MI Strategy (MIP-12)

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

Rebalance frequency: Monthly (You can select day or change the frequency as per your preference).

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

You can select the instrument type and exchange. This is a system-based Algo and is applicable across all instruments. You can define your own group, apply filters, decide the investment amount or quantity, and customise it as per your preference.

MIP-12 builds upon the basic strategy by incorporating additional components, with the goal of improving overall performance.

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

> Strategy Name: MI Strategy (MIP-12)

> Universe: Nifty 500

> Market Trend Filter: Nifty 500 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: 20

> Exit Rank: 40

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.

If the investment amount in a single stock is less than ₹1 lakh, please select the condition “Price Below” and enter that amount in the box. This will ensure that stocks trading above that price are not included in the basket.

Customer Support :  020-61923200,  [email protected]