RANK CRITERIA : VOLAR VS DI
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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
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@Alpha-Trader thnks for update.
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@Definedge @Alpha-Trader Do you have any idea of list of index who is historical adjusted ? thanks
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Almost all groups are not historically adjusted except F&O. We'll share the list. You can use Nifty 200 instead of F&O.
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@Prashant Shah ok sir
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@Prashant-Shah Dear Sir, Can we have Group of list which are historically adjusted so can backtest accordingly can boost up confidence to do so.
Regards
Mitesh shah -
@Prashant Shah Nifty 500 is also not historically adjusted?
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Nifty 500 is adjusted. All groups except F&O are historically adjusted.
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@Prashant Shah Dear Sir, I like request you to pls provide FNO stock group historocal adjusted data.
The main reason i like to focus on this FNO stock Group is Market cap.
FNO stock Group Marketcap is 33726036CR which is 78.59 % of Nifty Total Marketcap 42912191 CR.
Its Blend of
NIFTY 50 - 50 stock
Nifty Next 50 - 45 stock
Nifty Midcap 150 - 87 stock
Nifty smallcap - 26 stock.
So in future (Next 10 year )If GDP Goes to 10Trillion, growth (78%) will come from this FNO stock.
Beacase of , I like to check historical adjusted data of FNO stock group so can get backtest data of same to compare other indices return (Nifty 500) and can start Momentum investing with proper stock group.
Regards
Mitesh shah -
@Prashant-Shah Dear sir is it possible backtest result of momentum investing avbl in export file too ?
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@Prashant-Shah Dear sir, like to understand Calculation of allocation in momentum investing for SME stock if i have in my group.
