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Latest — 25 Dec 2025

When “Fair” Isn’t Necessary: Why RevDog Moved Away from Sector-Relative Scoring

RevDog tested sector-relative vs absolute scoring in its V2→V3 transition. With a 0.95+ rank correlation across 111 stocks, results showed normalization mattered far less than regime-aware factor gating—leading to a simpler, more robust V3 design.

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When Quality Stops Being the Signal: RITES and the Risk‑Off Regime That Prefers Ownership Over Output

In a Risk‑Off regime, RevDog’s framework deliberately de-weights ROE/ROCE and growth, elevating promoter holding and dividend yield. RITES shows strong quality metrics, yet price/200DMA weakness and execution-sensitive growth create a signal conflict that the regime resolves by gating “goo

When Quality Stops Being the Decider: ABSLAMC and the Risk‑Off Pivot from ROE to Promoters & Payouts

In a Risk-Off regime, RevDog’s framework deliberately de-weights classic quality (ROE/ROCE) and re-weights defensiveness (promoter holding, dividend yield). ABSLAMC shows the tension: strong efficiency metrics coexist with weakening price trend and mixed growth—revealing how regime gates c

Part 2: Methodology Overview — How the Regime-Aware Framework Is Implemented

Several quality and growth factors show positive rank correlation in normal markets but reverse sign during stress. This note outlines how regime-aware IC analysis drives factor gating, system modes, and exposure control across market environments.

When “Quality” Stops Protecting You: Why Factors Must Be Regime-Aware

Why do proven factors fail during market stress? This piece explores regime-aware investing, showing how institutional portfolios switch between Alpha Mode and Survival Mode to reduce drawdowns and improve long-term outcomes.

Alpha Mode vs Survival Mode: How Institutional Portfolios Adapt to Market Risk

Markets reward risk in some periods and punish it in others. This article explains why institutional portfolios operate in two modes—Alpha Mode and Survival Mode—and how regime-aware design improves returns and protects capital.

From RevDog V2 to V3: Evolving Stock Analysis for Professional Capital

RevDog V3 evolves small-cap stock analysis from score-based conviction to institution-ready decision support. By validating factor persistence, stabilizing peer comparisons, and separating macro from stock signals, V3 prioritizes reliability, risk control, and capital protection.

The Laws of Small-Cap Portfolio Engineering

Top small-cap funds don’t chase themes—they engineer portfolios built for stability, multi-theme resilience, and disciplined rotation. By blending growth engines, defensives, liquidity buffers, and cycle-aware signals, they consistently deliver high returns with controlled drawdowns.

Why Staples and Healthcare Behave as Defensive Sectors

Staples and Healthcare are deemed defensive because their demand, cash flows, and earnings remain stable across economic cycles. With low volatility, strong pricing power, and smaller drawdowns, they act as natural stabilisers when markets turn risk-off.

Nippon India Small Cap Fund – Portfolio Analysis

This fund deliberately runs a “small-cap-plus” or “extended multi-cap” strategy rather than a pure small-cap one. It sacrifices some upside in raging small-cap bull markets but protects capital much better in sharp drawdowns (2018–20, 2022, 2025 YTD are good examples).