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Dynamic SIP Model Portfolio

A rules-based momentum portfolio of NSE stocks, run by the IndiQuant engine — not picked by hand. See what it holds, every buy and sell, and how it has performed. Free, no sign-up.

100% FREE Portfolio as of — Published with a 30-day delay Educational — not advice

Understand this page in 60 seconds

Everything below is one portfolio, tracked the same way every day.

1
What it isUp to 30 NSE stocks with the strongest long-term price momentum, chosen by fixed rules.
2
When it changesRebalanced about every 2 months (40 trading sessions). In between, it simply holds.
3
What you seeThe portfolio exactly as it stood on —. SEBI rules require a 30-day delay for non-advisers.
4
Read the tabsHoldings = what it owned. Trade log = what changed, by date. Results = closed trades.
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Portfolio value

Starting capital vs value each trading day, up to —

15+ years of simulated history

What the same rules would have done from Jan 2011 – Sep 2026 — a computer simulation, not real trading.

₹10 lakh ≈ ₹1.71 crore
Simulated growth of ₹10 lakh over Jan 2011 – Sep 2026, after costs, compounding at 19.8% a year.
CAGR
19.8%
Out-of-sample
18.3%
Worst fall
−23.4%
Best year
+86% 2017
Worst year
-15% 2025
  • Honest assumptions. Tested on 3,682 NSE stocks, including 1,180 that were later delisted, so failed companies are counted. Costs charged: 1.1% per side (brokerage, STT, stamp duty, GST, slippage). Trades filled at the next day's open, not the signal-day close.
  • Out-of-sample check. Rules were fixed on earlier data; on 2018 – 2026, which they had not seen, the simulation returned 18.3% a year.
  • It is not smooth. The simulation fell as much as 23.4% from a peak, and lost 15% in 2025. Momentum strategies go through long flat or losing stretches.
  • Not a promise. Simulated results have limits and do not predict future returns. Real results depend on timing, costs, taxes and discipline.

The rules, in plain words

The engine follows these every time. Nothing is discretionary.

  • Only liquid NSE stocks trading above their 200-day average; thinly traded or irregular counters are excluded.
  • Stocks are ranked on long-term price momentum; the top 30 make the portfolio, sized so steadier stocks get more weight.
  • Every 40 trading sessions the list is refreshed: stocks that drop out are sold, new leaders are bought.
  • When the broad market weakens, the engine holds less and keeps the rest in cash.
  • A holding that falls 30% below its buy price is sold as a safety backstop.

Important disclosures

IndiQuant is a software company. We are not registered with SEBI as an Investment Adviser or Research Analyst. This page is published for education and transparency about how our software's model portfolio behaves. It is not investment advice, a research report, or a recommendation to buy, sell or hold any security.

Portfolio data is shown with a delay of at least 30 days, as required by SEBI's norms on the use of market price data for educational purposes, and does not reflect what the portfolio holds today. Backtest figures are hypothetical, produced by applying the rules to historical data; they have inherent limitations and do not represent actual trading. Past or simulated performance does not indicate or guarantee future results.

Investments in securities are subject to market risks. Read all related documents carefully and consult a SEBI-registered adviser before investing. IndiQuant, its founder or staff may hold positions in securities that appear on this page.