Total Portfolio Value
₹0.00
Available Cash: ₹0.00
Nifty 500 Index
--
200-day EMA: --
Market Crash Filter
BULLISH REGIME (100% Equity)
Portfolio Quota Target
10 Stocks
3 Value | 4 Momentum | 3 Growth
Active Book Holdings & Sizing
Factor Bucket breakdown & Drift monitoring (±30% band)
Rebalance limits: Trim if >13.5% | Top-up if <6.0%
| Symbol |
Factor Bucket |
Quantity |
Avg Cost |
Market Price |
Market Value |
Weight |
Drift Status |
| No active positions. Click 'Run Universe Scan' above to initialize portfolio. |
Selection Rationale & Forensic Diagnosis
Detailed reference on why stocks were selected or discarded based on forensic accounting & factor math
| Symbol |
Sector |
Bucket |
Sloan Accrual |
ROE % |
P/E Ratio |
Target Weight |
Status |
Selection / Exclusion Rationale |
| Loading diagnosis... |
Order Execution Audit Trail
Simulated/live orders with realistic slippage, STT, and trigger reasons
| Order ID |
Time (IST) |
Symbol |
Side |
Quantity |
Avg Price |
Status |
Trigger Reason |
| No executions recorded yet. |
🔍1. Forensic Hard Filters (NSE 500)
Prior to ranking, all 500 stocks must pass strict accounting hygiene screens:
- Sloan Accrual: (Net Income - Operating Cash Flow) / Total Assets < 10%. (Excludes aggressive accounting).
- Liquidity Floor: 30-day ADTV ≥ ₹10 Crore.
- Governance: Promoter share pledge < 10%.
- Free Float: Public float ≥ 20%.
📊2. Three Factor Buckets (10 Stocks)
- Value (3 Stocks | Nifty 200): P/E below sector median, ROE ≥15%, Debt-to-Equity < 0.5, positive Free Cash Flow yield.
- Momentum (4 Stocks | Midcap 150): Volatility-adjusted 12M-1M Sortino Ratio, Price > 50 EMA and > 200 EMA.
- Growth (3 Stocks | Smallcap 250): 3-Year Sales & Profit CAGR > 20%, ROCE > 18%, D/E < 0.2.
⚖️3. Risk Management & Sizing
- Sector Cap: Maximum 25% allocation to any single industry sector.
- Correlation Limit: If 60-day price return Pearson r > 0.65, discard lower-ranked asset.
- Inverse-Volatility Sizing: Weight_i = (1 / Vol_i) / ∑(1 / Vol_j).
🛡️4. 3:15 PM Daily Crash Protection & Tax Engine
- Crash Trigger: If Nifty 500 closes below 200 EMA for 3 consecutive days → Liquidate 3 weakest positions, buy 15% GOLDBEES and 15% LIQUIDCASE.
- Tax Optimizer: Defer non-fundamental exits if within 30 days of reaching 1-year holding period to qualify for 12.5% LTCG instead of 20% STCG.