UNIPRO RIDGE — NSE Systematic Allocation
Systematic capital allocation. Controlled drawdowns.
Regime-driven deployment. No discretion. Capacity constrained.
No discretion. No override.
Performance
Performance Overview
Compounding through regime-filtered deployment and strict drawdown control
Base 100 | Multi-year period
Benchmark: Nifty 50 (Total Return). Used for relative comparison only.
Deployment
Drawdown %
Major drawdowns highlighted for context
CAGR
28%+
Since inception
Max Drawdown
7.6%
Peak-to-trough
Win Rate
56%
Qualifying setups
Payoff Ratio
2.8x
Winner vs loser
Deployment Eff.
71%
RISK_ON windows
Years Tested
9+
Multiple cycles
Capital is deployed only during confirmed RISK_ON regimes. No partial exposure in adverse conditions.
Periods of inactivity are deliberate and reflect capital preservation.
Returns reflect systematic execution. Slippage, liquidity constraints, and capital scaling effects are considered.
Based on internal capital deployment. Includes transaction costs. No leverage. Past performance does not guarantee future results.
All results are derived from systematic execution with no discretionary override.
Data updated: End-of-day. Execution follows next-session deployment.
Positioning
Positioning
Strategy developed and deployed on proprietary capital
No external capital used during system formation
Designed for scalability, not retail activity
Capacity governed by liquidity and execution constraints
Architecture
How the System Works
01
Regime Detection
→ RISK_ON / RISK_OFF classification. Zero deployment outside confirmed RISK_ON.
02
Opportunity Filtering
→ 12-month momentum (ex-1m). Liquidity-filtered universe. Weak candidates eliminated.
03
Allocation Logic
→ Size = f(volatility, liquidity, tier). Hard exposure limits enforced mechanically.
04
Execution
→ Entry on volatility contraction breakout. Pyramid on confirmation. Exit on failure.
Edge
What Makes This Different
Momentum Persistence
12-month strength drives selection
Momentum ranked on 12-month return (ex-1m). Only sustained institutional participation qualifies.
Compression Structure
Entries only after confirmed contraction
Entry only on breakout from confirmed Compression Structure. No expansion without prior structural confirmation.
Regime Filter
Zero deployment in adverse markets
Regime gate is absolute. Full cash during RISK_OFF. No exceptions. No partial deployment.
Asymmetric Payoff
Few winners drive total returns
Returns concentrated in a small number of positions. System does not seek activity — it seeks asymmetry.
Process
Execution Example
Entry
Breakout from multi-week consolidation on above-average volume
Add
Position scaled on continuation confirmation — not on anticipation
Exit
Triggered by trend failure, stop breach, or exhaustion signal
Outcome
Asymmetric gain vs controlled, predefined loss
Deployment
Capital Deployment Behaviour
RISK_OFF Regime
Capital remains fully idle. No partial deployment. No exceptions.
Regime Confirmation
Deployment begins only after RISK_ON is confirmed. Confidence level determines initial exposure.
Graduated Exposure
Capital increases proportionally as regime strengthens and ranked opportunities expand.
Concentration by Design
Exposure concentrated in top-ranked positions only. No diversification for activity.
Low Activity
Inactivity is intentional — not signal scarcity. The system waits for asymmetric conditions.
Cash as Position
Cash is treated as an active position with defined re-entry conditions, not a passive waiting state.
Risk
Risk Management
Capital preservation is the primary objective — not return optimisation
Exposure reduced automatically as regime confidence deteriorates
Position sizing derived from volatility and liquidity — not discretion
Hard concentration limits enforced at allocation layer — no override
No recovery trading after drawdowns — system resets at next valid regime
Validation
System Validation
Walk-forward tested across 9+ years and multiple market cycles
No parameter tuning on out-of-sample data — zero leakage
Regime accuracy validated at all major drawdown periods
Deployment efficiency tracked against theoretical opportunity set
Trade classification: breakout / base / continuation — scored independently
System health score computed continuously across all pipeline layers
Interface
Live Monitoring
Internal System Interface (Preview) — Illustrative. Actual system operates on live data.
Real-time regime status — RISK_ON / RISK_OFF with confidence level
Live capital deployment level and available exposure budget
Ranked opportunity list updated each session
Active position tracking — entry, stop, target, current exposure
All signals, allocations, and execution decisions are logged and auditable.
Access
Access
Designed for Rs.5Cr+ allocations. Smaller allocations may be considered selectively.
Strategy is not open to broad participation.
Capital is accepted selectively, not continuously.
Deployment windows are limited and periodic.
Proprietary capital deployed prior to external allocation.
Current capacity utilisation: 60–70%
Next allocation review: Q3 2025 (indicative)
Access is limited and evaluated.
Access is capacity-constrained. Not all requests are accepted.
Only qualifying capital will be considered.