Backtesting Dual momentum

[Krishna K-1753338218816]

To backtest dual momentum,

I created "group" with GoldBEES and NIFTY200 and used it. Got 18% CAGR for 2017 Jan to 2025 july.

Let me know what other configs will give better results .

[prashant.shah26@gmail.com]

Try higher periods for ranking. You can also try momentum indicators in the entry setup.

[Atul Bahl-1747112770992]

Hey Krishna how did u manage to form a group of Goldbees and Nifty 200? If i do in Group manager it considers Nifty 500 (in my case) not to be a stock but just an untradeable index. Adding all current Nifty 500 stocks is out of question as survivorship bias would creep in.