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K

Krishna K

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Recent Best Controversial

    Market trend filter status
  • K Krishna K
    1. 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.
    2. In Dashboard tile or some other place , show current status of Market trend filter if enabled.
    3. 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 ?

  • momentum in bearish market
  • K Krishna K

    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.


  • Clarification on Survivorship Bias in Historical Data Used for Backtesting
  • K Krishna K

    Yep. I could see Sathyam computers in nifty50 . It means backtests are including delisted stocks.

    image.png


  • Backtesting Dual momentum
  • K Krishna K

    @Atul-Bahl We have to define custom group in Rzone and use it in Momentify.


  • Incorrect Momentum Trading Backtesting Results
  • K Krishna K

    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.


  • Backtesting Dual momentum
  • K Krishna K

    To backtest dual momentum,

    I created "group" with GoldBEES and NIFTY200 and used it. Got 18% CAGR for 2017 Jan to 2025 july.

    Screenshot 2025-07-26 082946.png

    Screenshot 2025-07-26 083042.png

    Let me know what other configs will give better results .


  • Momentum Investing weekly Straregy Backtesting
  • K Krishna K

    Hi Krishanu,

    Can you please share your Strategies settings for above results?

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