One combined switch model: DOM_Index 21d SMA rising goes long RM leaders; DOM_Index 21d SMA falling + RM rising shorts RM laggards; everything else is cash.
Champion model rules
| State | Chart color | Condition from completed close | Basket | Action |
|---|---|---|---|---|
| Long | Green band | DOM_Index 21d SMA rising | RM leaders | Long from next open to next rebalance open |
| Short | Red band | DOM_Index 21d SMA falling + RM rising | RM laggards | Short from next open to next rebalance open |
| Cash | Gray band | Neither rule active | None | No exposure |
Champion model evaluation (effective N≈1.4 of 2 (signals overlap) · PBO nan · costs/slippage ignored)
Champion combines the preferred long and short reads into one switch: long leaders when the 21d SMA of DOM_Index is rising, short laggards when the 21d SMA of DOM_Index is falling while RM leaders still beat laggards, and cash otherwise. Both daily and weekly rebalance versions use executable open-to-open returns; costs/slippage are ignored by default. For Champion rows, value-add is a timing diagnostic against an exposure-matched active basket, not a plain buy-and-hold benchmark. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Weekly Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +15% | 0.52 | 1.30 | 1.36 | +0% | 1908% | 63% | +0.04 | 0.03 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +7% | 0.16 | 0.28 | 0.60 | +0% | 8383% | 68% | +0.01 | 0.14 | 1.00 | ✗ fragile |
Comparison switch models: base uses adaptive CMA_DOM long timing and DOM+RM short timing; quality uses DOM rising quality leaders and DOM falling non-quality laggards.
Challenger model rules
| Model | State | Chart color | Condition from completed close | Basket | Action |
|---|---|---|---|---|---|
| Base | Long | Green band | Adaptive CMA_DOM rising | RM leaders | Long from next open to next rebalance open |
| Base | Short | Red band | RM rising + DOM_Index 21d SMA falling | RM laggards | Short from next open to next rebalance open |
| Quality | Long | Green band | DOM_Index 21d SMA rising | Quality leaders | Long from next open to next rebalance open |
| Quality | Short | Red band | DOM_Index 21d SMA falling | Non-quality laggards | Short from next open to next rebalance open |
| Both | Cash | Gray band | Neither rule active | None | No exposure |
Challenger model evaluation (effective N≈1.7 of 4 (signals overlap) · PBO 0.88 · costs/slippage ignored)
Challenger contains two comparison switches. The base challenger is unchanged: long RM leaders when the adaptive Critical MA of DOM (CMA_DOM) is rising, short RM laggards when RM is rising while the 21d SMA of DOM_Index is falling, and cash otherwise. The quality challenger tests the DOE-aware idea: long quality leaders when DOM is rising, short non-quality laggards when DOM is falling, and cash otherwise. Quality leaders require high DOM-RM and high DOE-strength rank; non-quality laggards require low ranks on both. Both daily and weekly rebalance versions use executable open-to-open returns; costs/slippage are ignored by default. For Challenger rows, value-add is a timing diagnostic against an exposure-matched active basket, not a plain buy-and-hold benchmark. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Weekly Challenger · adaptive CMA rising long / RM rising + DOM 21SMA falling short | +10% | 0.31 | 0.77 | 0.92 | +0% | 2070% | 61% | +0.03 | 0.20 | 1.00 | ✗ fragile |
| Daily Challenger · adaptive CMA rising long / RM rising + DOM 21SMA falling short | +8% | 0.22 | 0.42 | 0.73 | +0% | 8036% | 66% | +0.02 | 0.20 | 1.00 | ✗ fragile |
| Daily Quality Challenger · DOM 21SMA rising quality leaders / DOM 21SMA falling non-quality laggards short | +9% | 0.15 | 0.26 | 0.55 | +0% | 0% | 100% | +0.00 | 1.00 | 1.00 | ◐ diagnostic |
| Weekly Quality Challenger · DOM 21SMA rising quality leaders / DOM 21SMA falling non-quality laggards short | +6% | 0.11 | 0.22 | 0.40 | +0% | 0% | 100% | +0.00 | 1.00 | 1.00 | ◐ diagnostic |
Daily long book: completed-close breadth signal and RM cohort, entered at the next open and held for the next open-to-open leg. Includes RM leaders, DOE-aware quality leaders, and the adaptive-CMA long / DOM+RM short switch row; inactive days sit in cash.
Daily long strategy evaluation (effective N≈3.2 of 15 (signals overlap) · PBO 0.44 · costs/slippage ignored)
Daily rebalance: signals and RM cohorts are computed after day T close, entered/rebalanced at day T+1 open, and scored from day T+1 open to day T+2 open; costs/slippage are ignored by default. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 7 · Leaders · McClellan Oscillator > 0 | +22% | 1.04 | 3.08 | 2.47 | +10% | 3550% | 49% | +0.89 | 0.00 | 0.52 | ✗ fragile |
| 7b · Leaders · Normalized McClellan (z) > 0 | +15% | 0.71 | 1.96 | 1.64 | +6% | 1330% | 46% | +0.57 | 0.09 | 0.80 | ⚠ caution |
| 1 · Leaders · DOM 21SMA rising + RM rising | +9% | 0.64 | 1.97 | 3.13 | +5% | 4001% | 18% | +0.52 | 0.04 | 0.28 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +13% | 0.58 | 1.44 | 2.05 | +6% | 1295% | 34% | +0.45 | 0.09 | 1.00 | ✗ fragile |
| 10 · Market · Majority above 200DMA | +12% | 0.54 | 0.91 | 1.47 | +5% | 671% | 54% | +0.40 | 0.15 | 0.83 | ✗ fragile |
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +8% | 0.49 | 1.40 | 2.21 | +4% | 832% | 20% | +0.37 | 0.09 | 1.00 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +8% | 0.46 | 1.19 | 2.21 | +4% | 786% | 18% | +0.34 | 0.09 | 0.78 | ✗ fragile |
| 3 · Market · DOM 21SMA rising | +10% | 0.39 | 1.10 | 2.15 | +5% | 1249% | 33% | +0.26 | 0.09 | 0.88 | ⚠ caution |
| 6 · Leaders · Majority above 200DMA | +12% | 0.37 | 0.66 | 1.10 | +4% | 671% | 54% | +0.22 | 0.20 | 1.00 | ✗ fragile |
| 2d · Quality leaders · DOM 21SMA rising | +12% | 0.37 | 0.99 | 1.87 | +5% | 1249% | 33% | +0.21 | 0.09 | 0.93 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +10% | 0.32 | 0.85 | 1.50 | +4% | 1249% | 33% | +0.19 | 0.15 | 0.81 | ✗ fragile |
| 4 · Leaders · Golden Cross rising | +12% | 0.29 | 0.70 | 1.31 | +4% | 994% | 47% | +0.14 | 0.15 | 0.69 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +8% | 0.26 | 0.54 | 1.03 | +2% | 682% | 36% | +0.13 | 0.25 | 0.96 | ⚠ caution |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +10% | 0.25 | 0.47 | 0.88 | +0% | 8174% | 66% | +0.02 | 0.09 | 1.00 | ✗ fragile |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +5% | 0.15 | 0.32 | 0.78 | +1% | 1677% | 32% | +0.02 | 0.46 | 1.00 | ✗ fragile |
Daily short book: completed-close breadth signal and RM cohort, entered at the next open and held for the next open-to-open leg. Positive equity means the short book made money.
Daily short strategy evaluation (effective N≈2.2 of 15 (signals overlap) · PBO 0.00 · costs/slippage ignored)
Daily rebalance: signals and RM cohorts are computed after day T close, entered/rebalanced at day T+1 open, and scored from day T+1 open to day T+2 open; costs/slippage are ignored by default. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 7 · Laggards short · McClellan Oscillator < 0 | +24% | 1.54 | 3.30 | 3.43 | +22% | 3550% | 51% | +1.59 | 0.00 | 0.31 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +14% | 0.37 | 0.64 | 2.64 | +14% | 1572% | 36% | +0.41 | 0.00 | 1.00 | ✓ robust |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +10% | 0.23 | 0.34 | 1.33 | +11% | 1330% | 54% | +0.28 | 0.01 | 0.60 | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | +2% | 0.04 | 0.06 | 0.32 | +5% | 671% | 46% | +0.09 | 0.23 | 0.80 | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | +2% | 0.03 | 0.04 | 0.23 | +6% | 1249% | 67% | +0.09 | 0.13 | 0.29 | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +2% | 0.04 | 0.05 | 0.34 | +4% | 694% | 43% | +0.08 | 0.23 | 1.00 | ✗ fragile |
| 10 · Market short · Majority below 200DMA | -0% | -0.00 | -0.01 | -0.03 | +5% | 671% | 46% | +0.08 | 0.23 | — | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | -1% | -0.02 | -0.03 | -0.15 | +5% | 1249% | 67% | +0.08 | 0.13 | — | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | +1% | 0.03 | 0.04 | 0.34 | +3% | 856% | 24% | +0.07 | 0.33 | 0.88 | ✗ fragile |
| 4 · Laggards short · Death Cross rising | +1% | 0.02 | 0.02 | 0.13 | +4% | 994% | 53% | +0.07 | 0.24 | -0.59 | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -3% | -0.05 | -0.06 | -0.36 | +6% | 1249% | 67% | +0.06 | 0.13 | — | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | -3% | -0.04 | -0.05 | -0.23 | +4% | 1249% | 67% | +0.06 | 0.22 | — | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | -3% | -0.05 | -0.07 | -0.52 | -0% | 8174% | 35% | -0.00 | 0.60 | — | ✗ fragile |
| 12 · Leaders short · DOM 21SMA falling + RM rising | -8% | -0.11 | -0.15 | -1.30 | -3% | 8174% | 35% | -0.03 | 0.84 | — | ✗ fragile |
| 11 · Laggards short · RM rising | -8% | -0.11 | -0.17 | -1.19 | -5% | 11504% | 53% | -0.06 | 0.89 | — | ✗ fragile |
Weekly long book: the prior trading close before the first trading open of the week sets the signal and cohort, held until the next weekly rebalance open. Includes RM leaders, DOE-aware quality leaders, and the adaptive-CMA long / DOM+RM short switch row.
Weekly long strategy evaluation (effective N≈3.1 of 15 (signals overlap) · PBO 0.97 · costs/slippage ignored)
Weekly rebalance: signals and RM cohorts are computed from the prior trading close before the first trading open of each week, then held until the next weekly rebalance open; costs/slippage are ignored by default. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 7b · Leaders · Normalized McClellan (z) > 0 | +14% | 0.52 | 1.30 | 1.53 | +5% | 1145% | 45% | +0.35 | 0.25 | 0.90 | ⚠ caution |
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +7% | 0.49 | 1.31 | 2.10 | +3% | 486% | 20% | +0.34 | 0.25 | 0.81 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +7% | 0.47 | 1.15 | 2.22 | +3% | 439% | 18% | +0.33 | 0.25 | 0.93 | ✗ fragile |
| 2d · Quality leaders · DOM 21SMA rising | +12% | 0.46 | 1.25 | 1.84 | +4% | 809% | 33% | +0.27 | 0.25 | 0.95 | ✗ fragile |
| 3 · Market · DOM 21SMA rising | +8% | 0.37 | 0.99 | 1.72 | +4% | 809% | 33% | +0.24 | 0.25 | 0.95 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +10% | 0.38 | 0.86 | 1.41 | +3% | 832% | 35% | +0.22 | 0.25 | 0.54 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +10% | 0.37 | 0.77 | 1.28 | +3% | 682% | 36% | +0.22 | 0.25 | 0.69 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +10% | 0.35 | 0.87 | 1.48 | +3% | 809% | 33% | +0.20 | 0.25 | 0.98 | ✗ fragile |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +7% | 0.33 | 0.75 | 1.37 | +2% | 1006% | 33% | +0.18 | 0.35 | 0.78 | ✗ fragile |
| 10 · Market · Majority above 200DMA | +9% | 0.29 | 0.55 | 1.08 | +3% | 393% | 53% | +0.15 | 0.35 | 1.00 | ✗ fragile |
| 7 · Leaders · McClellan Oscillator > 0 | +13% | 0.27 | 0.74 | 1.37 | +4% | 1838% | 50% | +0.11 | 0.25 | 1.00 | ✗ fragile |
| 6 · Leaders · Majority above 200DMA | +9% | 0.23 | 0.40 | 0.81 | +1% | 393% | 53% | +0.06 | 0.41 | 1.00 | ✗ fragile |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +13% | 0.49 | 1.05 | 1.21 | +0% | 2000% | 61% | +0.04 | 0.25 | 1.00 | ✗ fragile |
| 1 · Leaders · DOM 21SMA rising + RM rising | +4% | 0.16 | 0.42 | 1.15 | +1% | 1041% | 19% | +0.02 | 0.35 | 0.35 | ✗ fragile |
| 4 · Leaders · Golden Cross rising | +9% | 0.17 | 0.43 | 0.95 | +2% | 439% | 47% | +0.00 | 0.35 | 1.00 | ✗ fragile |
Weekly short book: the prior trading close before the first trading open of the week sets the signal and RM cohort, held until the next weekly rebalance open.
Weekly short strategy evaluation (effective N≈2.3 of 15 (signals overlap) · PBO 0.24 · costs/slippage ignored)
Weekly rebalance: signals and RM cohorts are computed from the prior trading close before the first trading open of each week, then held until the next weekly rebalance open; costs/slippage are ignored by default. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 7 · Laggards short · McClellan Oscillator < 0 | +12% | 0.34 | 0.77 | 1.72 | +12% | 1838% | 50% | +0.38 | 0.03 | 0.50 | ✗ fragile |
| 12 · Leaders short · DOM 21SMA falling + RM rising | +5% | 0.12 | 0.27 | 0.93 | +6% | 1862% | 30% | +0.20 | 0.14 | -0.01 | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | +5% | 0.16 | 0.29 | 1.22 | +6% | 1862% | 30% | +0.20 | 0.14 | 0.25 | ✗ fragile |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +6% | 0.12 | 0.18 | 0.76 | +7% | 1145% | 55% | +0.17 | 0.14 | 0.34 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +5% | 0.10 | 0.14 | 0.98 | +6% | 1041% | 35% | +0.14 | 0.14 | 1.00 | ✗ fragile |
| 11 · Laggards short · RM rising | +3% | 0.07 | 0.12 | 0.50 | +5% | 2509% | 49% | +0.12 | 0.18 | 0.40 | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +2% | 0.03 | 0.04 | 0.25 | +3% | 694% | 43% | +0.07 | 0.32 | 1.00 | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | -3% | -0.04 | -0.06 | -0.34 | +4% | 809% | 67% | +0.05 | 0.27 | — | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | -4% | -0.06 | -0.08 | -0.37 | +3% | 809% | 67% | +0.05 | 0.28 | — | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | -0% | -0.00 | -0.00 | -0.02 | +3% | 809% | 67% | +0.04 | 0.32 | — | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | +0% | 0.00 | 0.00 | 0.03 | +3% | 416% | 46% | +0.04 | 0.38 | 1.00 | ✗ fragile |
| 10 · Market short · Majority below 200DMA | -3% | -0.05 | -0.08 | -0.45 | +2% | 416% | 46% | +0.03 | 0.40 | — | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -5% | -0.07 | -0.10 | -0.59 | +2% | 809% | 67% | +0.03 | 0.38 | — | ✗ fragile |
| 4 · Laggards short · Death Cross rising | -3% | -0.04 | -0.06 | -0.35 | +0% | 439% | 53% | +0.00 | 0.56 | — | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | -2% | -0.04 | -0.05 | -0.46 | -0% | 532% | 24% | -0.01 | 0.56 | — | ✗ fragile |
Breadth computed over 50 of 50 Nifty 50 constituents present in the data.
Nifty 50 Champion replication rules
| State | Chart color | Overall Champion clock | Basket | Action |
|---|---|---|---|---|
| Long | Green band | Overall state is Long (global DOM 21d SMA rising) | Nifty 50 RM leaders | Long from next open to next rebalance open |
| Short | Red band | Overall state is Short (global DOM 21d SMA falling + RM rising) | Nifty 50 RM laggards | Short from next open to next rebalance open |
| Cash | Gray band | Overall state is Cash | None | No exposure |
Nifty 50 Champion model evaluation (effective N≈1.4 of 2 (signals overlap) · PBO nan · costs/slippage ignored)
Nifty 50 Champion is a replication of the overall Champion timing: the green/red/gray state comes from the full-market Champion Model tab, while the traded basket is this tab's own top/bottom 10% RM cohort. That means timing is global, selection is local. Daily and weekly versions use executable open-to-open returns; costs/slippage are ignored by default. For Champion rows, value-add is a timing diagnostic against an exposure-matched active basket, not a plain buy-and-hold benchmark. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Weekly Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +14% | 0.48 | 1.07 | 1.24 | +0% | 1908% | 63% | +0.04 | 0.03 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +1% | 0.02 | 0.04 | 0.09 | +0% | 8383% | 68% | +0.00 | 0.39 | 1.00 | ✗ fragile |
Nifty 50 Momentum (RM) Ranking
Top 5 / bottom 5 Nifty 50 stocks by Relative Momentum (RM) within the index — strongest vs weakest momentum, with calendar 1W/1M/3M returns. A ★ marks names also present in the F&O universe.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:SHRIRAMFIN★ | 169.47 | 100 | +1.04% | +7.64% | +17.37% |
| 2 | NSE:HINDALCO★ | 155.45 | 98 | +1.35% | +11.40% | -4.60% |
| 3 | NSE:TATASTEEL★ | 103.56 | 96 | +2.18% | +2.04% | -10.67% |
| 4 | NSE:JSWSTEEL★ | 86.06 | 94 | +4.29% | +7.75% | +3.66% |
| 5 | NSE:BAJFINANCE★ | 77.14 | 92 | +0.44% | +3.50% | +16.64% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:TCS★ | -175.58 | 0 | -0.83% | -1.12% | -0.27% |
| 2 | NSE:INFY★ | -168.39 | 2 | +0.02% | +3.78% | -4.08% |
| 3 | NSE:WIPRO★ | -144.51 | 4 | -1.23% | -0.66% | -12.95% |
| 4 | NSE:HCLTECH★ | -140.14 | 6 | -1.99% | +0.20% | +11.76% |
| 5 | NSE:ITC★ | -94.92 | 8 | +1.20% | -5.46% | -10.41% |
Nifty 50 Champion + Breadth Charts
Breadth computed over 54 of 54 Nifty Next 50 constituents present in the data.
Nifty Next 50 Champion replication rules
| State | Chart color | Overall Champion clock | Basket | Action |
|---|---|---|---|---|
| Long | Green band | Overall state is Long (global DOM 21d SMA rising) | Nifty Next 50 RM leaders | Long from next open to next rebalance open |
| Short | Red band | Overall state is Short (global DOM 21d SMA falling + RM rising) | Nifty Next 50 RM laggards | Short from next open to next rebalance open |
| Cash | Gray band | Overall state is Cash | None | No exposure |
Nifty Next 50 Champion model evaluation (effective N≈1.4 of 2 (signals overlap) · PBO nan · costs/slippage ignored)
Nifty Next 50 Champion is a replication of the overall Champion timing: the green/red/gray state comes from the full-market Champion Model tab, while the traded basket is this tab's own top/bottom 10% RM cohort. That means timing is global, selection is local. Daily and weekly versions use executable open-to-open returns; costs/slippage are ignored by default. For Champion rows, value-add is a timing diagnostic against an exposure-matched active basket, not a plain buy-and-hold benchmark. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Weekly Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +8% | 0.20 | 0.41 | 0.52 | +0% | 1908% | 63% | +0.02 | 0.38 | 1.00 | ✗ fragile |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +3% | 0.04 | 0.08 | 0.17 | +0% | 8383% | 68% | +0.01 | 0.38 | 1.00 | ✗ fragile |
Nifty Next 50 Momentum (RM) Ranking
Top 5 / bottom 5 Nifty Next 50 stocks by Relative Momentum (RM) within the index — strongest vs weakest momentum, with calendar 1W/1M/3M returns. A ★ marks names also present in the F&O universe.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:VEDL★ | 120.11 | 100 | +9.10% | +8.26% | -16.93% |
| 2 | NSE:HINDZINC★ | 117.38 | 98 | +12.48% | +18.29% | -3.23% |
| 3 | NSE:ADANIPOWER★ | 117.30 | 96 | +1.56% | -3.16% | -15.27% |
| 4 | NSE:CUMMINSIND★ | 98.23 | 94 | -0.38% | -7.63% | -4.03% |
| 5 | NSE:MUTHOOTFIN★ | 97.72 | 92 | +12.17% | +5.98% | -3.74% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:LTM★ | -89.44 | 0 | -2.29% | +6.42% | +12.33% |
| 2 | NSE:IRFC★ | -77.75 | 2 | +0.61% | -2.76% | -13.68% |
| 3 | NSE:LODHA★ | -65.34 | 4 | +4.55% | +5.53% | +39.98% |
| 4 | NSE:GODREJCP★ | -51.30 | 6 | -0.77% | -14.05% | -10.56% |
| 5 | NSE:HYUNDAI★ | -32.41 | 8 | +3.47% | +13.37% | +19.43% |
Nifty Next 50 Champion + Breadth Charts
Breadth computed over 504 of 504 Nifty 500 constituents present in the data.
Nifty 500 Champion replication rules
| State | Chart color | Overall Champion clock | Basket | Action |
|---|---|---|---|---|
| Long | Green band | Overall state is Long (global DOM 21d SMA rising) | Nifty 500 RM leaders | Long from next open to next rebalance open |
| Short | Red band | Overall state is Short (global DOM 21d SMA falling + RM rising) | Nifty 500 RM laggards | Short from next open to next rebalance open |
| Cash | Gray band | Overall state is Cash | None | No exposure |
Nifty 500 Champion model evaluation (effective N≈1.4 of 2 (signals overlap) · PBO nan · costs/slippage ignored)
Nifty 500 Champion is a replication of the overall Champion timing: the green/red/gray state comes from the full-market Champion Model tab, while the traded basket is this tab's own top/bottom 10% RM cohort. That means timing is global, selection is local. Daily and weekly versions use executable open-to-open returns; costs/slippage are ignored by default. For Champion rows, value-add is a timing diagnostic against an exposure-matched active basket, not a plain buy-and-hold benchmark. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Weekly Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +18% | 0.52 | 1.38 | 1.48 | +0% | 1908% | 63% | +0.05 | 0.02 | 1.00 | ✓ robust |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +8% | 0.14 | 0.28 | 0.65 | +0% | 8383% | 68% | +0.02 | 0.12 | 1.00 | ✗ fragile |
Nifty 500 Momentum (RM) Ranking
Top 15 / bottom 15 Nifty 500 stocks by Relative Momentum (RM) within the index — strongest vs weakest momentum, with calendar 1W/1M/3M returns. A ★ marks names also present in the F&O universe.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:ACUTAAS | 300.00 | 99 | +0.90% | -3.27% | +7.35% |
| 2 | NSE:NATIONALUM★ | 300.00 | 100 | +3.30% | +17.67% | -4.06% |
| 3 | NSE:HINDCOPPER | 300.00 | 100 | +0.22% | +15.27% | +0.01% |
| 4 | NSE:DATAPATTNS | 300.00 | 100 | +0.11% | +4.38% | +16.52% |
| 5 | NSE:POWERINDIA★ | 281.16 | 99 | -2.00% | +4.99% | -7.97% |
| 6 | NSE:GVT&D★ | 270.12 | 99 | +5.85% | +3.28% | -10.48% |
| 7 | NSE:MCX★ | 235.38 | 99 | +12.68% | +21.59% | +1.29% |
| 8 | NSE:VEDL★ | 234.57 | 98 | +9.10% | +8.26% | -16.93% |
| 9 | NSE:HFCL | 234.31 | 98 | +4.13% | +22.51% | +45.79% |
| 10 | NSE:HINDZINC★ | 232.77 | 98 | +12.48% | +18.29% | -3.23% |
| 11 | NSE:CHENNPETRO | 227.57 | 98 | -4.53% | +17.64% | +34.83% |
| 12 | NSE:BHEL★ | 219.00 | 98 | -1.02% | -0.11% | -0.54% |
| 13 | NSE:ADANIENSOL★ | 218.03 | 98 | +1.93% | -7.80% | +7.33% |
| 14 | NSE:NETWEB | 216.35 | 97 | +4.08% | +20.85% | +36.87% |
| 15 | NSE:WELCORP | 214.69 | 97 | +16.86% | +44.19% | +74.88% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:MAPMYINDIA | -201.00 | 0 | +0.09% | -10.92% | +19.66% |
| 2 | NSE:NEWGEN | -194.24 | 0 | +0.85% | +3.57% | +20.28% |
| 3 | NSE:ZENSARTECH | -187.70 | 0 | -1.26% | -8.45% | -3.26% |
| 4 | NSE:HEXT | -166.51 | 1 | +0.30% | -1.42% | +9.26% |
| 5 | NSE:COHANCE | -166.35 | 1 | +3.47% | +8.03% | +6.31% |
| 6 | NSE:LTTS | -152.36 | 1 | +0.06% | +1.29% | +0.07% |
| 7 | NSE:BSOFT | -141.61 | 1 | -4.04% | +0.03% | -9.51% |
| 8 | NSE:BLS | -132.64 | 2 | -12.39% | +0.11% | -10.40% |
| 9 | NSE:SONATSOFTW | -130.95 | 2 | -2.71% | +2.08% | +10.87% |
| 10 | NSE:ECLERX | -128.96 | 2 | +6.06% | +7.30% | +24.03% |
| 11 | NSE:TATAELXSI★ | -128.83 | 2 | -0.27% | +2.69% | -15.81% |
| 12 | NSE:LTM★ | -122.03 | 2 | -2.29% | +6.42% | +12.33% |
| 13 | NSE:TCS★ | -114.26 | 2 | -0.83% | -1.12% | -0.27% |
| 14 | NSE:KPITTECH★ | -113.69 | 3 | +0.15% | +0.82% | -24.81% |
| 15 | NSE:WHIRLPOOL | -113.00 | 3 | +2.42% | -2.91% | -9.75% |
Nifty 500 Champion + Breadth Charts
Breadth + RM over 211 of 211 NSE F&O stocks.
F&O Champion replication rules
| State | Chart color | Overall Champion clock | Basket | Action |
|---|---|---|---|---|
| Long | Green band | Overall state is Long (global DOM 21d SMA rising) | F&O RM leaders | Long from next open to next rebalance open |
| Short | Red band | Overall state is Short (global DOM 21d SMA falling + RM rising) | F&O RM laggards | Short from next open to next rebalance open |
| Cash | Gray band | Overall state is Cash | None | No exposure |
F&O Champion model evaluation (effective N≈1.4 of 2 (signals overlap) · PBO nan · costs/slippage ignored)
F&O Champion is a replication of the overall Champion timing: the green/red/gray state comes from the full-market Champion Model tab, while the traded basket is this tab's own top/bottom 10% RM cohort. That means timing is global, selection is local. Daily and weekly versions use executable open-to-open returns; costs/slippage are ignored by default. For Champion rows, value-add is a timing diagnostic against an exposure-matched active basket, not a plain buy-and-hold benchmark. Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real movement edge). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Turn = exposure-state turnover only; it does not include underlying RM constituent churn. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Weekly Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +23% | 0.76 | 2.25 | 1.77 | +0% | 1908% | 63% | +0.07 | 0.00 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +11% | 0.21 | 0.40 | 0.81 | +0% | 8383% | 68% | +0.02 | 0.06 | 1.00 | ✗ fragile |
F&O Momentum (RM) Ranking
The 211 NSE F&O stocks ranked by Relative Momentum (RM) — leaders are the strongest momentum names, laggards the weakest. RM is computed relative to the F&O peer group; returns are calendar 1W/1M/3M. Below: overall F&O breadth.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:POWERINDIA | 213.24 | 100 | -2.00% | +4.99% | -7.97% |
| 2 | NSE:NATIONALUM | 205.08 | 100 | +3.30% | +17.67% | -4.06% |
| 3 | NSE:MCX | 200.11 | 99 | +12.68% | +21.59% | +1.29% |
| 4 | NSE:GVT&D | 195.18 | 99 | +5.85% | +3.28% | -10.48% |
| 5 | NSE:BHEL | 169.83 | 98 | -1.02% | -0.11% | -0.54% |
| 6 | NSE:HINDZINC | 163.60 | 98 | +12.48% | +18.29% | -3.23% |
| 7 | NSE:HINDALCO | 161.36 | 97 | +1.35% | +11.40% | -4.60% |
| 8 | NSE:VEDL | 160.34 | 97 | +9.10% | +8.26% | -16.93% |
| 9 | NSE:LAURUSLABS | 153.99 | 96 | +4.73% | +10.13% | +37.35% |
| 10 | NSE:BANKINDIA | 144.34 | 96 | +3.00% | +5.86% | +0.66% |
| 11 | NSE:MUTHOOTFIN | 131.28 | 95 | +12.17% | +5.98% | -3.74% |
| 12 | NSE:ADANIPOWER | 129.03 | 95 | +1.56% | -3.16% | -15.27% |
| 13 | NSE:BSE | 127.37 | 94 | -0.79% | -5.97% | -24.47% |
| 14 | NSE:SAIL | 110.92 | 94 | +12.82% | +19.85% | -4.39% |
| 15 | NSE:CANBK | 106.11 | 93 | +0.29% | +1.72% | -2.78% |
| 16 | NSE:JSWSTEEL | 103.81 | 93 | +4.29% | +7.75% | +3.66% |
| 17 | NSE:BANKBARODA | 100.88 | 92 | -1.02% | -0.61% | -10.37% |
| 18 | NSE:TATASTEEL | 98.04 | 92 | +2.18% | +2.04% | -10.67% |
| 19 | NSE:ADANIENSOL | 93.26 | 91 | +1.93% | -7.80% | +7.33% |
| 20 | NSE:KEI | 91.15 | 91 | -2.48% | +13.69% | +4.42% |
| 21 | NSE:LTF | 90.67 | 90 | +2.16% | +3.19% | +13.97% |
| 22 | NSE:NMDC | 89.68 | 90 | +5.83% | +5.62% | -2.71% |
| 23 | NSE:NYKAA | 87.89 | 89 | +3.86% | +4.06% | +27.65% |
| 24 | NSE:RBLBANK | 87.82 | 89 | +0.26% | +5.42% | +11.11% |
| 25 | NSE:ABCAPITAL | 85.76 | 88 | +3.54% | +2.38% | +12.93% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:INFY | -138.97 | 0 | +0.02% | +3.78% | -4.08% |
| 2 | NSE:TATAELXSI | -127.64 | 0 | -0.27% | +2.69% | -15.81% |
| 3 | NSE:KAYNES | -124.12 | 1 | +5.46% | +26.74% | +22.22% |
| 4 | NSE:HCLTECH | -121.33 | 1 | -1.99% | +0.20% | +11.76% |
| 5 | NSE:TCS | -119.76 | 2 | -0.83% | -1.12% | -0.27% |
| 6 | NSE:MPHASIS | -118.10 | 2 | -1.01% | +2.89% | +5.95% |
| 7 | NSE:KPITTECH | -117.38 | 3 | +0.15% | +0.82% | -24.81% |
| 8 | NSE:LTM | -113.16 | 3 | -2.29% | +6.42% | +12.33% |
| 9 | NSE:WIPRO | -103.93 | 4 | -1.23% | -0.66% | -12.95% |
| 10 | NSE:COFORGE | -103.19 | 4 | +3.69% | +23.00% | +32.13% |
| 11 | NSE:PERSISTENT | -96.30 | 5 | +1.46% | +6.12% | +9.49% |
| 12 | NSE:DIXON | -83.13 | 5 | +1.89% | +6.70% | +26.23% |
| 13 | NSE:PIIND | -78.97 | 6 | +0.13% | -8.54% | -11.61% |
| 14 | NSE:INOXWIND | -72.95 | 6 | -0.73% | -6.43% | -23.92% |
| 15 | NSE:IEX | -70.48 | 7 | -0.81% | -3.76% | -4.29% |
| 16 | NSE:PATANJALI | -68.22 | 7 | -0.80% | +0.37% | -25.25% |
| 17 | NSE:GODREJPROP | -62.18 | 8 | +1.38% | -2.10% | +15.62% |
| 18 | NSE:UNOMINDA | -59.36 | 8 | -0.94% | +8.40% | +13.01% |
| 19 | NSE:HDFCLIFE | -57.90 | 9 | +3.11% | +0.03% | -10.64% |
| 20 | NSE:DLF | -56.75 | 9 | +0.39% | +3.32% | +14.02% |
| 21 | NSE:JIOFIN | -56.69 | 10 | -0.88% | +2.05% | +0.14% |
| 22 | NSE:IREDA | -55.84 | 10 | +4.28% | -1.24% | -8.29% |
| 23 | NSE:SUPREMEIND | -54.17 | 11 | -1.94% | +6.05% | -0.87% |
| 24 | NSE:GODREJCP | -53.44 | 11 | -0.77% | -14.05% | -10.56% |
| 25 | NSE:SBICARD | -52.78 | 12 | +5.84% | +2.34% | +4.99% |
F&O Champion + Breadth Charts
RM252 Daily Leaders/Laggards
RM252: latest completed daily close (26-Aug-2026) using 252 trading-day Janus RM. Returns are calendar-anchored; blank means no nearby close. This is the RM definition used by the strategy and Champion baskets. A ★ marks names also present in the F&O universe.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:AEROFLEX | 300.00 | 99 | +13.12% | +28.27% | +33.02% |
| 2 | NSE:HFCL | 300.00 | 99 | +4.13% | +22.51% | +45.79% |
| 3 | NSE:KMEW | 300.00 | 100 | +1.07% | +14.42% | +29.34% |
| 4 | NSE:SANSERA | 300.00 | 100 | -1.48% | +17.22% | +33.22% |
| 5 | NSE:SANDUMA | 300.00 | 100 | +6.73% | +5.81% | -11.66% |
| 6 | NSE:RICOAUTO | 300.00 | 100 | +1.26% | -10.19% | +9.36% |
| 7 | NSE:CPPLUS | 300.00 | 99 | +6.87% | -0.77% | +33.28% |
| 8 | NSE:PREMEXPLN | 300.00 | 100 | +1.22% | +0.31% | -7.49% |
| 9 | NSE:TDPOWERSYS | 300.00 | 100 | -5.82% | +27.52% | +6.47% |
| 10 | NSE:ACUTAAS | 300.00 | 99 | +0.90% | -3.27% | +7.35% |
| 11 | NSE:THANGAMAYL | 300.00 | 100 | -0.34% | -24.82% | +44.42% |
| 12 | NSE:PRECWIRE | 300.00 | 100 | +0.59% | +15.59% | -5.43% |
| 13 | NSE:CUPID | 300.00 | 99 | -0.20% | +28.24% | +122.14% |
| 14 | NSE:DATAPATTNS | 300.00 | 99 | +0.11% | +4.38% | +16.52% |
| 15 | NSE:HINDCOPPER | 298.28 | 99 | +0.22% | +15.27% | +0.01% |
| 16 | NSE:PARAS | 294.83 | 99 | -0.25% | +22.22% | +73.94% |
| 17 | NSE:INDSWFTLAB | 292.72 | 99 | +14.10% | +53.17% | +169.87% |
| 18 | NSE:MIDHANI | 286.76 | 99 | -0.86% | +6.89% | +2.39% |
| 19 | NSE:UNIVCABLES | 284.15 | 99 | -5.01% | +25.67% | +33.90% |
| 20 | NSE:NEOGEN | 276.78 | 98 | -6.25% | +5.77% | +23.04% |
| 21 | NSE:ROSSTECH | 271.24 | 98 | +1.88% | +12.74% | +8.32% |
| 22 | NSE:GMDCLTD | 269.93 | 98 | +3.80% | +2.99% | -16.48% |
| 23 | NSE:NATIONALUM★ | 266.87 | 98 | +3.30% | +17.67% | -4.06% |
| 24 | NSE:ANTELOPUS | 266.53 | 98 | -0.79% | -9.54% | +3.29% |
| 25 | NSE:RAMCOSYS | 263.64 | 98 | +0.13% | -13.56% | +16.64% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:LEMERITE | -278.04 | 0 | -6.97% | +2.67% | -50.78% |
| 2 | NSE:MAPMYINDIA | -182.07 | 0 | +0.09% | -10.92% | +19.66% |
| 3 | NSE:AQYLON | -158.75 | 0 | +0.13% | -4.12% | -61.18% |
| 4 | NSE:ZENSARTECH | -141.22 | 0 | -1.26% | -8.45% | -3.26% |
| 5 | NSE:POLYMED | -138.34 | 0 | -3.34% | +1.81% | +18.85% |
| 6 | NSE:NEWGEN | -133.68 | 0 | +0.85% | +3.57% | +20.28% |
| 7 | NSE:ECLERX | -122.53 | 0 | +6.06% | +7.30% | +24.03% |
| 8 | NSE:COHANCE | -122.52 | 0 | +3.47% | +8.03% | +6.31% |
| 9 | NSE:RSYSTEMS | -118.93 | 1 | +0.50% | -5.04% | -9.70% |
| 10 | NSE:PURVA | -118.20 | 1 | +0.06% | -0.26% | -1.60% |
| 11 | NSE:AGARIND | -109.42 | 1 | -4.35% | -2.76% | +10.61% |
| 12 | NSE:RELAXO | -108.59 | 1 | -1.55% | -8.47% | +21.86% |
| 13 | NSE:FINOPB | -106.60 | 1 | -1.01% | -12.57% | +13.79% |
| 14 | NSE:SAFARI | -104.91 | 1 | +0.88% | -6.15% | -2.89% |
| 15 | NSE:GOODYEAR | -103.67 | 1 | -0.79% | -7.69% | +2.60% |
| 16 | NSE:MCLOUD | -103.50 | 1 | -2.86% | +7.48% | +6.06% |
| 17 | NSE:EPACK | -102.41 | 1 | -3.39% | -14.19% | -15.34% |
| 18 | NSE:RUSTOMJEE | -102.30 | 1 | +2.50% | -7.45% | -5.30% |
| 19 | NSE:HGINFRA | -102.18 | 1 | -3.21% | -7.02% | -15.82% |
| 20 | NSE:TIRUMALCHM | -99.87 | 2 | +11.57% | -6.46% | -24.45% |
| 21 | NSE:LTM★ | -98.74 | 2 | -2.29% | +6.42% | +12.33% |
| 22 | NSE:INFY★ | -98.58 | 2 | +0.02% | +3.78% | -4.08% |
| 23 | NSE:BAJAJELEC | -96.54 | 2 | -3.66% | +3.40% | +1.47% |
| 24 | NSE:NIITMTS | -95.27 | 2 | -1.62% | -0.45% | +7.47% |
| 25 | NSE:PNCINFRA | -94.69 | 2 | -5.04% | -16.76% | -4.68% |
RM252 Weekly Rebalance Leaders/Laggards
RM252: latest weekly rebalance-anchor list (21-Aug-2026 close) using 252 trading-day Janus RM. Returns are calendar-anchored; blank means no nearby close. A ★ marks names also present in the F&O universe.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:AEROFLEX | 300.00 | 99 | +9.38% | +21.67% | +32.39% |
| 2 | NSE:THANGAMAYL | 300.00 | 100 | +1.11% | -14.96% | +42.10% |
| 3 | NSE:HFCL | 300.00 | 100 | +2.20% | +4.61% | +60.85% |
| 4 | NSE:TDPOWERSYS | 300.00 | 100 | +3.38% | +35.92% | +17.87% |
| 5 | NSE:PREMEXPLN | 300.00 | 100 | +2.03% | +1.13% | +15.51% |
| 6 | NSE:PRECWIRE | 300.00 | 100 | -4.33% | +22.08% | +10.07% |
| 7 | NSE:RICOAUTO | 300.00 | 100 | -1.55% | -5.55% | +11.62% |
| 8 | NSE:SANDUMA | 300.00 | 100 | +0.46% | +0.55% | -12.17% |
| 9 | NSE:CUPID | 300.00 | 99 | -3.16% | +34.71% | +136.83% |
| 10 | NSE:SANSERA | 300.00 | 100 | -1.22% | +17.67% | +35.82% |
| 11 | NSE:DATAPATTNS | 300.00 | 99 | +8.40% | +13.81% | +22.76% |
| 12 | NSE:ACUTAAS | 300.00 | 99 | -2.06% | -13.82% | +5.62% |
| 13 | NSE:KMEW | 297.09 | 99 | -0.19% | +11.17% | +26.10% |
| 14 | NSE:CPPLUS | 292.68 | 99 | -1.24% | -0.45% | +43.84% |
| 15 | NSE:HINDCOPPER | 286.32 | 99 | +8.25% | +16.30% | +3.72% |
| 16 | NSE:UNIVCABLES | 285.24 | 99 | -3.16% | +32.70% | +59.40% |
| 17 | NSE:PARAS | 284.96 | 99 | +8.86% | +22.66% | +89.65% |
| 18 | NSE:MIDHANI | 283.64 | 99 | +1.74% | +3.13% | +5.37% |
| 19 | NSE:NEOGEN | 276.64 | 99 | +1.14% | +3.47% | +32.19% |
| 20 | NSE:ANTELOPUS | 266.48 | 98 | +2.24% | -7.87% | +12.86% |
| 21 | NSE:GMDCLTD | 265.46 | 98 | -1.86% | -1.77% | -12.60% |
| 22 | NSE:NATIONALUM★ | 264.38 | 98 | +4.91% | +15.03% | -2.94% |
| 23 | NSE:RAMCOSYS | 262.14 | 98 | -8.74% | -31.74% | +38.83% |
| 24 | NSE:ROSSTECH | 261.56 | 98 | +0.07% | +6.60% | +15.66% |
| 25 | NSE:PSPPROJECT | 259.95 | 98 | -1.13% | -15.36% | +16.11% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:LEMERITE | -263.69 | 0 | -1.68% | +13.73% | -66.62% |
| 2 | NSE:MAPMYINDIA | -194.31 | 0 | -0.59% | -8.07% | +9.82% |
| 3 | NSE:AQYLON | -150.41 | 0 | +10.20% | -16.30% | -57.40% |
| 4 | NSE:ZENSARTECH | -139.88 | 0 | -1.48% | -5.91% | -1.29% |
| 5 | NSE:POLYMED | -136.91 | 0 | -3.74% | +1.39% | +10.89% |
| 6 | NSE:NEWGEN | -135.18 | 0 | -2.33% | -4.32% | +16.90% |
| 7 | NSE:ECLERX | -134.80 | 0 | -4.29% | -5.63% | +18.13% |
| 8 | NSE:COHANCE | -130.66 | 0 | +5.07% | +3.89% | +10.26% |
| 9 | NSE:PURVA | -116.95 | 1 | +0.53% | +0.04% | -1.81% |
| 10 | NSE:RSYSTEMS | -115.93 | 1 | -1.05% | -3.63% | -11.57% |
| 11 | NSE:TIRUMALCHM | -114.43 | 1 | -3.49% | -6.30% | -27.65% |
| 12 | NSE:RUSTOMJEE | -110.20 | 1 | +0.00% | -9.57% | -5.51% |
| 13 | NSE:FINOPB | -109.04 | 1 | -2.87% | -15.55% | +20.74% |
| 14 | NSE:RELAXO | -108.59 | 1 | -4.96% | -8.36% | +28.18% |
| 15 | NSE:AGARIND | -107.02 | 1 | +1.45% | -0.78% | +19.14% |
| 16 | NSE:SAFARI | -104.12 | 1 | -0.11% | -7.28% | -3.09% |
| 17 | NSE:GOODYEAR | -104.06 | 1 | -2.23% | -7.64% | +3.14% |
| 18 | NSE:HGINFRA | -100.62 | 1 | -2.26% | -7.40% | -15.16% |
| 19 | NSE:EPACK | -100.54 | 1 | -5.88% | -14.96% | -12.89% |
| 20 | NSE:BAJAJELEC | -100.11 | 2 | -2.97% | +5.55% | +3.40% |
| 21 | NSE:EUREKAFORB | -100.08 | 2 | -6.27% | -10.54% | -11.55% |
| 22 | NSE:MCLOUD | -99.04 | 2 | +6.29% | +7.76% | +17.46% |
| 23 | NSE:NIITMTS | -97.40 | 2 | -5.05% | -4.01% | +1.78% |
| 24 | NSE:LTM★ | -95.77 | 2 | -4.82% | +10.89% | +8.67% |
| 25 | NSE:INFY★ | -93.59 | 2 | -4.12% | +4.42% | -5.10% |
Reference map for the strategy tabs.
Strategy map
Strategies are separated by rebalance clock and book. Every strategy tab shows the metric table first, then paired charts: equity on the left, drawdown on the right. Costs/slippage are ignored by default so the page shows the raw movement edge.
| Tab | Contents | Basket | Signal/list timestamp | Holding window |
|---|---|---|---|---|
| 2 switch models | Long leaders / short laggards / cash | DOM 21d SMA rising = long; DOM 21d SMA falling + RM rising = short | Daily and weekly versions | |
| 4 switch models | RM and DOE-quality leader/laggard switches | base: adaptive CMA long / DOM+RM short; quality: DOM rising quality long / DOM falling non-quality short | Daily and weekly versions | |
| 15 long rules | RM leaders / quality leaders / market / long-short switch | Day T close signal and cohort | Day T+1 open to Day T+2 open | |
| 15 short rules | RM laggards / non-quality laggards / leaders / market short | Day T close signal and cohort | Day T+1 open to Day T+2 open | |
| 15 long rules | RM leaders / quality leaders / market / long-short switch | Prior close before first trading open of week | Held to next weekly rebalance open | |
| 15 short rules | RM laggards / non-quality laggards / leaders / market short | Prior close before first trading open of week | Held to next weekly rebalance open |