• Recent
  • Categories
  • 0 Unread 0
  • Popular
  • Tags
  • More
    • Guidelines
    • Disclaimer
  • Users
Skins
  • Light
  • Default
  • Cerulean
  • Cosmo
  • Flatly
  • Journal
  • Litera
  • Lumen
  • Lux
  • Materia
  • Minty
  • Morph
  • Pulse
  • Quartz
  • Sandstone
  • Simplex
  • Sketchy
  • Spacelab
  • United
  • Yeti
  • Zephyr
  • Dark
  • Cyborg
  • Darkly
  • Slate
  • Solar
  • Superhero
  • Vapor
Collapse
Definedge Forum Logo
P

Pranav Pareek

Pro User

About
Topics
5
Replies
13
Groups
1
Followers
0
Following
0

All Replies

Recent Best Controversial

    Platform Suggestions/Concerns
  • P Pranav Pareek

    I would like to thank the team for this systematic platform. However, please note my concerns.

    1. I understand that the platform is also being updated on the go. Over time, I have seen some features being added, some calculations reworked, some dropdowns introduced/removed, etc. However, I would advise the team to do some marking on the matured features and Beta testing features. So that as a user, when we deploy our capital then we are comfortable with the fully tested features.

    2. Request you to add a "copy strategy" option, so that if we want to make different version of our strategy for testing, we can do it easily.


  • BackTesting using Momentum Investing scanner and Momentum Trading Scanner is giving weird results since 21.11.2025.
  • P Pranav Pareek

    following, as I have running portfolios based on backtesting, would like to have a comfort at the earliest.


  • Serious Issue in Backtest Position Sizing Logic – Inflated CAGR Results
  • P Pranav Pareek

    following


  • Trading Strategy Back Testing
  • P Pranav Pareek

    Yes, even i noted. Momentify dropdown removed from Momentum trading backtesting. not sure why. Dear team, please clarify as I have a running strategy and its critical.


  • Suggestion
  • P Pranav Pareek

    I support this suggestion. Highly relevant.


  • Momentify MF Strategy
  • P Pranav Pareek

    On Moentify, I can see a MF strategy section to build MF Strategy, but I can do the backtesting of the same in RZone. Momentify strategy doesn't appear in scanner dropdown of RZone "Mutual Fund Momentum Scanner". Please guide.


  • Mutual Funds Data on Momentify
  • P Pranav Pareek

    Sir, you once mentioned in a vide that you will be bringing Mutual Funds backtesting on Momentify platform. Please introduce the data for backtesting. Also, guide on ways to optimize exit load (in some schemes) with lower churn.


  • Composite rankings in momentum scanner
  • P Pranav Pareek

    Yes, your observation is correct. I also faced the same. For the time being the way out - lets say you want to wright 252 period as 3 and 20 period as 1. then repeat 252 - 3 times and keep 20 in last cell


  • US ETFs Backtesting (Too much of ask, but still)
  • P Pranav Pareek

    Dear Team,

    I know its too much of ask, but is there a way we can do backtesting of our ETF strategy in US market for US based ETFs. Considering Indian landscape is evolving in ETFs, not too much data is available for backtest. And, our momentify platform is so capable then we can run backtests on US ETFs to get an additional perspective. It may just work fine with EOD data rather than live data.

    Regards,
    Pranav


  • Max Drawdown Calculation Discrepancy. + Please add CALMAR ratio
  • P Pranav Pareek

    Requesting the team to look into this.


  • iNAV to trading price difference column for each ETF in basket.
  • P Pranav Pareek

    I agree - this will be really helpful especially in case of overseas ETFs like MAFANG which trade at 20% premium to iNAV


  • Momentify login Not working
  • P Pranav Pareek

    I also faced this. This may be some browser cookies error. you may need to clear browser history + cookies. Alternatively, it will open in incognito mode.


  • Max Drawdown Calculation Discrepancy. + Please add CALMAR ratio
  • P Pranav Pareek

    Dear Team,

    I am an avid Momentify user. I have been testing my strategies on the platform and noted that there is probably some issue in calculation of Max Drawdown. Please refer the three screenshots below:

    As per the screenshots the max drawdown is 20.26%. This is on a capital of 10 lacs. However, if I calculate manually - the recent peak is 1047779 and recent trough is 556906 (as provided in screenshot). Since this is an equity curve for profits. I add up the same in initial portfolio value to arrive at peak portfolio value of 2047779 (1000000+1047779), and trough portfolio value of 1556906 (1000000 + 556906). So the drawdown would be 2047779 - 1556906 = 490873. This on a base of 2047779 is 24.0% vs the Max drawdown of 20.26%. Please correct me if I am wrong anywhere.

    Also, it would be beneficial to add CALMAR Ratio in testing our strategies.

    mm1.png

    mm2.png

    Many thanks for the valuable platform.

    Regards,
    Pranav

  • 1 / 1
  • Login

  • Login or register to search.
  • Blog
  • Youtube Videos
  • Refresh
  • First post
    Last post
0
  • Recent
  • Categories
  • Unread 0
  • Popular
  • Tags
  • More
    • Guidelines
    • Disclaimer
  • Users
  • Login

  • Login or register to search.
  • Blog
  • Youtube Videos
  • Refresh