An 8-factor quantitative strategy with fixed 60/40 equity/gold allocation, walk-forward validated across 11.0 years. Designed for patient, long-term capital seeking systematic alpha with institutional-grade risk management.
Detailed analytics dashboard with per-window breakdowns, drawdown analysis, and factor performance.
Deep Dive into Analytics →A systematic, rules-based process that removes emotion and replaces it with rigorous, repeatable methodology.
Hard filters remove fundamentally weak stocks before factor scoring. Excludes companies with negative earnings, low return on capital (<8%), excessive leverage (D/E >1.5), thin margins (<3%), deteriorating profitability, or low return on equity (<5%).
8 quantitative factors spanning momentum, trend, value, and quality. Cross-sectional ranking of NIFTY LargeMidcap 250 constituents. Top 25 positions with 10% max single-stock weight, rebalanced daily across 21 staggered tranches.
Fixed 60% equity / 40% gold allocation provides consistent diversification. Gold acts as a structural hedge, reducing drawdowns without the noise penalty of dynamic market timing.
21 non-overlapping out-of-sample windows. 2-year training, 6-month testing, rolled forward sequentially. Survivorship-bias-free using 96 NSE constituent snapshots.
| Typical PMS | Index Funds | EFP Wealth | |
|---|---|---|---|
| Stock Selection | Discretionary / conviction-based | Market-cap weighted, no selection | 8-factor quantitative model |
| Validation | In-sample backtest or none | Tracks index (no alpha claim) | Walk-forward out-of-sample |
| Market Timing | Ad hoc cash calls | Fully invested always | Fixed 60/40 equity/gold allocation |
| Survivorship Bias | Rarely addressed | Not applicable | 96 point-in-time NSE snapshots |
| Universe | Often includes small/micro caps | Broad market or large-cap only | NIFTY LargeMidcap 250 only — zero small-cap risk |
| Transparency | Quarterly letters | Full holdings public | Complete methodology disclosed |
Minimum investment ₹1 Crore. Available to qualified investors who understand and accept the risks of systematic equity strategies.
Schedule a ConsultationSEBI Registration Applied For (via partner firm).
Investment Advisory under SEBI (IA) Regulations, 2013.