performance. Model portfolios are research products and are not trade execution services.
Methodology
- This strategy uses the same dual-momentum research family as the other Nifty 500 momentum profiles, but the finalized parameter set is chosen with a stricter risk-first rule.
- The optimizer first requires a 10-year gross CAGR above 20%. Among only those eligible parameter sets, it selects the configuration with the lowest maximum drawdown. The public methodology intentionally describes the broad selection discipline without exposing the full parameter grid.
- The model evaluates stocks using price trend, consistency of movement, drawdown control, diversification limits, and implementation-cost awareness. It is designed for investors who prefer a lower-drawdown profile while still requiring a meaningful long-term CAGR hurdle.
- Historical results are based on backtested data and do not guarantee future returns. Actual investor returns may differ because of execution price, liquidity, taxes, transaction costs, slippage, and timing.
Research Details
FrequencyTwice Monthly
MinimumNot specified
RAPrathamesh Gupta
SEBI registration: . Backtests are illustrative and depend on assumptions documented in the strategy package.
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