Investox publishes quantitative model portfolio research and systematic analytics for Indian equities — built on rigorous backtesting and disciplined research methodology.
Investox is an independent quantitative research firm focused on systematic model portfolio research for Indian equities. We design and publish rules-based model portfolios — India Edge and Alphaflux — grounded in rigorous backtesting, fundamental analysis, and disciplined research methodology.
Our research is built on the belief that data-driven, systematic approaches to analysing Indian equities can help investors and researchers better understand market dynamics, momentum patterns, and long-term capital growth frameworks.
Investox was founded by a finance professional with 12+ years of experience in Indian equity markets and quantitative research, including recognition as the winner of the TradingView Leap Competition in August 2024. All research and model portfolio data published on this platform is strictly for educational and informational purposes and does not constitute investment advice.
All offerings are research and educational in nature. Investox does not manage funds, provide personalised investment advice, or solicit investments.
Systematic, rules-based model portfolios — India Edge and Alphaflux — with full methodology, criteria documentation, and backtested performance data. For research and educational use.
Enquire →Deep quantitative analysis of Indian equity portfolios using systematic filters — momentum, relative strength, fundamentals, and risk metrics. Research and documentation support.
Enquire →Rules-based strategy design and backtesting across NSE/BSE. Methodology documentation, performance attribution reports, and factor analysis for research purposes.
Enquire →Model portfolio NAV computation, performance tracking, drawdown analysis, and benchmark comparison reporting — for research and documentation purposes only.
Enquire →Rigorous historical backtesting of systematic strategies across Indian equity markets from 2012 onwards, with risk-adjusted return analysis and market cycle evaluation.
Enquire →Published research on momentum investing, small cap selection methodology, relative strength analysis, and quantitative frameworks — freely available educational content.
Read Insights →Two systematic, rules-based research frameworks — each built for a distinct risk profile. All performance figures are backtested historical data for research purposes only.
A momentum-driven model portfolio targeting fundamentally sound small caps with 5× volume breakouts, relative strength confirmation, and improving return ratios. Base NAV ₹100 · Jan 2012.
A sector-balanced long-term model portfolio with 75% large cap core and 25% midcap kicker, rebalanced annually. Base NAV ₹100 · Dec 2011.
*All CAGR figures are backtested historical model data from Jan 2012. Not actual fund returns. Past model performance is not indicative of future results. This is for educational and research purposes only. Investox is NOT a SEBI registered entity.
A disciplined, systematic research framework applied consistently across all market cycles and model portfolio construction.
Systematic filtering across NSE/BSE using quantitative criteria — market cap, liquidity, and data quality checks to define the investable research universe.
Rigorous screening on margin trends, debt levels, return ratios (ROCE/ROE), and earnings quality to identify fundamentally strong candidates.
Volume breakout analysis, relative strength vs benchmark, RSI confirmation, and moving average filters for precise model portfolio entry identification.
Continuous model NAV computation, performance attribution, drawdown analysis and transparent backtested reporting across all research periods.
Quantitative research, market commentary and model portfolio insights from our research desk.
Why 5× volume breakouts combined with relative strength vs Nifty 50 are among the most reliable small cap momentum entry signals.
How a sector-balanced, low-churn model with a midcap kicker has historically outperformed Nifty 50 since January 2012.
Why tracking RS vs Nifty 50 consistently above 1% over a month separates real breakouts from false signals in the research model.
Have questions about our research methodology, model portfolios, or want to learn more about our quantitative approach? Reach out — we welcome research enquiries.