Sir, I could get CAGR of 53% in Nifty midcap over 5 yr period. Could you please show the specifications how the 60% CAGR attained.
G
Girish Kumar G
All Replies
-
-
Hi Rajendra ji, I could see 53 % CAGR with Nifty Midcap, with specification like in market trend D Smart 20, Keep stocks, 12-24 stocks and exit rank, monthly rebalancing. I could see onky 37% CAGR in Nifty 200..
Could you please share the specific parameters or criteria you used while back-testing this impressive 60% CAGR strategy in Nifty 200?.
-
Hi Rajendraji, I am eager to know, how the CAGR is attained taking base Group as Nifty 200... The Highest CAGR i found at 53% when i back tested with Nifty Midcap, 25% retracenebt from 52 Week High, with 20 DSmart, Keep stocks- No new entry and monthly rebalancing, 12 stocks and 24 Exit Rank.. Can you please explain, how the 60% CAGR is attained with 60% positive trades..
Momentum Investing: Backtesting
Momentum Investing: Backtesting
Momentum Investing: Backtesting