RANK CRITERIA : VOLAR VS DI
-
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 S
hah -
F&O group is not historically adjusted, note this thing, if you're not aware about
-
@Alpha-Trader thnks for update.
-
@Definedge @Alpha-Trader Do you have any idea of list of index who is historical adjusted ? thanks
