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 | +16% | 0.54 | 1.34 | 1.42 | +0% | 1906% | 63% | +0.04 | 0.03 | 1.00 | ✓ robust |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +8% | 0.18 | 0.32 | 0.67 | +0% | 8485% | 68% | +0.02 | 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 0.94 · 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% | 0.33 | 0.81 | 0.98 | +0% | 2064% | 61% | +0.03 | 0.18 | 1.00 | ✗ fragile |
| Daily Challenger · adaptive CMA rising long / RM rising + DOM 21SMA falling short | +9% | 0.24 | 0.45 | 0.80 | +0% | 8144% | 65% | +0.02 | 0.18 | 1.00 | ✗ fragile |
| Daily Quality Challenger · DOM 21SMA rising quality leaders / DOM 21SMA falling non-quality laggards short | +10% | 0.18 | 0.32 | 0.66 | +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 | +8% | 0.14 | 0.28 | 0.52 | +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 0.46 · 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 | +21% | 0.99 | 2.95 | 2.39 | +10% | 3550% | 49% | +0.87 | 0.00 | 0.50 | ✗ fragile |
| 7b · Leaders · Normalized McClellan (z) > 0 | +14% | 0.68 | 1.90 | 1.62 | +6% | 1327% | 46% | +0.56 | 0.11 | 0.81 | ⚠ caution |
| 1 · Leaders · DOM 21SMA rising + RM rising | +9% | 0.63 | 1.92 | 3.13 | +5% | 3925% | 18% | +0.53 | 0.11 | 0.28 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +13% | 0.57 | 1.36 | 2.05 | +6% | 1270% | 34% | +0.46 | 0.11 | 1.00 | ✗ fragile |
| 10 · Market · Majority above 200DMA | +11% | 0.51 | 0.83 | 1.38 | +5% | 692% | 54% | +0.38 | 0.15 | 0.83 | ✗ fragile |
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +8% | 0.48 | 1.38 | 2.21 | +4% | 817% | 20% | +0.38 | 0.11 | 1.00 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +7% | 0.45 | 1.18 | 2.21 | +4% | 771% | 18% | +0.35 | 0.11 | 0.78 | ✗ fragile |
| 3 · Market · DOM 21SMA rising | +10% | 0.38 | 1.07 | 2.15 | +6% | 1225% | 33% | +0.27 | 0.11 | 0.87 | ⚠ caution |
| 6 · Leaders · Majority above 200DMA | +12% | 0.35 | 0.63 | 1.06 | +4% | 692% | 54% | +0.22 | 0.17 | 1.00 | ✗ fragile |
| 2d · Quality leaders · DOM 21SMA rising | +12% | 0.36 | 0.96 | 1.87 | +5% | 1225% | 33% | +0.22 | 0.11 | 0.90 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +10% | 0.32 | 0.82 | 1.50 | +4% | 1225% | 33% | +0.20 | 0.15 | 0.81 | ✗ fragile |
| 4 · Leaders · Golden Cross rising | +11% | 0.27 | 0.67 | 1.24 | +4% | 987% | 47% | +0.15 | 0.15 | 0.67 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +8% | 0.25 | 0.54 | 1.03 | +3% | 669% | 36% | +0.14 | 0.25 | 0.96 | ⚠ caution |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +4% | 0.15 | 0.31 | 0.78 | +1% | 1645% | 32% | +0.03 | 0.46 | 1.00 | ✗ fragile |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +10% | 0.27 | 0.50 | 0.95 | +0% | 8281% | 65% | +0.02 | 0.11 | 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 | +26% | 1.64 | 3.53 | 3.62 | +22% | 3550% | 51% | +1.67 | 0.00 | 0.32 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +15% | 0.40 | 0.71 | 2.85 | +14% | 1577% | 36% | +0.44 | 0.00 | 1.00 | ✓ robust |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +11% | 0.27 | 0.39 | 1.51 | +11% | 1327% | 54% | +0.30 | 0.00 | 0.65 | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | +4% | 0.06 | 0.07 | 0.40 | +6% | 1225% | 67% | +0.10 | 0.11 | 0.54 | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +4% | 0.06 | 0.09 | 0.58 | +5% | 692% | 44% | +0.10 | 0.22 | 1.00 | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | +3% | 0.06 | 0.08 | 0.44 | +5% | 692% | 46% | +0.09 | 0.22 | 0.90 | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | +0% | 0.00 | 0.00 | 0.01 | +6% | 1225% | 67% | +0.08 | 0.11 | -10.73 | ✗ fragile |
| 10 · Market short · Majority below 200DMA | +1% | 0.01 | 0.02 | 0.10 | +5% | 692% | 46% | +0.08 | 0.22 | 1.00 | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | +2% | 0.05 | 0.06 | 0.51 | +3% | 873% | 24% | +0.08 | 0.33 | 1.00 | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -1% | -0.02 | -0.03 | -0.16 | +6% | 1225% | 67% | +0.07 | 0.11 | — | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | -1% | -0.02 | -0.02 | -0.11 | +4% | 1225% | 67% | +0.07 | 0.22 | — | ✗ fragile |
| 4 · Laggards short · Death Cross rising | +2% | 0.03 | 0.05 | 0.27 | +4% | 987% | 53% | +0.07 | 0.22 | 0.21 | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | -2% | -0.03 | -0.04 | -0.34 | -0% | 8281% | 35% | +0.00 | 0.61 | — | ✗ fragile |
| 12 · Leaders short · DOM 21SMA falling + RM rising | -7% | -0.09 | -0.13 | -1.10 | -2% | 8281% | 35% | -0.02 | 0.84 | — | ✗ fragile |
| 11 · Laggards short · RM rising | -7% | -0.10 | -0.15 | -1.05 | -4% | 11547% | 53% | -0.07 | 0.92 | — | ✗ 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≈3.2 of 15 (signals overlap) · PBO 0.98 · 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +7% | 0.48 | 1.26 | 2.10 | +3% | 476% | 19% | +0.35 | 0.25 | 0.81 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +7% | 0.46 | 1.11 | 2.22 | +3% | 431% | 17% | +0.34 | 0.25 | 0.91 | ✗ fragile |
| 7b · Leaders · Normalized McClellan (z) > 0 | +12% | 0.46 | 1.15 | 1.37 | +4% | 1134% | 44% | +0.31 | 0.25 | 1.00 | ⚠ caution |
| 2d · Quality leaders · DOM 21SMA rising | +11% | 0.45 | 1.18 | 1.84 | +4% | 794% | 33% | +0.28 | 0.25 | 0.96 | ✗ fragile |
| 3 · Market · DOM 21SMA rising | +8% | 0.36 | 0.92 | 1.72 | +4% | 794% | 33% | +0.25 | 0.25 | 0.91 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +9% | 0.37 | 0.81 | 1.41 | +3% | 817% | 34% | +0.23 | 0.25 | 0.54 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +9% | 0.37 | 0.76 | 1.28 | +3% | 669% | 35% | +0.23 | 0.27 | 0.69 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +9% | 0.35 | 0.82 | 1.48 | +4% | 794% | 33% | +0.21 | 0.26 | 0.98 | ✗ fragile |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +7% | 0.32 | 0.72 | 1.36 | +3% | 987% | 32% | +0.19 | 0.33 | 0.79 | ✗ fragile |
| 10 · Market · Majority above 200DMA | +8% | 0.26 | 0.49 | 0.99 | +3% | 397% | 54% | +0.14 | 0.33 | 1.00 | ✗ fragile |
| 7 · Leaders · McClellan Oscillator > 0 | +12% | 0.24 | 0.64 | 1.22 | +4% | 1838% | 50% | +0.10 | 0.27 | 1.00 | ✗ fragile |
| 6 · Leaders · Majority above 200DMA | +9% | 0.23 | 0.39 | 0.80 | +2% | 397% | 54% | +0.08 | 0.39 | 1.00 | ✗ fragile |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +14% | 0.51 | 1.08 | 1.27 | +0% | 1996% | 61% | +0.04 | 0.24 | 1.00 | ✗ fragile |
| 1 · Leaders · DOM 21SMA rising + RM rising | +4% | 0.16 | 0.41 | 1.14 | +1% | 1021% | 19% | +0.04 | 0.35 | 0.35 | ✗ fragile |
| 4 · Leaders · Golden Cross rising | +9% | 0.17 | 0.42 | 0.94 | +2% | 442% | 47% | +0.02 | 0.33 | 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 0.21 · 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 | +13% | 0.36 | 0.81 | 1.83 | +12% | 1838% | 50% | +0.39 | 0.03 | 0.54 | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | +6% | 0.18 | 0.33 | 1.37 | +6% | 1860% | 31% | +0.21 | 0.14 | 0.33 | ✗ fragile |
| 12 · Leaders short · DOM 21SMA falling + RM rising | +5% | 0.12 | 0.26 | 0.89 | +5% | 1860% | 31% | +0.19 | 0.14 | 0.02 | ✗ fragile |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +6% | 0.14 | 0.20 | 0.86 | +7% | 1134% | 56% | +0.17 | 0.13 | 0.50 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +6% | 0.13 | 0.18 | 1.23 | +7% | 1032% | 36% | +0.16 | 0.14 | 1.00 | ⚠ caution |
| 11 · Laggards short · RM rising | +4% | 0.09 | 0.15 | 0.61 | +5% | 2495% | 49% | +0.12 | 0.20 | 0.53 | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +3% | 0.06 | 0.08 | 0.50 | +4% | 692% | 44% | +0.08 | 0.29 | 1.00 | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | -2% | -0.02 | -0.03 | -0.18 | +4% | 794% | 67% | +0.06 | 0.24 | — | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | -3% | -0.04 | -0.06 | -0.25 | +4% | 794% | 67% | +0.06 | 0.26 | — | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | +2% | 0.02 | 0.03 | 0.15 | +3% | 794% | 67% | +0.05 | 0.28 | 0.73 | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | +1% | 0.02 | 0.02 | 0.13 | +2% | 420% | 46% | +0.04 | 0.41 | 1.00 | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -3% | -0.05 | -0.06 | -0.38 | +3% | 794% | 67% | +0.04 | 0.29 | — | ✗ fragile |
| 10 · Market short · Majority below 200DMA | -2% | -0.04 | -0.05 | -0.31 | +2% | 420% | 46% | +0.03 | 0.41 | — | ✗ fragile |
| 4 · Laggards short · Death Cross rising | -2% | -0.02 | -0.03 | -0.20 | +0% | 442% | 53% | +0.00 | 0.53 | — | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | -1% | -0.03 | -0.03 | -0.28 | -0% | 556% | 24% | -0.00 | 0.59 | — | ✗ 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 | 1.08 | 1.24 | +0% | 1906% | 63% | +0.04 | 0.08 | 1.00 | ✗ fragile |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +1% | 0.01 | 0.03 | 0.07 | +0% | 8485% | 68% | +0.00 | 0.45 | 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★ | 159.14 | 100 | -10.96% | -17.01% | -20.54% |
| 2 | NSE:HINDALCO★ | 155.31 | 98 | -1.64% | -9.35% | -6.31% |
| 3 | NSE:JSWSTEEL★ | 96.04 | 96 | +1.51% | -1.33% | +1.24% |
| 4 | NSE:TATASTEEL★ | 90.14 | 94 | -2.36% | -9.59% | -7.77% |
| 5 | NSE:ADANIENT★ | 71.42 | 92 | -5.63% | -14.01% | -17.41% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:INFY★ | -200.33 | 0 | +3.12% | +16.58% | +8.04% |
| 2 | NSE:TCS★ | -168.72 | 2 | +3.01% | +21.76% | +10.43% |
| 3 | NSE:HCLTECH★ | -149.80 | 4 | +2.69% | +12.64% | +9.34% |
| 4 | NSE:WIPRO★ | -136.26 | 6 | +3.88% | +15.35% | +5.98% |
| 5 | NSE:ITC★ | -82.45 | 8 | -0.12% | -3.16% | -8.87% |
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 | +9% | 0.22 | 0.46 | 0.58 | +0% | 1906% | 63% | +0.02 | 0.38 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +4% | 0.06 | 0.11 | 0.23 | +0% | 8485% | 68% | +0.01 | 0.39 | 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★ | 107.12 | 100 | -6.46% | -14.59% | -14.04% |
| 2 | NSE:ADANIPOWER★ | 104.50 | 98 | -3.88% | -7.99% | -12.81% |
| 3 | NSE:CGPOWER★ | 99.50 | 96 | -2.54% | -5.95% | -5.02% |
| 4 | NSE:CUMMINSIND★ | 92.34 | 94 | -4.91% | -11.31% | -22.10% |
| 5 | NSE:HINDZINC★ | 92.00 | 92 | -7.69% | -15.61% | -6.16% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:LTM★ | -113.40 | 0 | -4.45% | -0.20% | -2.77% |
| 2 | NSE:IRFC★ | -75.43 | 2 | -5.15% | -6.94% | -15.58% |
| 3 | NSE:LODHA★ | -55.14 | 4 | -4.85% | -15.88% | -18.24% |
| 4 | NSE:BAJAJHLDNG★ | -43.38 | 6 | -1.91% | +1.01% | +2.22% |
| 5 | NSE:GODREJCP★ | -36.27 | 8 | -1.64% | -5.32% | -22.40% |
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% | 0.53 | 1.41 | 1.52 | +0% | 1906% | 63% | +0.05 | 0.01 | 1.00 | ✓ robust |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +8% | 0.15 | 0.29 | 0.67 | +0% | 8485% | 68% | +0.02 | 0.15 | 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 | 100 | +2.93% | +2.33% | -0.56% |
| 2 | NSE:POWERINDIA★ | 300.00 | 100 | -6.54% | -13.48% | -14.90% |
| 3 | NSE:DATAPATTNS | 282.78 | 100 | -6.86% | -14.60% | -17.58% |
| 4 | NSE:NATIONALUM★ | 279.10 | 99 | -1.76% | -12.91% | -7.94% |
| 5 | NSE:WELCORP | 275.71 | 99 | -9.65% | -17.29% | +46.43% |
| 6 | NSE:HINDCOPPER | 272.20 | 99 | -7.61% | -17.61% | -15.52% |
| 7 | NSE:GVT&D★ | 266.30 | 99 | -3.44% | -11.45% | -9.81% |
| 8 | NSE:BHEL★ | 249.33 | 98 | -7.68% | -5.82% | -5.14% |
| 9 | NSE:KIRLOSENG | 246.08 | 98 | -7.79% | -14.87% | -20.31% |
| 10 | NSE:VEDL★ | 238.75 | 98 | -6.46% | -14.59% | -14.04% |
| 11 | NSE:RRKABEL | 231.66 | 98 | -8.62% | -13.70% | -13.59% |
| 12 | NSE:FINCABLES | 226.66 | 98 | -10.74% | -21.64% | +14.63% |
| 13 | NSE:CHENNPETRO | 222.39 | 98 | +6.21% | +10.53% | +30.17% |
| 14 | NSE:LAURUSLABS★ | 220.13 | 97 | -0.49% | +2.59% | +20.16% |
| 15 | NSE:ADANIENSOL★ | 215.66 | 97 | -7.83% | -6.01% | -26.14% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:MAPMYINDIA | -212.11 | 0 | -5.33% | -6.18% | -26.91% |
| 2 | NSE:ZENSARTECH | -189.34 | 0 | -1.53% | +16.19% | -1.96% |
| 3 | NSE:HEXT | -179.80 | 0 | +3.20% | +19.32% | +5.28% |
| 4 | NSE:SONATSOFTW | -179.18 | 1 | -1.59% | -15.72% | -19.58% |
| 5 | NSE:COHANCE | -164.28 | 1 | +1.28% | +0.94% | +8.31% |
| 6 | NSE:INFY★ | -163.45 | 1 | +3.12% | +16.58% | +8.04% |
| 7 | NSE:FIRSTCRY | -162.35 | 1 | -5.84% | -9.30% | -23.18% |
| 8 | NSE:NEWGEN | -161.79 | 2 | -0.67% | -1.94% | -6.00% |
| 9 | NSE:OLAELEC | -158.51 | 2 | -13.19% | -22.19% | -19.67% |
| 10 | NSE:TATAELXSI★ | -152.45 | 2 | -1.74% | +16.85% | +4.77% |
| 11 | NSE:LTM★ | -148.35 | 2 | -4.45% | -0.20% | -2.77% |
| 12 | NSE:TATACHEM | -147.47 | 2 | -6.62% | -7.50% | -14.80% |
| 13 | NSE:AFCONS | -144.90 | 2 | -13.69% | -16.22% | -25.58% |
| 14 | NSE:KPITTECH★ | -142.30 | 3 | -0.07% | +3.30% | -8.31% |
| 15 | NSE:AFFLE | -138.60 | 3 | -9.19% | -16.55% | -11.78% |
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% | 0.77 | 2.29 | 1.80 | +0% | 1906% | 63% | +0.07 | 0.00 | 1.00 | ✓ robust |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +11% | 0.21 | 0.41 | 0.83 | +0% | 8485% | 68% | +0.02 | 0.09 | 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 | 213.52 | 100 | -6.54% | -13.48% | -14.90% |
| 2 | NSE:GVT&D | 205.20 | 100 | -3.44% | -11.45% | -9.81% |
| 3 | NSE:BHEL | 201.58 | 99 | -7.68% | -5.82% | -5.14% |
| 4 | NSE:MCX | 190.20 | 99 | -2.28% | -6.41% | +12.95% |
| 5 | NSE:LAURUSLABS | 175.77 | 98 | -0.49% | +2.59% | +20.16% |
| 6 | NSE:NATIONALUM | 163.45 | 98 | -1.76% | -12.91% | -7.94% |
| 7 | NSE:VEDL | 142.30 | 97 | -6.46% | -14.59% | -14.04% |
| 8 | NSE:HINDALCO | 131.09 | 97 | -1.64% | -9.35% | -6.31% |
| 9 | NSE:BSE | 123.45 | 96 | +0.69% | +5.25% | -5.03% |
| 10 | NSE:HINDZINC | 120.70 | 96 | -7.69% | -15.61% | -6.16% |
| 11 | NSE:KEI | 114.37 | 95 | -12.21% | -16.56% | -19.98% |
| 12 | NSE:SOLARINDS | 107.63 | 95 | -5.66% | -5.38% | +0.30% |
| 13 | NSE:JSWSTEEL | 103.85 | 94 | +1.51% | -1.33% | +1.24% |
| 14 | NSE:CGPOWER | 102.21 | 94 | -2.54% | -5.95% | -5.02% |
| 15 | NSE:CUMMINSIND | 101.88 | 93 | -4.91% | -11.31% | -22.10% |
| 16 | NSE:BANKINDIA | 101.32 | 93 | -7.65% | -8.42% | -8.38% |
| 17 | NSE:ADANIPOWER | 100.90 | 92 | -3.88% | -7.99% | -12.81% |
| 18 | NSE:UNIONBANK | 98.10 | 92 | +0.28% | +0.55% | +6.52% |
| 19 | NSE:ABCAPITAL | 93.94 | 91 | -5.36% | -9.47% | -11.84% |
| 20 | NSE:SAIL | 90.75 | 91 | +0.49% | -8.22% | +4.42% |
| 21 | NSE:POLYCAB | 89.26 | 90 | -3.56% | -7.96% | -14.11% |
| 22 | NSE:RBLBANK | 88.09 | 90 | -7.25% | -16.03% | -3.95% |
| 23 | NSE:AUROPHARMA | 87.44 | 89 | -1.94% | -7.13% | +2.62% |
| 24 | NSE:CANBK | 87.35 | 89 | -4.34% | -6.62% | -8.29% |
| 25 | NSE:MUTHOOTFIN | 87.28 | 88 | -6.63% | -15.49% | -20.82% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:INFY | -156.67 | 0 | +3.12% | +16.58% | +8.04% |
| 2 | NSE:KPITTECH | -150.44 | 0 | -0.07% | +3.30% | -8.31% |
| 3 | NSE:KAYNES | -149.97 | 1 | +1.75% | -9.40% | +3.94% |
| 4 | NSE:LTM | -149.74 | 1 | -4.45% | -0.20% | -2.77% |
| 5 | NSE:HCLTECH | -144.10 | 2 | +2.69% | +12.64% | +9.34% |
| 6 | NSE:TATAELXSI | -128.50 | 2 | -1.74% | +16.85% | +4.77% |
| 7 | NSE:TCS | -127.87 | 3 | +3.01% | +21.76% | +10.43% |
| 8 | NSE:WIPRO | -114.79 | 3 | +3.88% | +15.35% | +5.98% |
| 9 | NSE:MPHASIS | -106.61 | 4 | +2.30% | +14.49% | +9.64% |
| 10 | NSE:PERSISTENT | -101.32 | 4 | +2.81% | +8.90% | +11.04% |
| 11 | NSE:DIXON | -92.85 | 5 | -7.76% | -16.65% | -19.18% |
| 12 | NSE:NAUKRI | -91.58 | 5 | -1.92% | -4.64% | +0.19% |
| 13 | NSE:SWIGGY | -89.61 | 6 | -18.89% | -29.87% | -28.00% |
| 14 | NSE:COFORGE | -87.01 | 6 | +3.53% | +11.72% | +30.40% |
| 15 | NSE:PIIND | -86.49 | 7 | -6.63% | -15.83% | -26.35% |
| 16 | NSE:INOXWIND | -72.52 | 7 | -10.00% | -21.87% | -25.35% |
| 17 | NSE:TECHM | -68.53 | 8 | +0.89% | +15.96% | +13.97% |
| 18 | NSE:GODFRYPHLP | -66.79 | 8 | -7.94% | -15.55% | -24.72% |
| 19 | NSE:PATANJALI | -64.33 | 9 | -4.76% | -13.99% | +0.17% |
| 20 | NSE:IEX | -63.18 | 9 | -1.24% | -8.16% | -18.36% |
| 21 | NSE:DABUR | -59.95 | 10 | -5.07% | -6.82% | -15.92% |
| 22 | NSE:ITC | -55.29 | 10 | -0.12% | -3.16% | -8.87% |
| 23 | NSE:CROMPTON | -55.02 | 11 | -6.96% | -11.28% | -22.14% |
| 24 | NSE:JIOFIN | -53.85 | 11 | -4.10% | -9.59% | -13.10% |
| 25 | NSE:GODREJCP | -53.50 | 12 | -1.64% | -5.32% | -22.40% |
F&O Champion + Breadth Charts
RM252 Daily Leaders/Laggards
RM252: latest completed daily close (26-Oct-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 | -11.77% | -15.21% | +6.60% |
| 2 | NSE:KMEW | 300.00 | 99 | -1.25% | +14.57% | +35.20% |
| 3 | NSE:UNIVCABLES | 300.00 | 100 | -8.92% | -10.96% | +5.89% |
| 4 | NSE:THANGAMAYL | 300.00 | 100 | -7.63% | -9.74% | -36.60% |
| 5 | NSE:ANTELOPUS | 300.00 | 99 | +18.56% | -5.78% | +35.78% |
| 6 | NSE:RICOAUTO | 300.00 | 100 | -13.59% | -24.43% | -31.37% |
| 7 | NSE:SANSERA | 300.00 | 100 | -0.06% | -11.04% | +26.72% |
| 8 | NSE:SHILPAMED | 300.00 | 100 | +2.81% | -11.12% | +45.15% |
| 9 | NSE:NEOGEN | 300.00 | 100 | -12.37% | -8.82% | +5.37% |
| 10 | NSE:AVALON | 300.00 | 99 | -0.91% | -14.01% | +15.85% |
| 11 | NSE:TDPOWERSYS | 300.00 | 100 | -6.60% | -8.41% | +20.60% |
| 12 | NSE:PRECWIRE | 300.00 | 100 | -7.86% | -21.15% | +5.98% |
| 13 | NSE:ROSSTECH | 297.96 | 99 | -5.16% | -0.32% | +43.31% |
| 14 | NSE:MTARTECH | 297.65 | 99 | -8.30% | -4.60% | +14.39% |
| 15 | NSE:PARAS | 297.37 | 99 | -0.88% | -5.07% | +2.68% |
| 16 | NSE:WELCORP | 295.60 | 99 | -9.65% | -17.29% | +46.43% |
| 17 | NSE:MIDHANI | 285.67 | 99 | -10.65% | -10.63% | -8.84% |
| 18 | NSE:RPEL | 283.65 | 99 | -4.65% | -0.26% | +31.13% |
| 19 | NSE:DATAPATTNS | 277.09 | 99 | -6.86% | -14.60% | -17.58% |
| 20 | NSE:FINCABLES | 276.67 | 99 | -10.74% | -21.64% | +14.63% |
| 21 | NSE:INDSWFTLAB | 269.39 | 98 | -4.22% | -16.64% | +40.49% |
| 22 | NSE:BHEL★ | 268.30 | 98 | -7.68% | -5.82% | -5.14% |
| 23 | NSE:MACPOWER | 266.80 | 98 | +4.25% | -7.68% | +44.44% |
| 24 | NSE:SHAILY | 266.79 | 98 | -3.87% | -5.00% | -2.12% |
| 25 | NSE:GVPIL | 265.33 | 98 | -7.45% | -14.02% | -26.17% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:LEMERITE | -300.00 | 0 | +3.85% | -6.41% | -7.59% |
| 2 | NSE:INDOTHAI | -294.64 | 0 | -10.88% | -7.41% | -82.13% |
| 3 | NSE:AQYLON | -256.83 | 0 | -18.37% | -25.32% | -44.52% |
| 4 | NSE:FINOPB | -159.84 | 0 | -9.02% | -6.77% | -28.17% |
| 5 | NSE:GEMAROMA | -143.14 | 0 | -6.85% | -14.03% | -27.85% |
| 6 | NSE:HGINFRA | -141.08 | 0 | -5.81% | -16.65% | -30.04% |
| 7 | NSE:TICL | -136.51 | 0 | -14.85% | +3.58% | -28.19% |
| 8 | NSE:MAPMYINDIA | -135.64 | 0 | -5.33% | -6.18% | -26.91% |
| 9 | NSE:AGARIND | -132.25 | 1 | -11.80% | -20.92% | -34.93% |
| 10 | NSE:ALOKINDS | -129.15 | 1 | +0.00% | +8.93% | -32.14% |
| 11 | NSE:ZENSARTECH | -126.67 | 1 | -1.53% | +16.19% | -1.96% |
| 12 | NSE:RPOWER | -126.34 | 1 | -7.55% | -19.59% | -30.39% |
| 13 | NSE:INFY★ | -121.19 | 1 | +3.12% | +16.58% | +8.04% |
| 14 | NSE:RSYSTEMS | -121.15 | 1 | -3.58% | +5.19% | -1.98% |
| 15 | NSE:LTM★ | -120.21 | 1 | -4.45% | -0.20% | -2.77% |
| 16 | NSE:NEWGEN | -118.90 | 1 | -0.67% | -1.94% | -6.00% |
| 17 | NSE:AFFLE | -118.52 | 1 | -9.19% | -16.55% | -11.78% |
| 18 | NSE:EUREKAFORB | -117.55 | 1 | -8.37% | -18.07% | -30.90% |
| 19 | NSE:TIRUMALCHM | -115.68 | 1 | -12.15% | -26.45% | -31.22% |
| 20 | NSE:MCLOUD | -113.93 | 1 | -7.38% | -7.04% | -15.41% |
| 21 | NSE:GOODYEAR | -113.37 | 2 | -4.64% | -7.21% | -19.74% |
| 22 | NSE:COHANCE | -113.29 | 2 | +1.28% | +0.94% | +8.31% |
| 23 | NSE:EFCIL | -112.26 | 2 | -1.95% | -8.32% | -16.37% |
| 24 | NSE:AFCONS | -111.24 | 2 | -13.69% | -16.22% | -25.58% |
| 25 | NSE:ORIENTTECH | -110.15 | 2 | -17.07% | -21.01% | -32.86% |
RM252 Weekly Rebalance Leaders/Laggards
RM252: latest weekly rebalance-anchor list (23-Oct-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:WELCORP | 300.00 | 100 | -7.11% | -14.59% | +48.11% |
| 2 | NSE:RICOAUTO | 300.00 | 100 | -12.97% | -21.81% | -25.39% |
| 3 | NSE:AEROFLEX | 300.00 | 99 | -14.17% | -13.34% | +7.43% |
| 4 | NSE:ROSSTECH | 300.00 | 100 | -7.94% | -3.26% | +43.94% |
| 5 | NSE:SANSERA | 300.00 | 100 | -3.46% | -13.92% | +24.75% |
| 6 | NSE:ANTELOPUS | 300.00 | 99 | +13.29% | -2.14% | +27.15% |
| 7 | NSE:KMEW | 300.00 | 99 | -5.35% | +5.11% | +34.51% |
| 8 | NSE:PRECWIRE | 300.00 | 100 | -9.79% | -19.48% | +9.20% |
| 9 | NSE:NEOGEN | 300.00 | 100 | -12.52% | -9.13% | +4.15% |
| 10 | NSE:UNIVCABLES | 300.00 | 100 | -8.96% | -12.55% | +9.57% |
| 11 | NSE:THANGAMAYL | 300.00 | 100 | -7.99% | -11.78% | -31.73% |
| 12 | NSE:AVALON | 299.57 | 99 | -6.58% | -24.08% | +6.65% |
| 13 | NSE:SHILPAMED | 298.43 | 99 | -7.82% | -16.71% | +43.19% |
| 14 | NSE:MTARTECH | 296.56 | 99 | -8.43% | -11.34% | +9.96% |
| 15 | NSE:TDPOWERSYS | 295.32 | 99 | -13.00% | -16.45% | +12.26% |
| 16 | NSE:MIDHANI | 291.92 | 99 | -13.82% | -13.11% | -8.35% |
| 17 | NSE:PREMEXPLN | 286.19 | 99 | -0.58% | +1.81% | +3.59% |
| 18 | NSE:DATAPATTNS | 284.17 | 99 | -6.87% | -14.25% | -17.52% |
| 19 | NSE:PARAS | 282.53 | 99 | -9.37% | -14.77% | -1.70% |
| 20 | NSE:GVPIL | 278.40 | 99 | -7.68% | -14.07% | -24.09% |
| 21 | NSE:RPEL | 276.82 | 98 | -9.90% | -4.64% | +26.31% |
| 22 | NSE:BHEL★ | 267.59 | 98 | -10.84% | -8.41% | -5.40% |
| 23 | NSE:SHAILY | 266.72 | 98 | -5.55% | -8.53% | -0.53% |
| 24 | NSE:MARINE | 265.87 | 98 | -8.05% | -7.36% | +59.15% |
| 25 | NSE:FINCABLES | 265.37 | 98 | -20.28% | -25.84% | +11.51% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:LEMERITE | -300.00 | 0 | -8.35% | -5.03% | -6.44% |
| 2 | NSE:INDOTHAI | -280.60 | 0 | -10.80% | +0.91% | -80.96% |
| 3 | NSE:AQYLON | -242.55 | 0 | -15.92% | -22.49% | -47.23% |
| 4 | NSE:FINOPB | -154.81 | 0 | -9.37% | -8.40% | -28.52% |
| 5 | NSE:GEMAROMA | -147.89 | 0 | -8.94% | -12.72% | -23.83% |
| 6 | NSE:HGINFRA | -138.90 | 0 | -6.49% | -15.46% | -29.69% |
| 7 | NSE:MAPMYINDIA | -138.59 | 0 | -9.33% | -9.54% | -24.18% |
| 8 | NSE:ZENSARTECH | -135.37 | 0 | -2.77% | +14.61% | +1.37% |
| 9 | NSE:NEWGEN | -134.05 | 1 | -8.04% | -9.91% | -10.73% |
| 10 | NSE:ALOKINDS | -132.65 | 1 | -4.82% | +5.89% | -32.70% |
| 11 | NSE:RPOWER | -128.79 | 1 | -12.09% | -21.87% | -29.91% |
| 12 | NSE:INFY★ | -126.02 | 1 | -0.64% | +13.06% | +10.16% |
| 13 | NSE:AGARIND | -123.78 | 1 | -12.92% | -21.11% | -33.75% |
| 14 | NSE:COHANCE | -123.65 | 1 | -3.06% | -2.51% | +6.57% |
| 15 | NSE:RSYSTEMS | -121.11 | 1 | -4.72% | +3.99% | +0.21% |
| 16 | NSE:TICL | -120.66 | 1 | -13.90% | +20.07% | -27.31% |
| 17 | NSE:AFFLE | -117.40 | 1 | -7.75% | -16.29% | -9.23% |
| 18 | NSE:LTM★ | -116.49 | 1 | -5.83% | +1.20% | +4.25% |
| 19 | NSE:NIITMTS | -115.62 | 1 | -7.57% | -16.44% | -20.59% |
| 20 | NSE:GOODYEAR | -112.37 | 1 | -4.84% | -7.00% | -19.98% |
| 21 | NSE:EUREKAFORB | -112.28 | 2 | -10.84% | -18.17% | -28.58% |
| 22 | NSE:SAFARI | -111.00 | 2 | -6.79% | -17.82% | -21.00% |
| 23 | NSE:EFCIL | -110.86 | 2 | -2.65% | -9.50% | -15.55% |
| 24 | NSE:TIRUMALCHM | -110.38 | 2 | -15.65% | -27.32% | -28.42% |
| 25 | NSE:RELAXO | -110.05 | 2 | -6.02% | -6.40% | -29.51% |
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 |