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RANK CRITERIA : VOLAR VS DI

Scheduled Pinned Locked Moved Momentify
@definedge@prashantshah
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  • M Offline
    M Offline
    MITESH HUF SHAH
    wrote on last edited by
    #1

    Dear Sir
    I have Backtest following parameters for Momentum Investing.

    MIP 37, Period : 01-01-2000 to 30-11-2025
    Stock group - FNO stock
    Period - 252, 120, 90, 60
    RS index - Nifty 50, Index Filter Nifty 50
    Stop loss : 25 %
    Aim to study: Volar Vs Di (Enclose here Backtest Data)
    Results :
    Volar : 39.10 % CAGR Max DD: 33.72
    DI: 47.95 % CAGR Max DD : 26.74
    Hence, request you to pls provide Rank Criteria : DI in Momentum Investing.
    Regards
    Mitesh SMIP 37 VOLAR.jpg MIP 37 DI.jpg hah

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