My name is Yashvardhan Sarda and I am student at SMU. I have developed a quant strategy for picking stocks from a fundamental perspective. My strategy has extremely low volatility and has given a CAGR of 22% over the last 10 years from my backtest. So how does this work ?
Once a year we run our screening criteria on the stocks above a market cap of 500 million and come up with names which we then buy in equal weightage and hold for a year.
Our criteria includes statistically proven drivers of returns like companies with a strong past year growth, dividend history and companies with high gross margins , low days sales receivable. We also include companies with low debt to equity ratios . Then we also consider low scaled total accruals which are the changes in current assets and liabilities , changes in cash flow and depreciation rates .
I have been running this with my own personal funds for the last one month. During this period the nifty fell -1.8% but our fund held very steady and went up 2.6%
I am posting this year in the hopes someone who owns/works at a fund would be willing to test it under their umbrella or maybe want to invest in this.
Interested parties please email me at yashsarda31@gmail.com
Or whatsapp me at +6581291689
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