Wright Factor Fund follows a disciplined quantitative multi factor tactical strategy based on multiple equity factors. The strategy uses a data driven framework combining smart beta factors, technical data and alternative datasets. The approach focuses on several factor groups such as value, momentum, growth, quality and size which are considered important drivers of long term equity market performance. The investment process studies more than 300 factors across multiple factor groups and applies a top down analysis to construct a portfolio designed to capture systematic sources of alpha. Artificial intelligence and machine learning based regime modelling are used to identify changing market conditions and to guide tactical allocation and position sizing. The strategy also applies a multi layered universe filtration process to remove illiquid, distressed, overvalued and fundamentally weak stocks so that only investable names are included. The stock universe is derived from a broad market benchmark such as the BSE 500 TRI, allowing exposure across a wide set of companies. Portfolio allocations are optimized using quantitative models and the portfolio is rebalanced periodically to reflect factor signals and regime changes. The portfolio construction aims to create a scalable and resilient multi strategy equity portfolio rather than a highly concentrated set of holdings. Sector agnostic. Market cap agnostic with exposure across large cap, mid cap and small cap companies.