Smallcap momentum portfolio

Hello Viswanath
Thank you for starting this thread. I’m really interested in rule based investing/trading but I haven’t done any consistent effort on this side.
However I’d like to track the progress you make and how your portfolio turns out. I’d very much appreciate if you can keep updating this thread at a frequency of your choice. I have a few observations

The returns over 1 years are 40% where as the whole Nifty Smallcap index itself is up 36%. That’s 4% extra return and if one can get this consistently that’s a great outcome as per me. However the effect of fees and charges may eat into the returns you make
Let me ask a few questions

1. How many stocks goes out of the portfolio evey week (rough estimate) ?
2. How do you track the returns over 6 months and 12 months. Is this data readily available on any website ?
3. From your broker you can see the total charges you’ve paid in a period ( may be one year). Could you check this and update what percentage of your portfolio went into charges ?

Questions on the strategy

1. Is there any specific reason for selecting this index ? and also for selecting average of 6 month and 1 year average returns ?
2. What percentage of your equity portfolio is invested in this momentum strategy ?
3. Do you have any stop loss or do you exit only at the end of each week if necessary ?

Thanks
Praveen