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Wright US Quant

A systematic US equity basket that invests where price trend and earnings are accelerating together

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CAGR

1D Returns

Volatility

High Volatility

Rebalancing Frequency

Quarterly

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₹1 Lac invested for could have been

Wright US Quant

Wright US Quant

The same quant process Wright Research runs in India, applied to US-listed companies and ADRs — factor scoring, macro regime modelling and risk-based position sizing, rebalanced on evidence rather than emotion.

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Rebalance?Rebalancing is the process of periodically reviewing allocations to get best results.

Research for the Wright US Quant strategy is built on the quantitative infrastructure we have developed over 7 years of systematic investing, adapted to the depth and diversity of the US market.

  • Factor research: every eligible company is scored on valuation, quality, earnings momentum, price momentum, growth and volatility — measuring not just where a company stands today but the direction in which its fundamentals are moving.
  • Macro regime modelling: the prevailing environment is classified using growth, inflation, liquidity, rate and volatility indicators, since the factors rewarded in an expansion differ from those that hold up in a slowdown.
  • Machine learning: models trained on price, fundamental and sentiment data forecast relative strength across sectors and individual names.

A signal only earns a place in the process if it survives out-of-sample testing, holds across multiple time periods and market environments, and remains economically intelligible.

Screening turns the research ranking into a concrete list of holdings. Companies scoring highly on the current factor blend move forward to a second stage of checks designed to filter out statistical artefacts, because a cheap valuation or a strong price trend can as easily signal distress as opportunity.

  • Financial health: balance sheet strength, debt servicing capacity, cash flow quality and the consistency of reported earnings are examined for every candidate, alongside trading liquidity relative to the intended position size and recent corporate actions.
  • Sector balance: exposure is capped at the sector level and the strongest-ranked names are selected within each, rather than letting the model crowd into whichever sector currently screens best.
  • Dynamic weighting: an upper cap on any single position keeps the portfolio from becoming a proxy for two or three of the largest holdings. Weights are trimmed where liquidity would make a full allocation difficult to execute or where volatility is materially higher than the portfolio average.

The outcome is a compact portfolio of roughly 12 to 20 companies, each with a documented reason for inclusion and a defined condition under which it would be removed at the next rebalance.

Risk is managed through sector caps, an upper cap on any single position and weights adjusted for liquidity and volatility, so risk contribution is spread evenly rather than rupees alone. Investments in global securities are subject to market, currency and other risks.

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PE Ratio

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Global Portfolio Management

Wright US Quant brings Wright Research's quant process to global markets. The strategy draws from the full universe of companies listed on US exchanges — household technology names, global industrial franchises, energy producers, healthcare innovators and specialist mid-cap businesses — and includes American Depositary Receipts, which bring companies headquartered outside the United States into the opportunity set.

Access to US portfolios and recommendations is facilitated by Anchorage Technologies Pvt Ltd. Global recommendations from Wright Research (Global) are exclusively and only available for Indian citizens and tax residents.

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