Most equity strategies are static: they pick a style — value, momentum, quality — and ride it through every environment. Ours doesn't. The system identifies the prevailing market regime daily and rotates sector and stock exposure to match — defending in stress, leaning into strength when conditions confirm.
The same ₹10 lakh invested in the Nifty 50 grew to ₹13.4 lakh over the same period. The chart shows both, head-to-head, on actual closing prices.
| Metric | Portfolio | Nifty 50 | Advantage |
|---|---|---|---|
| Total Return | +529.8% | +33.6% | 5.7× capital |
| CAGR | 77.4% | 9.6% | +67.9% / yr |
| Sharpe (rf 6.5%) | 2.18 | 0.27 | 8× better |
| Volatility | 24.8% | 12.8% | higher |
| Max Drawdown | −14.37% | −15.77% | smaller |
| Rebalances | 78 | — | ~24 / yr |
The portfolio returned 5.7× more capital than the Nifty 50 over the same period, with a slightly smaller worst-case drawdown. Higher volatility paid for itself many times over.
Three live accounts totalling ₹26 lakh of personal capital have run the portfolio since 5 June 2026. Below is the combined index (base 100). The live track is intentionally short at publication — meaningful trend emerges over 3–6 months. Daily snapshots are captured at 15:35 IST and audited monthly.
Every backtested month, colour-coded — green positive, clay negative, intensity by magnitude. Watch two things: how often months lose, and whether losses stay contained (worst single month: −12.4%).
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +9 | +3 | +16 | +17 | +19 | -0 | +6 | +17 | +10 | |||
| 2024 | +11 | +3 | -6 | +14 | +11 | +15 | +5 | -2 | +1 | +2 | +7 | +5 |
| 2025 | -10 | +2 | +11 | +3 | +14 | +3 | -4 | +1 | +2 | +4 | -1 | +5 |
| 2026 | -2 | +4 | -9 | +9 | +6 | -1 |
Each row is a sector cluster; each column a fortnightly rebalance. Green = the sector was held; pale = a rebalance happened but the regime didn't pick it; hatched = warm-up window before the model had enough history. Capital-goods stay held nearly throughout; defensives like gold and pharma cycle in and out as the regime demands.
The system runs end-to-end on its own — no human inputs once configured. The operator monitors and approves anomalies; daily decisions are algorithmic.
Each trading day the system reads ~50 dimensions of market behaviour — volatility, return patterns, cross-sector correlations — and infers the current regime. The regime label is the foundation for everything downstream.
Each of ~28 sector clusters is scored on how it has historically performed when this exact regime was active. The top sectors get capital; the rest are excluded for the cycle. A persistence buffer prevents flip-flopping on noise.
Inside each selected sector, candidates are ranked on a composite of recent momentum, long-term quality, and regime-conditional risk-adjusted performance. The top names per sector advance to construction.
A risk-aware optimiser sets final weights and penalises unnecessary trading. Hard per-stock and per-sector caps enforce diversification; a 25% stock-level stop parks losers in bonds until the next rebalance. Orders execute through your own broker account.
Static strategies suffer when the environment that made them work changes. Ours doesn't pick a fixed style — it picks the style the current regime rewards, and shifts when the regime shifts.
A typical rebalance holds 12–15 names from the top 7 sectors — enough to capture sector trends, focused enough that winners actually move NAV. Per-stock caps prevent single-name blow-ups.
Rebalances run twice a month — frequent enough to react to regime shifts, infrequent enough that costs don't eat returns. A turnover penalty kills marginal trades that don't justify their cost.
Daily NAV tracking, monthly statements and a full trade audit log. Separately managed on your own broker account — your capital, your control, at all times.
The portfolio runs as a separately-managed account on your own broker login. We never custody your capital.
Minimum viable — limited per-stock diversification due to lot sizes.
Full diversification across 13 names. The capital base used in our live track record.
For HNI capital — cleaner per-stock weights and tighter slippage.
The portfolio runs on a dedicated server and connects directly to your broker account via official API. You hold the capital and the account; we hold the signal generator. Twice a month the system places real orders on your behalf and emails you a report.
Open-ended. You can withdraw fully or partially at any time — the next rebalance simply uses the reduced capital base. Stopping is a single command; positions remain in your account to hold or sell at your discretion.
Two layers: (1) your broker's brokerage + STT + exchange charges, paid directly by you on each trade, same as DIY investing; (2) a portfolio-management fee, discussed separately. The backtest already includes brokerage at 10 bps round-trip.
~78 rebalances over 3 years — roughly 24 per year — each turning over ~50% of the portfolio. Expect ~30–50 delivery-based orders per month. No F&O, no intraday.
Indian capital-gains rules apply: positions under 12 months are STCG, over 12 months are LTCG. Bimonthly rebalancing makes most positions STCG by default, so the post-tax CAGR is meaningfully lower than the gross figure — model a ~15% effective drag.
In backtest: −14.37% peak-to-trough, recovered within ~3 months. Worst single month −12.4% (March 2026). The Nifty's worst over the same period was −15.77%.
This is a personal trading system shared on a relationship basis, not a publicly-offered product. We do not solicit, advertise, or pool capital. If you allocate, we deploy the same system on your own account — you remain the principal at all times.
We can share the live dashboard, today's holdings and the current rebalance log. No commitment, no follow-up sales — just numbers and code, evaluated by you.