- In backtesting, It would be good if status of Market trend filter is displayed in current rebalance page. This tells us if we are actively trading or not.
- In Dashboard tile or some other place , show current status of Market trend filter if enabled.
- I want to use "D smart 20" market trend filter. Looks like current market is in Berish as per "D smart 20" (using nifty 500). Would like to see the chart for it.
is market trend filter "Dsmart 20" is same as "Dsmart 20" in Rzone ?
Krishna K
All Replies
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Hi Friends,
Since the Momentumify tool was introduced, the market has largely been bearish or moving sideways. Momentum strategies typically perform exceptionally well during strong bull markets, and many of us have seen impressive results in backtesting.
I'm interested in hearing about your experiences with momentum trading in the current market environment.
How has your momentum strategy performed during this bearish/sideways phase?
Which settings or approaches have worked best for you during this period?Looking forward to learning from everyone's experiences and observations.
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Yep. I could see Sathyam computers in nifty50 . It means backtests are including delisted stocks.

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@Atul-Bahl We have to define custom group in Rzone and use it in Momentify.
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Check the xls sheet , it has exit dates/PnL info. You will find all current running stocks exits on last month. This includes some of the good performing stocks which are there from long time - so returns are more on last month.
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To backtest dual momentum,
I created "group" with GoldBEES and NIFTY200 and used it. Got 18% CAGR for 2017 Jan to 2025 july.


Let me know what other configs will give better results .
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Hi Krishanu,
Can you please share your Strategies settings for above results?
Market trend filter status
momentum in bearish market
Clarification on Survivorship Bias in Historical Data Used for Backtesting
Backtesting Dual momentum
Incorrect Momentum Trading Backtesting Results
Backtesting Dual momentum
Momentum Investing weekly Straregy Backtesting