MI: GSec Filter (MIP-15)

Portfolio: Large-Mid-Small-Micro group (Nifty 500 or Nifty Total Market).

You can define the investment based on number of stocks in the portfolio.

The MIP-15 strategy incorporates all major components of the Momentum Investing Engine. It uses the Nifty-to-Bond Index ratio chart as a market trend filter. This strategy serves as a guideline to understand how relative strength chart studies can be used to identify broader market trends.

The following components of the Momentum Investing Engine are used in this strategy:

> Breakout

> Retracement for Pullback

> Trend Filter

> Ranking

> Relative Strength

> Market Trend Filter

Strategy details:

> Strategy Name: MI: GSec Filter (MIP-15)

> Universe: Nifty 500

> Market Trend Filter: Nifty 500 / Nifty GS Composite Index 20-EMA

> Performance period: 252

> Retracement: 50% from 52-week high

> Trend filter: 200-EMA

> Relative Momentum: Ratio 200-EMA

> Allocation: Reinvestment

> Ranking criteria: Volar

> Rebalance period: Monthly

> Number of stocks: 10

> Exit Rank: 20

You can copy this strategy into your basket as either a real or virtual strategy.

This strategy is meant to give you an idea of the possibilities — you should modify it according to your own approach.

You can customize the universe, allocation, and portfolio size based on your preferences.

Feel free to tweak the strategy parameters and backtest them using your selected universe and time period in RZone.

The default rebalance frequency is monthly, set to the 1st of each month. You can change this to a weekly frequency and select your preferred day.

Make sure to backtest the changes in RZone to gain confidence in your customized strategy.

 

 

Customer Support :  020-61923200,  [email protected]