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Defensive Low Volatility

Defensive strategy targeting stable, well-established companies. Requires a large market cap (proxy for lower volatility) and selects the bottom 20 by recent price range (high-low spread) — stocks with the smallest daily swings.

About this strategy

Defensive strategy targeting stable, well-established companies. Requires a large market cap (proxy for lower volatility) and selects the bottom 20 by recent price range (high-low spread) — stocks with the smallest daily swings.

defensivelow volatilitystable
Universe
NSE Stocks XNSE
Rebalance Details
Monthly (Last Friday) Equal Weighted

Strategy Rules

Filter

Large Cap Filter

Filters the universe based on a condition:

market_cap > 20000
Rank

Lowest Daily Range (20 stocks)

Selects the bottom 20 securities ranked by high.