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G

G Heble

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Recent Best Controversial

    Fortnightly rebalancing
  • G G Heble

    Please add fortnightly rebalancing for portfolio in the rotational investing and trading systems.

    This will ensure a good mid-point between both the weekly and monthly rebalancing options.


  • Inconsistent Backtest Results
  • G G Heble

    @Yogesh Kumar Yes, I saw your post as well, thanks for testing it against your real portfolio.

    I am now struggling to get convinced to invest in the platform more until there's clarity around this aspect and the support team has not been responding.


  • Momentum Investing: Backtesting
  • G G Heble

    @Rajendra Manke these are excellent results sir, and I hope its profitable for you. Your maximum draw down is already under control.
    I need to learn P&F now in order to understand how this strategy works.
    thanks for sharing


  • Momentum Investing: Backtesting
  • G G Heble

    @Saju-Raj & @Rajendra-Manke
    I ran the same parameters on Nifty 500 group. Posting the results below so all who're viewing this thread get the correct backtest results.

    Its still a very good strategy, with a controlled drawdown, just not as good as with the Nifty 500 Multicap group. Needs to be tested in different periods though, longer periods as well.

    d2ec4782-03df-4b3d-9441-c71222f4cc1e-image.png

    Longer period backtests result in significantly higher drawdowns of 20%+.


  • Momentum Investing: Backtesting
  • G G Heble

    @Saju-Raj thanks for bringing this up. I spent some time on the weekend on the strategy shared, and was wondering why results on the Nifty 500 Multicap 50-25-25 were so different than the regular Nifty 500 group - the stocks should be the same. This explains it.

    @Prashant-Shah
    Since all the different groups and indices are available for backtesting, Please could the team do 1 of the below options

    • allow only the groups which are free of survivorship bias for backtesting
    • share a list of all the groups which are free of survivorship bias so that users can select accordingly.

    This will help members backtest on correct data, otherwise they will be misled by the results.

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