Forefront Systematic Momentum
A quant based portfolio of mid and small cap companies, rebuilt every quarter by a fixed method rather than by opinion, and steadied with as much gold as your risk appetite calls for.
Invests in
Mid and small cap companies
Holdings
18 to 23
Risk
High
Horizon
Long term
What this is.
Forefront Systematic Momentum holds 22 mid and small cap companies, weighted equally, chosen every quarter by a quant based method.
We do not try to predict which businesses will do well. We observe which ones the market is already rewarding, and we own those, while refusing to own any company whose accounts or promoter conduct fail our checks. The method is applied as written. We do not override it to keep a holding it has dropped, or to avoid one it has selected.
Gold can be held alongside the portfolio to steady its path, in whatever proportion your risk appetite calls for. Gold is held because it tends to move independently of Indian shares rather than because we expect it to earn more than they do.
How it is built.
Every quarter the whole listed market passes through the same gates in the same order. Nothing is discretionary and nothing is skipped.
Every listed company with filed accounts and a price history long enough to measure.
Companies in our size band whose borrowings, interest cover and cash generation all pass, and that can be exited in an orderly way.
Any company with promoter shares pledged is excluded outright, checked against its own exchange filings.
The strongest names on a measure taken over several periods, held equally and rebuilt each quarter.
Where gold is held, the two parts are rebalanced back to their agreed split whenever the mix drifts far enough from it, which mechanically trims whichever has run ahead.
Between rebuilds we sell only on a governance failure: a promoter pledge appearing, an auditor resigning or qualifying the accounts, regulatory action, or a suspension in trading.
Who this suits.
Aggressive investors with a genuinely long horizon, and only after an explicit conversation about how far this can fall and how long it can lag. How much gold sits alongside the quant based portion is agreed with you before anything is bought, and is recorded in your investment policy statement.
A note on risk. This is the most volatile offering we run. It can fall very substantially from its peak, and such a fall can take a long time to recover. It can also lag a simple index fund for several consecutive years without anything having gone wrong. Holdings change frequently, so most gains are realised in the short term and taxed at the higher rate, and gold is taxed less kindly again. Holding gold alongside the portfolio steadied its path in our testing, but it is not protection: gold has had long stretches of going nowhere or falling, our testing does not contain one, and gold can fall at the same time as shares even though it mostly has not. We plan for a fall considerably deeper than any our testing produced, for that reason. It suits only investors who can accept all of that in full.
Every engagement begins with a documented assessment of suitability, and access to this offering is decided by that assessment, not by preference alone.
Reported, not promised.
We do not publish forecasts, projections, or targets. When reviewed performance reporting for this offering is approved for publication, it will appear here, presented against the benchmark fixed at inception.
Performance data
No performance record is published for Forefront Systematic Momentum at this time. The firm does not present returns, projections, or backtested results anywhere on this site. Any future reporting will state its methodology and period in full, and will carry the disclosures required at that time.