Momentum Reversal

It is based on rank and comparing with previous day value of stock price

Min Capital Required: INR 20,000

Risk Level: high

Ideal investment time: 1 year

Subscription Charge for 6 months: 1.5% of capital

IMPORTANT:These are backtest results. We do not guarantee any of the numbers below to be replicated in live stock markets. Live results will be added as and when they come in.

Returns%
57.00%
Sharpe
0.93
Risk%
61.00%
Profit Ratio
0.52
Transaction Count
1208
Max Drawdown
16.00%

S. No.

Stock

Amount

Annualized Return (%)

Annualized Volatility (%)

Sharpe Ratio

Hit Ratio

Max Drawdown (%)

Transaction Count

Download Log

Details

1 PORTFOLIO 100000.00 57.00 61.00 0.93 0.52 16.00 1208
2 BANK OF BARODA 33333.33 33.00 104.00 0.31 0.51 54.00 472
3 STATE BANK OF INDIA 33333.33 91.00 197.00 0.47 0.53 25.00 329
4 SUN TV NETWORK 33333.33 32.00 85.00 0.37 0.53 34.00 407