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 | +14% | 0.53 | 1.23 | 1.26 | +0% | 2197% | 64% | +0.04 | 0.06 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +4% | 0.14 | 0.28 | 0.39 | +0% | 9088% | 65% | +0.01 | 0.27 | 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 0.21 · 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 | +11% | 0.44 | 0.95 | 1.09 | +0% | 2359% | 60% | +0.03 | 0.33 | 1.00 | ⚠ caution |
| Daily Challenger · adaptive CMA rising long / RM rising + DOM 21SMA falling short | +5% | 0.16 | 0.31 | 0.43 | +0% | 9250% | 61% | +0.01 | 0.48 | 1.00 | ✗ fragile |
| Daily Quality Challenger · DOM 21SMA rising quality leaders / DOM 21SMA falling non-quality laggards short | +0% | 0.00 | 0.00 | -0.00 | +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 | +4% | 0.07 | 0.11 | 0.23 | +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≈2.9 of 15 (signals overlap) · PBO 0.12 · 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% | 0.91 | 3.25 | 2.38 | +11% | 3550% | 49% | +0.85 | 0.03 | 0.57 | ✗ fragile |
| 7b · Leaders · Normalized McClellan (z) > 0 | +11% | 0.55 | 1.65 | 1.33 | +6% | 1330% | 46% | +0.49 | 0.18 | 0.82 | ⚠ caution |
| 10 · Market · Majority above 200DMA | +12% | 0.54 | 0.91 | 1.47 | +5% | 671% | 54% | +0.40 | 0.18 | 0.83 | ✗ fragile |
| 3 · Market · DOM 21SMA rising | +9% | 0.49 | 1.01 | 2.55 | +5% | 1226% | 27% | +0.37 | 0.18 | 0.98 | ✗ fragile |
| 6 · Leaders · Majority above 200DMA | +11% | 0.39 | 0.71 | 1.02 | +5% | 671% | 54% | +0.33 | 0.18 | 0.88 | ✗ fragile |
| 1 · Leaders · DOM 21SMA rising + RM rising | +5% | 0.27 | 0.73 | 1.87 | +3% | 3376% | 15% | +0.22 | 0.18 | 1.00 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +6% | 0.25 | 0.49 | 1.23 | +3% | 1226% | 27% | +0.19 | 0.18 | 1.00 | ✗ fragile |
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +5% | 0.23 | 0.47 | 1.37 | +3% | 879% | 19% | +0.18 | 0.18 | 1.00 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +5% | 0.23 | 0.47 | 1.37 | +3% | 879% | 19% | +0.18 | 0.18 | 1.00 | ✗ fragile |
| 2d · Quality leaders · DOM 21SMA rising | +6% | 0.19 | 0.40 | 1.19 | +3% | 1226% | 27% | +0.15 | 0.18 | 1.00 | ✗ fragile |
| 4 · Leaders · Golden Cross rising | +9% | 0.19 | 0.47 | 1.05 | +4% | 994% | 47% | +0.13 | 0.18 | 0.72 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +5% | 0.18 | 0.43 | 0.98 | +2% | 1318% | 25% | +0.12 | 0.25 | 1.00 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +4% | 0.12 | 0.25 | 0.52 | +1% | 682% | 36% | +0.06 | 0.39 | 1.00 | ✗ fragile |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +3% | 0.11 | 0.25 | 0.60 | +1% | 1677% | 32% | +0.05 | 0.41 | 1.00 | ✗ fragile |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +3% | 0.09 | 0.19 | 0.29 | +0% | 9319% | 61% | +0.01 | 0.35 | 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≈2.1 of 15 (signals overlap) · PBO 0.01 · 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 | +20% | 0.72 | 1.52 | 2.60 | +19% | 3550% | 51% | +0.80 | 0.00 | 0.35 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +12% | 0.34 | 0.60 | 2.13 | +13% | 1572% | 36% | +0.41 | 0.00 | 1.00 | ✓ robust |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +8% | 0.18 | 0.30 | 1.01 | +11% | 1330% | 54% | +0.27 | 0.00 | 0.42 | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | +1% | 0.04 | 0.05 | 0.29 | +4% | 763% | 26% | +0.11 | 0.28 | -0.46 | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +0% | 0.00 | 0.00 | 0.02 | +4% | 694% | 43% | +0.08 | 0.25 | -10.32 | ✗ fragile |
| 10 · Market short · Majority below 200DMA | -0% | -0.00 | -0.01 | -0.03 | +5% | 671% | 46% | +0.08 | 0.25 | — | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | -2% | -0.03 | -0.05 | -0.21 | +5% | 1226% | 73% | +0.07 | 0.13 | — | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | -3% | -0.04 | -0.05 | -0.24 | +5% | 1226% | 73% | +0.06 | 0.18 | — | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | +0% | 0.00 | 0.00 | 0.00 | +3% | 1226% | 73% | +0.06 | 0.22 | 1.00 | ✗ fragile |
| 4 · Laggards short · Death Cross rising | -2% | -0.03 | -0.04 | -0.24 | +4% | 994% | 53% | +0.05 | 0.28 | — | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | -2% | -0.03 | -0.04 | -0.22 | +3% | 671% | 46% | +0.05 | 0.32 | — | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -6% | -0.08 | -0.11 | -0.55 | +4% | 1226% | 73% | +0.04 | 0.19 | — | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | -2% | -0.04 | -0.06 | -0.34 | +2% | 9111% | 38% | +0.04 | 0.32 | — | ✗ fragile |
| 12 · Leaders short · DOM 21SMA falling + RM rising | -0% | -0.01 | -0.02 | -0.07 | +1% | 9111% | 38% | +0.03 | 0.40 | — | ✗ fragile |
| 11 · Laggards short · RM rising | -5% | -0.08 | -0.13 | -0.75 | +0% | 11655% | 52% | +0.00 | 0.47 | — | ✗ 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≈3.0 of 15 (signals overlap) · PBO 0.72 · 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 · Market · DOM 21SMA rising | +9% | 0.58 | 1.33 | 2.45 | +5% | 601% | 26% | +0.45 | 0.26 | 0.92 | ✗ fragile |
| 2d · Quality leaders · DOM 21SMA rising | +9% | 0.42 | 0.83 | 1.68 | +4% | 601% | 26% | +0.32 | 0.26 | 0.91 | ✗ fragile |
| 7b · Leaders · Normalized McClellan (z) > 0 | +12% | 0.45 | 1.15 | 1.37 | +4% | 1145% | 45% | +0.31 | 0.26 | 0.91 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +8% | 0.40 | 0.85 | 1.61 | +3% | 601% | 26% | +0.28 | 0.26 | 0.97 | ✗ fragile |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +7% | 0.39 | 0.83 | 1.37 | +3% | 1006% | 33% | +0.26 | 0.30 | 0.70 | ✗ fragile |
| 6 · Leaders · Majority above 200DMA | +12% | 0.36 | 0.68 | 1.13 | +3% | 393% | 53% | +0.22 | 0.28 | 1.00 | ✗ fragile |
| 1 · Leaders · DOM 21SMA rising + RM rising | +7% | 0.30 | 1.49 | 2.39 | +3% | 717% | 14% | +0.19 | 0.26 | 0.57 | ✗ fragile |
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +5% | 0.29 | 0.51 | 1.51 | +2% | 416% | 17% | +0.17 | 0.28 | 1.00 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +5% | 0.29 | 0.51 | 1.51 | +2% | 416% | 17% | +0.17 | 0.28 | 1.00 | ✗ fragile |
| 10 · Market · Majority above 200DMA | +9% | 0.29 | 0.55 | 1.08 | +3% | 393% | 53% | +0.15 | 0.30 | 1.00 | ✗ fragile |
| 7 · Leaders · McClellan Oscillator > 0 | +13% | 0.29 | 0.79 | 1.43 | +5% | 1838% | 50% | +0.14 | 0.26 | 1.00 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +7% | 0.25 | 0.57 | 0.99 | +2% | 682% | 36% | +0.12 | 0.30 | 0.80 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +6% | 0.23 | 0.54 | 1.35 | +2% | 694% | 23% | +0.11 | 0.28 | 1.00 | ✗ fragile |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +12% | 0.37 | 0.99 | 1.14 | +0% | 2359% | 60% | +0.03 | 0.26 | 1.00 | ⚠ caution |
| 4 · Leaders · Golden Cross rising | +9% | 0.15 | 0.38 | 0.96 | +2% | 439% | 47% | +0.01 | 0.30 | 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≈2.0 of 15 (signals overlap) · PBO 0.28 · 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 12 · Leaders short · DOM 21SMA falling + RM rising | +8% | 0.16 | 0.31 | 1.29 | +8% | 2174% | 38% | +0.24 | 0.03 | 0.31 | ✗ fragile |
| 7 · Laggards short · McClellan Oscillator < 0 | +8% | 0.17 | 0.38 | 1.10 | +10% | 1838% | 50% | +0.23 | 0.03 | 0.64 | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | +6% | 0.14 | 0.25 | 0.97 | +7% | 2174% | 38% | +0.20 | 0.09 | 0.47 | ✗ fragile |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +4% | 0.10 | 0.16 | 0.55 | +7% | 1145% | 55% | +0.17 | 0.09 | 0.08 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +5% | 0.10 | 0.14 | 0.83 | +6% | 1041% | 35% | +0.16 | 0.10 | 1.00 | ✗ fragile |
| 11 · Laggards short · RM rising | +2% | 0.03 | 0.05 | 0.20 | +5% | 2567% | 52% | +0.10 | 0.12 | 0.37 | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | -2% | -0.03 | -0.04 | -0.20 | +5% | 601% | 74% | +0.07 | 0.10 | — | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +0% | 0.01 | 0.01 | 0.06 | +4% | 694% | 43% | +0.07 | 0.28 | -4.05 | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | -1% | -0.02 | -0.02 | -0.10 | +4% | 601% | 74% | +0.07 | 0.12 | — | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | -4% | -0.05 | -0.08 | -0.34 | +3% | 601% | 74% | +0.05 | 0.16 | — | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -5% | -0.06 | -0.09 | -0.45 | +4% | 601% | 74% | +0.05 | 0.12 | — | ✗ fragile |
| 10 · Market short · Majority below 200DMA | -3% | -0.05 | -0.08 | -0.45 | +2% | 416% | 46% | +0.03 | 0.43 | — | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | -2% | -0.04 | -0.05 | -0.36 | +1% | 393% | 26% | +0.02 | 0.52 | — | ✗ fragile |
| 4 · Laggards short · Death Cross rising | -3% | -0.06 | -0.08 | -0.40 | +1% | 439% | 53% | +0.01 | 0.51 | — | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | -5% | -0.07 | -0.10 | -0.62 | -0% | 416% | 46% | -0.01 | 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≈1.5 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 | +12% | 0.37 | 0.86 | 0.96 | +0% | 2197% | 64% | +0.03 | 0.12 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +3% | 0.10 | 0.20 | 0.25 | +0% | 9088% | 65% | +0.01 | 0.34 | 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:ETERNAL★ | 300.00 | 100 | +2.19% | +10.53% | +30.71% |
| 2 | NSE:BAJFINANCE★ | 218.09 | 98 | +0.44% | +3.50% | +16.64% |
| 3 | NSE:TITAN★ | 217.69 | 96 | +0.63% | +7.59% | +24.21% |
| 4 | NSE:SHRIRAMFIN★ | 207.33 | 94 | +1.04% | +7.64% | +17.37% |
| 5 | NSE:INDIGO★ | 207.20 | 92 | +1.11% | +0.39% | +17.18% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:HDFCLIFE★ | -172.72 | 0 | +3.11% | +0.03% | -10.64% |
| 2 | NSE:POWERGRID★ | -168.23 | 2 | +0.65% | -8.19% | -9.35% |
| 3 | NSE:NTPC★ | -154.79 | 4 | -0.58% | -4.62% | -14.14% |
| 4 | NSE:INFY★ | -142.71 | 6 | +0.02% | +3.78% | -4.08% |
| 5 | NSE:ONGC★ | -142.22 | 8 | -2.43% | -2.66% | -19.23% |
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 | +19% | 0.42 | 1.01 | 1.11 | +0% | 2197% | 64% | +0.05 | 0.06 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +2% | 0.05 | 0.11 | 0.13 | +0% | 9088% | 65% | +0.00 | 0.42 | 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:LODHA★ | 300.00 | 100 | +4.55% | +5.53% | +39.98% |
| 2 | NSE:SOLARINDS★ | 274.24 | 98 | +1.91% | +7.89% | +8.76% |
| 3 | NSE:ADANIENSOL★ | 204.54 | 96 | +1.93% | -7.80% | +7.33% |
| 4 | NSE:DLF★ | 195.51 | 94 | +0.39% | +3.32% | +14.02% |
| 5 | NSE:BOSCHLTD★ | 192.30 | 92 | +0.90% | +18.53% | +36.44% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:BANKBARODA★ | -192.23 | 0 | -1.02% | -0.61% | -10.37% |
| 2 | NSE:VBL★ | -187.15 | 2 | -2.45% | -9.31% | -20.71% |
| 3 | NSE:GODREJCP★ | -165.79 | 4 | -0.77% | -14.05% | -10.56% |
| 4 | NSE:PFC★ | -141.41 | 6 | -2.76% | -13.33% | -16.05% |
| 5 | NSE:ENRIN | -122.59 | 8 | -4.51% | +1.88% | -3.95% |
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 | +15% | 0.51 | 1.25 | 1.17 | +0% | 2197% | 64% | +0.04 | 0.06 | 1.00 | ✗ fragile |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +7% | 0.26 | 0.51 | 0.60 | +0% | 9088% | 65% | +0.02 | 0.15 | 1.00 | ⚠ caution |
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:ATHERENERG | 300.00 | 98 | +3.92% | +23.02% | +57.23% |
| 2 | NSE:LODHA★ | 300.00 | 99 | +4.55% | +5.53% | +39.98% |
| 3 | NSE:JYOTICNC | 300.00 | 99 | +6.53% | +26.00% | +53.38% |
| 4 | NSE:WELCORP | 300.00 | 100 | +16.86% | +44.19% | +74.88% |
| 5 | NSE:CEMPRO | 300.00 | 98 | +1.69% | -5.98% | +36.45% |
| 6 | NSE:ACE | 300.00 | 98 | -1.88% | +9.15% | +29.51% |
| 7 | NSE:CARTRADE | 300.00 | 98 | +12.89% | +5.50% | +84.79% |
| 8 | NSE:POLYMED | 300.00 | 100 | -3.34% | +1.81% | +18.85% |
| 9 | NSE:HFCL | 300.00 | 99 | +4.13% | +22.51% | +45.79% |
| 10 | NSE:IPCALAB | 300.00 | 99 | +2.56% | +9.83% | +23.73% |
| 11 | NSE:FINCABLES | 300.00 | 99 | -2.08% | +28.82% | +18.43% |
| 12 | NSE:ZEEL | 300.00 | 100 | +2.15% | -4.08% | +26.14% |
| 13 | NSE:LAURUSLABS★ | 293.49 | 98 | +4.73% | +10.13% | +37.35% |
| 14 | NSE:AEGISLOG | 278.27 | 97 | -2.37% | +3.13% | +86.23% |
| 15 | NSE:KALYANKJIL★ | 268.14 | 97 | +2.59% | +8.15% | +71.78% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:KPITTECH★ | -300.00 | 0 | +0.15% | +0.82% | -24.81% |
| 2 | NSE:TATAELXSI★ | -209.69 | 0 | -0.27% | +2.69% | -15.81% |
| 3 | NSE:TMPV★ | -209.40 | 0 | -2.55% | -4.44% | -18.80% |
| 4 | NSE:PATANJALI★ | -205.84 | 1 | -0.80% | +0.37% | -25.25% |
| 5 | NSE:AFCONS | -191.89 | 1 | +2.55% | +0.28% | -11.61% |
| 6 | NSE:VBL★ | -190.48 | 1 | -2.45% | -9.31% | -20.71% |
| 7 | NSE:TCS★ | -175.51 | 1 | -0.83% | -1.12% | -0.27% |
| 8 | NSE:GODFRYPHLP★ | -159.98 | 1 | +1.69% | -2.59% | -6.31% |
| 9 | NSE:INFY★ | -153.32 | 2 | +0.02% | +3.78% | -4.08% |
| 10 | NSE:BSE★ | -151.19 | 2 | -0.79% | -5.97% | -24.47% |
| 11 | NSE:INDUSTOWER★ | -146.63 | 2 | +1.42% | -2.50% | -12.82% |
| 12 | NSE:BLS | -140.09 | 2 | -12.39% | +0.11% | -10.40% |
| 13 | NSE:ABFRL | -138.73 | 2 | +0.09% | -4.43% | -15.95% |
| 14 | NSE:RAILTEL | -138.09 | 3 | -2.21% | -2.65% | -13.32% |
| 15 | NSE:PFC★ | -136.05 | 3 | -2.76% | -13.33% | -16.05% |
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 | +13% | 0.30 | 0.67 | 0.98 | +0% | 2197% | 64% | +0.03 | 0.12 | 1.00 | ✗ fragile |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +7% | 0.27 | 0.50 | 0.55 | +0% | 9088% | 65% | +0.02 | 0.17 | 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:KALYANKJIL | 300.00 | 100 | +2.59% | +8.15% | +71.78% |
| 2 | NSE:LODHA | 300.00 | 100 | +4.55% | +5.53% | +39.98% |
| 3 | NSE:LAURUSLABS | 287.45 | 99 | +4.73% | +10.13% | +37.35% |
| 4 | NSE:PAYTM | 250.78 | 99 | +8.37% | +33.09% | +51.64% |
| 5 | NSE:GODREJPROP | 244.96 | 98 | +1.38% | -2.10% | +15.62% |
| 6 | NSE:ADANIENT | 227.60 | 98 | +4.07% | +2.48% | +4.81% |
| 7 | NSE:DIVISLAB | 213.95 | 97 | +5.43% | +21.73% | +33.64% |
| 8 | NSE:MANAPPURAM | 213.72 | 97 | +7.47% | +1.54% | +10.64% |
| 9 | NSE:RADICO | 202.84 | 96 | -1.75% | +11.19% | +28.94% |
| 10 | NSE:ETERNAL | 200.82 | 96 | +2.19% | +10.53% | +30.71% |
| 11 | NSE:TITAN | 199.85 | 95 | +0.63% | +7.59% | +24.21% |
| 12 | NSE:DLF | 195.94 | 95 | +0.39% | +3.32% | +14.02% |
| 13 | NSE:ICICIBANK | 185.08 | 94 | +2.00% | -1.09% | +11.80% |
| 14 | NSE:OBEROIRLTY | 181.91 | 94 | +0.02% | +2.04% | +10.41% |
| 15 | NSE:OFSS | 173.67 | 93 | +0.22% | +6.41% | +19.41% |
| 16 | NSE:DIXON | 170.49 | 93 | +1.89% | +6.70% | +26.23% |
| 17 | NSE:CDSL | 162.28 | 92 | +7.90% | +7.90% | +16.94% |
| 18 | NSE:PHOENIXLTD | 160.32 | 92 | +0.27% | -5.52% | +7.77% |
| 19 | NSE:BIOCON | 159.53 | 91 | +1.15% | -4.30% | -4.28% |
| 20 | NSE:SONACOMS | 153.24 | 91 | -3.46% | +10.28% | +30.76% |
| 21 | NSE:PNBHOUSING | 150.48 | 90 | +0.94% | +9.87% | +8.46% |
| 22 | NSE:NUVAMA | 149.29 | 90 | +2.65% | -7.16% | +17.57% |
| 23 | NSE:UNIONBANK | 144.71 | 90 | +0.33% | +10.23% | +11.91% |
| 24 | NSE:UNITDSPR | 144.44 | 89 | +0.95% | +3.81% | +18.95% |
| 25 | NSE:COFORGE | 143.97 | 89 | +3.69% | +23.00% | +32.13% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:PATANJALI | -300.00 | 0 | -0.80% | +0.37% | -25.25% |
| 2 | NSE:KPITTECH | -300.00 | 0 | +0.15% | +0.82% | -24.81% |
| 3 | NSE:VBL | -288.07 | 1 | -2.45% | -9.31% | -20.71% |
| 4 | NSE:TATAELXSI | -255.57 | 1 | -0.27% | +2.69% | -15.81% |
| 5 | NSE:INFY | -189.65 | 2 | +0.02% | +3.78% | -4.08% |
| 6 | NSE:TCS | -175.05 | 2 | -0.83% | -1.12% | -0.27% |
| 7 | NSE:WAAREEENER | -152.41 | 3 | -1.64% | -3.88% | -14.67% |
| 8 | NSE:IRFC | -150.94 | 3 | +0.61% | -2.76% | -13.68% |
| 9 | NSE:TMPV | -144.50 | 4 | -2.55% | -4.44% | -18.80% |
| 10 | NSE:NBCC | -142.89 | 4 | +2.32% | -6.00% | -6.64% |
| 11 | NSE:SUZLON | -139.83 | 5 | +0.36% | -11.68% | -14.00% |
| 12 | NSE:DMART | -136.75 | 5 | -3.48% | -4.99% | -6.74% |
| 13 | NSE:BSE | -134.16 | 6 | -0.79% | -5.97% | -24.47% |
| 14 | NSE:BLUESTARCO | -132.22 | 6 | -0.55% | -9.63% | -9.50% |
| 15 | NSE:GODFRYPHLP | -130.91 | 7 | +1.69% | -2.59% | -6.31% |
| 16 | NSE:COALINDIA | -126.49 | 7 | +0.88% | -5.61% | -11.93% |
| 17 | NSE:HINDUNILVR | -121.55 | 8 | +0.01% | -7.06% | -8.53% |
| 18 | NSE:TATACONSUM | -116.42 | 8 | -1.96% | -5.45% | -11.83% |
| 19 | NSE:PREMIERENE | -116.34 | 9 | +0.30% | -3.36% | -1.16% |
| 20 | NSE:CROMPTON | -115.29 | 9 | -2.95% | -4.36% | -17.57% |
| 21 | NSE:WIPRO | -115.20 | 10 | -1.23% | -0.66% | -12.95% |
| 22 | NSE:RVNL | -111.06 | 10 | -0.94% | -1.14% | -14.77% |
| 23 | NSE:BANKBARODA | -103.61 | 10 | -1.02% | -0.61% | -10.37% |
| 24 | NSE:CGPOWER | -103.09 | 11 | +0.23% | -1.40% | -1.60% |
| 25 | NSE:BHARATFORG | -101.07 | 11 | -3.09% | -8.08% | +3.86% |
F&O Champion + Breadth Charts
RM63 Daily Leaders/Laggards
RM63: latest completed daily close (26-Aug-2026) using 63 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:WEL | 300.00 | 100 | +6.60% | +41.78% | +64.92% |
| 2 | NSE:TARSONS | 300.00 | 100 | -0.13% | +6.78% | +55.27% |
| 3 | NSE:DPABHUSHAN | 300.00 | 97 | +2.60% | +6.64% | +57.46% |
| 4 | NSE:CYIENTDLM | 300.00 | 97 | +11.50% | +19.98% | +84.59% |
| 5 | NSE:EMIL | 300.00 | 97 | -3.50% | +46.84% | +60.23% |
| 6 | NSE:THANGAMAYL | 300.00 | 100 | -0.34% | -24.82% | +44.42% |
| 7 | NSE:TFCILTD | 300.00 | 100 | +7.29% | +48.72% | +94.33% |
| 8 | NSE:CUPID | 300.00 | 97 | -0.20% | +28.24% | +122.14% |
| 9 | NSE:NIITLTD | 300.00 | 98 | +11.54% | +8.30% | +51.74% |
| 10 | NSE:OMAXE | 300.00 | 98 | +10.02% | +21.59% | +41.05% |
| 11 | NSE:SUDEEPPHRM | 300.00 | 99 | -2.36% | +31.58% | +61.97% |
| 12 | NSE:SUVEN | 300.00 | 99 | +11.92% | +19.43% | +35.87% |
| 13 | NSE:MSTCLTD | 300.00 | 98 | +4.80% | +22.37% | +69.11% |
| 14 | NSE:NPST | 300.00 | 98 | +4.14% | +6.62% | +56.08% |
| 15 | NSE:GANDHAR | 300.00 | 97 | +2.09% | +4.04% | +57.16% |
| 16 | NSE:SPAL | 300.00 | 99 | +3.13% | -6.38% | +26.64% |
| 17 | NSE:GHCLTEXTIL | 300.00 | 97 | +0.24% | +9.08% | +32.38% |
| 18 | NSE:ANDHRSUGAR | 300.00 | 96 | -0.51% | +13.23% | +14.01% |
| 19 | NSE:APCOTEXIND | 300.00 | 96 | -1.45% | +3.87% | +24.76% |
| 20 | NSE:MUTHOOTMF | 300.00 | 98 | +2.51% | -16.15% | +20.06% |
| 21 | NSE:MOREPENLAB | 300.00 | 98 | +9.68% | +71.16% | +120.81% |
| 22 | NSE:PVP | 300.00 | 99 | +44.34% | +106.13% | +117.90% |
| 23 | NSE:CARTRADE | 300.00 | 97 | +12.89% | +5.50% | +84.79% |
| 24 | NSE:SOTL | 300.00 | 99 | -0.64% | +7.02% | +63.92% |
| 25 | NSE:AVALON | 300.00 | 97 | -0.86% | +28.83% | +52.36% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:AQYLON | -300.00 | 0 | +0.13% | -4.12% | -61.18% |
| 2 | NSE:HARDWYN | -300.00 | 0 | -1.95% | -22.77% | -53.12% |
| 3 | NSE:INDOTHAI | -300.00 | 0 | -22.60% | -69.01% | -72.17% |
| 4 | NSE:GICL | -300.00 | 0 | -2.00% | +44.86% | -41.88% |
| 5 | NSE:GRMOVER | -300.00 | 0 | +0.06% | -1.42% | -45.78% |
| 6 | NSE:LEMERITE | -278.34 | 0 | -6.97% | +2.67% | -50.78% |
| 7 | NSE:AVANTIFEED | -231.42 | 0 | -2.44% | -14.29% | -37.24% |
| 8 | NSE:SOLEX | -229.61 | 0 | -0.97% | -16.83% | -40.59% |
| 9 | NSE:MASTERTR | -228.79 | 1 | +7.65% | +0.97% | -3.09% |
| 10 | NSE:KPEL | -226.72 | 1 | -6.66% | -19.54% | -32.76% |
| 11 | NSE:JARO | -218.26 | 1 | +4.91% | -3.65% | -20.00% |
| 12 | NSE:WAAREEINDO | -214.31 | 1 | -6.14% | -17.88% | -29.22% |
| 13 | NSE:RNBDENIMS | -208.41 | 1 | +9.30% | -4.18% | -20.62% |
| 14 | NSE:GREENPANEL | -168.48 | 1 | -1.67% | -17.66% | -20.80% |
| 15 | NSE:RHETAN | -164.15 | 1 | +1.48% | -24.48% | -26.77% |
| 16 | NSE:INSECTICID | -160.75 | 1 | -5.55% | -5.40% | -23.32% |
| 17 | NSE:DAVANGERE | -154.99 | 1 | -11.37% | -19.70% | -34.89% |
| 18 | NSE:RELIGARE | -152.88 | 1 | -1.24% | -10.80% | -5.77% |
| 19 | NSE:TMPV★ | -152.55 | 1 | -2.55% | -4.44% | -18.80% |
| 20 | NSE:KPITTECH★ | -148.63 | 1 | +0.15% | +0.82% | -24.81% |
| 21 | NSE:MARSONS | -143.19 | 2 | +14.04% | +10.48% | -17.24% |
| 22 | NSE:ICEMAKE | -142.69 | 2 | +0.79% | -14.97% | -17.15% |
| 23 | NSE:ZAGGLE | -141.75 | 2 | +2.54% | -6.19% | -12.51% |
| 24 | NSE:INDUSTOWER★ | -140.28 | 2 | +1.42% | -2.50% | -12.82% |
| 25 | NSE:GALLANTT | -138.81 | 2 | +1.35% | +6.62% | -15.40% |
RM63 Weekly Rebalance Leaders/Laggards
RM63: latest weekly rebalance-anchor list (21-Aug-2026 close) using 63 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:TBZ | 300.00 | 100 | +11.20% | +7.61% | +109.03% |
| 2 | NSE:PSPPROJECT | 300.00 | 99 | -1.13% | -15.36% | +16.11% |
| 3 | NSE:PVP | 300.00 | 99 | +28.00% | +56.22% | +72.83% |
| 4 | NSE:FILATEX | 300.00 | 98 | +2.05% | +16.49% | +95.99% |
| 5 | NSE:ASTRAMICRO | 300.00 | 97 | -4.43% | -4.86% | +40.33% |
| 6 | NSE:GHCLTEXTIL | 300.00 | 98 | +3.67% | +4.47% | +32.21% |
| 7 | NSE:THANGAMAYL | 300.00 | 100 | +1.11% | -14.96% | +42.10% |
| 8 | NSE:EMIL | 300.00 | 98 | -1.44% | +39.96% | +61.03% |
| 9 | NSE:TFCILTD | 300.00 | 100 | +11.54% | +57.42% | +76.39% |
| 10 | NSE:SUVEN | 300.00 | 100 | +9.00% | +9.60% | +38.45% |
| 11 | NSE:DIVGIITTS | 300.00 | 97 | -6.39% | +31.47% | +75.90% |
| 12 | NSE:SUDEEPPHRM | 300.00 | 99 | +0.57% | +27.80% | +66.39% |
| 13 | NSE:HFCL | 300.00 | 98 | +2.20% | +4.61% | +60.85% |
| 14 | NSE:CUPID | 300.00 | 97 | -3.16% | +34.71% | +136.83% |
| 15 | NSE:INDOSTAR | 300.00 | 98 | +5.81% | -6.45% | +19.90% |
| 16 | NSE:SOTL | 300.00 | 99 | -3.13% | +12.56% | +60.25% |
| 17 | NSE:SPAL | 300.00 | 99 | -0.73% | -6.81% | +21.87% |
| 18 | NSE:CYIENTDLM | 300.00 | 97 | +3.52% | +15.75% | +74.36% |
| 19 | NSE:PANAMAPET | 300.00 | 99 | +0.54% | +5.63% | +49.92% |
| 20 | NSE:BLSE | 300.00 | 97 | +2.12% | +19.54% | +54.23% |
| 21 | NSE:SHILPAMED | 300.00 | 99 | -0.86% | +27.34% | +71.69% |
| 22 | NSE:JGCHEM | 300.00 | 98 | +2.59% | +26.05% | +59.20% |
| 23 | NSE:INDSWFTLAB | 300.00 | 98 | +8.35% | +38.72% | +143.51% |
| 24 | NSE:CEMPRO | 300.00 | 97 | -1.72% | -22.15% | +45.33% |
| 25 | NSE:SIMPLEXINF | 300.00 | 99 | +2.24% | +2.39% | +18.86% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:AQYLON | -300.00 | 0 | +10.20% | -16.30% | -57.40% |
| 2 | NSE:LEMERITE | -300.00 | 0 | -1.68% | +13.73% | -66.62% |
| 3 | NSE:GRMOVER | -300.00 | 0 | -3.29% | -5.10% | -47.17% |
| 4 | NSE:GICL | -300.00 | 0 | +3.30% | +42.06% | -41.34% |
| 5 | NSE:INDOTHAI | -300.00 | 0 | -22.60% | -63.48% | -70.54% |
| 6 | NSE:HARDWYN | -300.00 | 0 | -19.86% | -23.03% | -53.13% |
| 7 | NSE:SOLEX | -269.38 | 0 | -12.23% | -21.76% | -41.04% |
| 8 | NSE:MASTERTR | -258.78 | 0 | +8.43% | -1.35% | -9.26% |
| 9 | NSE:INA | -234.79 | 1 | -5.28% | -21.73% | -32.45% |
| 10 | NSE:AVANTIFEED | -232.87 | 1 | -1.61% | -15.48% | -34.68% |
| 11 | NSE:JARO | -222.96 | 1 | -2.28% | -8.33% | -19.82% |
| 12 | NSE:RNBDENIMS | -206.62 | 1 | -13.44% | -18.72% | -30.05% |
| 13 | NSE:WAAREEINDO | -205.65 | 1 | -4.49% | -24.93% | -28.49% |
| 14 | NSE:GESHIP | -203.32 | 1 | +2.09% | -6.93% | -23.74% |
| 15 | NSE:CHEMPLASTS | -195.69 | 1 | -3.92% | -9.60% | -22.07% |
| 16 | NSE:KPEL | -193.67 | 1 | +2.86% | -16.27% | -27.18% |
| 17 | NSE:MARSONS | -176.22 | 1 | +14.39% | +2.01% | -21.24% |
| 18 | NSE:TECHNOE | -166.88 | 1 | +1.97% | -3.27% | -23.71% |
| 19 | NSE:AWFIS | -158.83 | 1 | +0.62% | -7.61% | -21.38% |
| 20 | NSE:KPIGREEN | -156.20 | 1 | -2.01% | -23.09% | -27.38% |
| 21 | NSE:ISGEC | -154.75 | 2 | +3.13% | -14.19% | -29.67% |
| 22 | NSE:METROBRAND | -154.45 | 2 | -3.35% | -15.05% | -17.64% |
| 23 | NSE:GREENPANEL | -152.76 | 2 | -7.77% | -18.29% | -10.79% |
| 24 | NSE:RELIGARE | -152.58 | 2 | -1.34% | -9.60% | +0.71% |
| 25 | NSE:JINDRILL | -151.74 | 2 | +9.31% | +8.30% | -0.39% |
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 |