Strategy E1 is engineered to extract directional alpha from equity momentum regimes in the Indian derivatives complex. The model identifies trend persistence across liquid Nifty instruments and deploys capital through options structures that maximise convexity while capping notional exposure.
The mandate is absolute return with a target annualised return corridor, governed by strict position-level and portfolio-level risk budgets. The system operates intraday with defined entry/exit protocols derived from volatility-adjusted trend signals.
Capacity is structurally limited. Each additional unit of capital deployed reduces the available edge. Founding Partner allocations are capped per model to preserve alpha integrity.
Risk is not managed reactively. Every trade inherits a pre-computed risk envelope determined by the current volatility regime, the correlation state of the underlying, and the remaining daily risk budget.
Maximum drawdown tolerance is architecturally enforced — not through discretionary stop-losses, but through position sizing algorithms that geometrically reduce exposure as cumulative loss approaches the threshold.
Full trade log gated. Access requires NDA execution.
Annualised | Net of execution costs
Founding Partner slots remaining: 8/10 per model.