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% | 0.59 | 1.37 | 1.41 | +0% | 2201% | 64% | +0.05 | 0.07 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +5% | 0.17 | 0.34 | 0.47 | +0% | 9131% | 64% | +0.01 | 0.23 | 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 0.19 · 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 | +13% | 0.50 | 1.08 | 1.24 | +0% | 2359% | 60% | +0.04 | 0.21 | 1.00 | ⚠ caution |
| Daily Challenger · adaptive CMA rising long / RM rising + DOM 21SMA falling short | +5% | 0.17 | 0.32 | 0.45 | +0% | 9290% | 61% | +0.01 | 0.48 | 1.00 | ✗ fragile |
| Daily Quality Challenger · DOM 21SMA rising quality leaders / DOM 21SMA falling non-quality laggards short | +2% | 0.04 | 0.06 | 0.12 | +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 | +5% | 0.10 | 0.16 | 0.32 | +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 0.10 · 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 | +20% | 0.88 | 3.12 | 2.32 | +11% | 3550% | 49% | +0.83 | 0.00 | 0.54 | ✗ fragile |
| 7b · Leaders · Normalized McClellan (z) > 0 | +11% | 0.53 | 1.57 | 1.30 | +6% | 1327% | 46% | +0.48 | 0.17 | 0.85 | ⚠ caution |
| 3 · Market · DOM 21SMA rising | +9% | 0.49 | 1.02 | 2.59 | +6% | 1180% | 27% | +0.38 | 0.17 | 0.92 | ✗ fragile |
| 10 · Market · Majority above 200DMA | +11% | 0.51 | 0.83 | 1.38 | +5% | 692% | 54% | +0.38 | 0.17 | 0.83 | ✗ fragile |
| 6 · Leaders · Majority above 200DMA | +10% | 0.37 | 0.67 | 0.98 | +5% | 692% | 54% | +0.32 | 0.17 | 0.87 | ✗ fragile |
| 1 · Leaders · DOM 21SMA rising + RM rising | +5% | 0.28 | 0.76 | 1.98 | +3% | 3335% | 15% | +0.25 | 0.17 | 1.00 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +6% | 0.26 | 0.51 | 1.30 | +4% | 1180% | 27% | +0.22 | 0.17 | 1.00 | ✗ fragile |
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +5% | 0.24 | 0.50 | 1.45 | +3% | 839% | 19% | +0.20 | 0.17 | 1.00 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +5% | 0.24 | 0.50 | 1.45 | +3% | 839% | 19% | +0.20 | 0.17 | 1.00 | ✗ fragile |
| 2d · Quality leaders · DOM 21SMA rising | +6% | 0.20 | 0.42 | 1.25 | +4% | 1180% | 27% | +0.17 | 0.17 | 1.00 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +5% | 0.18 | 0.42 | 1.00 | +2% | 1270% | 25% | +0.14 | 0.26 | 1.00 | ✗ fragile |
| 4 · Leaders · Golden Cross rising | +8% | 0.18 | 0.44 | 0.98 | +4% | 987% | 47% | +0.13 | 0.17 | 0.70 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +4% | 0.12 | 0.24 | 0.52 | +1% | 669% | 36% | +0.07 | 0.35 | 1.00 | ✗ fragile |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +3% | 0.11 | 0.23 | 0.59 | +1% | 1645% | 32% | +0.06 | 0.35 | 1.00 | ✗ fragile |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +4% | 0.10 | 0.22 | 0.35 | +0% | 9381% | 61% | +0.01 | 0.33 | 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 | +21% | 0.76 | 1.60 | 2.75 | +20% | 3550% | 51% | +0.83 | 0.00 | 0.36 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +13% | 0.36 | 0.65 | 2.26 | +13% | 1577% | 36% | +0.43 | 0.00 | 1.00 | ✓ robust |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +9% | 0.20 | 0.33 | 1.14 | +11% | 1327% | 54% | +0.28 | 0.01 | 0.50 | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | +2% | 0.06 | 0.07 | 0.39 | +4% | 783% | 26% | +0.11 | 0.27 | -0.06 | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +1% | 0.02 | 0.03 | 0.21 | +5% | 692% | 44% | +0.09 | 0.23 | -0.19 | ✗ fragile |
| 10 · Market short · Majority below 200DMA | +1% | 0.01 | 0.02 | 0.10 | +5% | 692% | 46% | +0.08 | 0.23 | 1.00 | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | -0% | -0.01 | -0.01 | -0.05 | +6% | 1180% | 73% | +0.08 | 0.12 | — | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | -1% | -0.02 | -0.02 | -0.12 | +5% | 1180% | 73% | +0.07 | 0.17 | — | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | +2% | 0.03 | 0.04 | 0.14 | +4% | 1180% | 73% | +0.07 | 0.23 | 1.00 | ✗ fragile |
| 4 · Laggards short · Death Cross rising | -1% | -0.02 | -0.02 | -0.13 | +4% | 987% | 53% | +0.06 | 0.28 | — | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | -1% | -0.02 | -0.02 | -0.13 | +3% | 692% | 46% | +0.05 | 0.29 | — | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -4% | -0.06 | -0.08 | -0.40 | +5% | 1180% | 73% | +0.05 | 0.19 | — | ✗ fragile |
| 12 · Leaders short · DOM 21SMA falling + RM rising | +0% | 0.01 | 0.02 | 0.07 | +1% | 9154% | 38% | +0.04 | 0.32 | 1.00 | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | -1% | -0.02 | -0.04 | -0.23 | +2% | 9154% | 38% | +0.04 | 0.29 | — | ✗ fragile |
| 11 · Laggards short · RM rising | -5% | -0.07 | -0.11 | -0.66 | -0% | 11672% | 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 0.75 · 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% | 0.57 | 1.32 | 2.43 | +6% | 613% | 26% | +0.46 | 0.26 | 0.91 | ✗ fragile |
| 2d · Quality leaders · DOM 21SMA rising | +9% | 0.41 | 0.83 | 1.67 | +4% | 613% | 26% | +0.32 | 0.26 | 0.90 | ✗ fragile |
| 2 · Leaders · DOM 21SMA rising | +8% | 0.40 | 0.85 | 1.61 | +4% | 613% | 26% | +0.29 | 0.26 | 0.96 | ✗ fragile |
| 7b · Leaders · Normalized McClellan (z) > 0 | +10% | 0.39 | 1.00 | 1.21 | +4% | 1134% | 44% | +0.27 | 0.26 | 1.00 | ✗ fragile |
| 8 · Leaders · Participation regime (>50DMA & >200DMA rising) | +7% | 0.38 | 0.80 | 1.36 | +3% | 987% | 32% | +0.26 | 0.29 | 0.70 | ✗ fragile |
| 6 · Leaders · Majority above 200DMA | +12% | 0.35 | 0.65 | 1.11 | +4% | 397% | 54% | +0.23 | 0.28 | 1.00 | ✗ fragile |
| 1 · Leaders · DOM 21SMA rising + RM rising | +7% | 0.30 | 1.49 | 2.40 | +3% | 726% | 14% | +0.20 | 0.26 | 0.58 | ✗ fragile |
| 2b · Leaders · DOM 21SMA rising + Golden Cross rising | +5% | 0.29 | 0.52 | 1.52 | +2% | 431% | 18% | +0.19 | 0.28 | 1.00 | ✗ fragile |
| 5 · Leaders · DOM + Golden Cross + New-High/Low | +5% | 0.29 | 0.52 | 1.52 | +2% | 431% | 18% | +0.19 | 0.28 | 1.00 | ✗ fragile |
| 10 · Market · Majority above 200DMA | +8% | 0.26 | 0.49 | 0.99 | +3% | 397% | 54% | +0.14 | 0.29 | 1.00 | ✗ fragile |
| 7 · Leaders · McClellan Oscillator > 0 | +12% | 0.26 | 0.69 | 1.29 | +4% | 1838% | 50% | +0.13 | 0.26 | 1.00 | ✗ fragile |
| 9 · Leaders · Weekly MACD breadth (line & hist > MA) | +7% | 0.24 | 0.57 | 0.99 | +2% | 669% | 35% | +0.13 | 0.29 | 0.79 | ✗ fragile |
| 2a · Leaders · Adaptive CMA trigger (Janus OOS) | +6% | 0.22 | 0.51 | 1.31 | +2% | 681% | 23% | +0.11 | 0.28 | 1.00 | ✗ fragile |
| 2c · Switch · adaptive CMA long leaders / DOM falling + RM rising short laggards | +13% | 0.41 | 1.09 | 1.27 | +0% | 2359% | 60% | +0.04 | 0.26 | 1.00 | ⚠ caution |
| 4 · Leaders · Golden Cross rising | +9% | 0.15 | 0.37 | 0.95 | +3% | 442% | 47% | +0.02 | 0.29 | 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 0.37 · 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 | +9% | 0.19 | 0.35 | 1.48 | +9% | 2178% | 38% | +0.26 | 0.03 | 0.28 | ✗ fragile |
| 7 · Laggards short · McClellan Oscillator < 0 | +9% | 0.18 | 0.40 | 1.18 | +10% | 1838% | 50% | +0.23 | 0.03 | 0.73 | ✗ fragile |
| 1 · Laggards short · DOM 21SMA falling + RM rising | +7% | 0.18 | 0.32 | 1.25 | +8% | 2178% | 38% | +0.23 | 0.08 | 0.47 | ✗ fragile |
| 8 · Laggards short · Participation weakness | +6% | 0.13 | 0.19 | 1.10 | +7% | 1032% | 36% | +0.18 | 0.08 | 1.00 | ✗ fragile |
| 7b · Laggards short · Normalized McClellan (z) < 0 | +5% | 0.11 | 0.18 | 0.63 | +7% | 1134% | 56% | +0.16 | 0.08 | 0.32 | ✗ fragile |
| 11 · Laggards short · RM rising | +3% | 0.06 | 0.09 | 0.42 | +5% | 2564% | 52% | +0.11 | 0.14 | 0.44 | ✗ fragile |
| 9 · Laggards short · Weekly MACD breadth weak | +2% | 0.04 | 0.05 | 0.29 | +4% | 692% | 44% | +0.09 | 0.22 | 0.01 | ✗ fragile |
| 3 · Market short · DOM 21SMA falling | -0% | -0.01 | -0.01 | -0.05 | +6% | 613% | 74% | +0.08 | 0.08 | — | ✗ fragile |
| 2 · Laggards short · DOM 21SMA falling | +1% | 0.01 | 0.01 | 0.04 | +5% | 613% | 74% | +0.07 | 0.14 | -0.62 | ✗ fragile |
| 13 · Leaders short · DOM 21SMA falling | -3% | -0.04 | -0.05 | -0.22 | +4% | 613% | 74% | +0.06 | 0.18 | — | ✗ fragile |
| 2b · Non-quality laggards short · DOM 21SMA falling | -3% | -0.04 | -0.06 | -0.30 | +4% | 613% | 74% | +0.05 | 0.14 | — | ✗ fragile |
| 10 · Market short · Majority below 200DMA | -2% | -0.04 | -0.05 | -0.31 | +2% | 420% | 46% | +0.03 | 0.45 | — | ✗ fragile |
| 5 · Laggards short · DOM + Death Cross + New-High/Low weak | -1% | -0.02 | -0.02 | -0.16 | +1% | 420% | 26% | +0.03 | 0.52 | — | ✗ fragile |
| 4 · Laggards short · Death Cross rising | -2% | -0.03 | -0.05 | -0.25 | +1% | 442% | 53% | +0.02 | 0.46 | — | ✗ fragile |
| 6 · Laggards short · Majority below 200DMA | -4% | -0.06 | -0.08 | -0.50 | -0% | 420% | 46% | -0.00 | 0.63 | — | ✗ 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 | +13% | 0.39 | 0.92 | 1.03 | +0% | 2201% | 64% | +0.03 | 0.08 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +4% | 0.12 | 0.25 | 0.32 | +0% | 9131% | 64% | +0.01 | 0.27 | 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:TECHM★ | 233.46 | 100 | +0.89% | +15.96% | +13.97% |
| 2 | NSE:TCS★ | 176.69 | 98 | +3.01% | +21.76% | +10.43% |
| 3 | NSE:HCLTECH★ | 164.57 | 96 | +2.69% | +12.64% | +9.34% |
| 4 | NSE:INFY★ | 144.21 | 94 | +3.12% | +16.58% | +8.04% |
| 5 | NSE:ETERNAL★ | 139.21 | 92 | +1.67% | -2.82% | +10.04% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:HDFCLIFE★ | -106.17 | 0 | -4.86% | -2.26% | -6.12% |
| 2 | NSE:NESTLEIND★ | -86.73 | 2 | -5.57% | -13.88% | -18.85% |
| 3 | NSE:TATACONSUM★ | -85.32 | 4 | -3.10% | -4.75% | -15.43% |
| 4 | NSE:TMPV★ | -80.53 | 6 | -5.14% | -9.21% | -19.52% |
| 5 | NSE:HINDUNILVR★ | -69.46 | 8 | -1.87% | -6.40% | -16.37% |
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 | +21% | 0.47 | 1.13 | 1.23 | +0% | 2201% | 64% | +0.06 | 0.06 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +4% | 0.09 | 0.18 | 0.22 | +0% | 9131% | 64% | +0.01 | 0.34 | 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:BOSCHLTD★ | 300.00 | 98 | -0.65% | -6.94% | +8.85% |
| 2 | NSE:SOLARINDS★ | 300.00 | 100 | -5.66% | -5.38% | +0.30% |
| 3 | NSE:DIVISLAB★ | 297.65 | 96 | -0.41% | -5.92% | +22.07% |
| 4 | NSE:VOGL | 246.99 | 94 | -9.01% | -19.23% | -20.32% |
| 5 | NSE:DLF★ | 225.55 | 92 | -1.57% | -3.03% | +1.75% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:GODREJCP★ | -300.00 | 0 | -1.64% | -5.32% | -22.40% |
| 2 | NSE:PFC★ | -244.34 | 2 | -4.24% | -5.83% | -24.23% |
| 3 | NSE:VEDPOWER | -181.34 | 4 | -11.84% | -14.39% | -23.69% |
| 4 | NSE:TATAPOWER★ | -172.93 | 6 | -3.90% | -7.89% | -10.30% |
| 5 | NSE:VBL★ | -171.09 | 8 | -2.98% | -6.16% | -12.16% |
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 | +16% | 0.57 | 1.39 | 1.29 | +0% | 2201% | 64% | +0.05 | 0.08 | 1.00 | ⚠ caution |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +8% | 0.29 | 0.57 | 0.68 | +0% | 9131% | 64% | +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:SAREGAMA | 300.00 | 99 | -4.14% | -1.58% | -5.01% |
| 2 | NSE:REDINGTON | 300.00 | 99 | -1.16% | -9.94% | +31.85% |
| 3 | NSE:PTCIL | 300.00 | 99 | -7.41% | +6.33% | +29.39% |
| 4 | NSE:ATHERENERG | 300.00 | 95 | +7.95% | +5.21% | +29.64% |
| 5 | NSE:CARBORUNIV | 300.00 | 96 | +3.69% | -11.68% | +5.23% |
| 6 | NSE:POLICYBZR★ | 300.00 | 98 | -1.16% | -12.26% | -34.14% |
| 7 | NSE:PVRINOX | 300.00 | 99 | +0.19% | +11.96% | +25.06% |
| 8 | NSE:CARTRADE | 300.00 | 96 | -6.95% | -6.01% | -5.25% |
| 9 | NSE:SUNTV | 300.00 | 100 | -10.60% | +11.48% | +17.07% |
| 10 | NSE:SOLARINDS★ | 300.00 | 99 | -5.66% | -5.38% | +0.30% |
| 11 | NSE:BALRAMCHIN | 300.00 | 96 | -10.90% | -8.81% | +2.24% |
| 12 | NSE:THELEELA | 300.00 | 100 | -6.39% | +6.74% | +22.57% |
| 13 | NSE:MOTILALOFS★ | 300.00 | 98 | -8.58% | -9.30% | +7.37% |
| 14 | NSE:NETWEB | 300.00 | 98 | -8.81% | -5.70% | -1.75% |
| 15 | NSE:NIACL | 300.00 | 98 | -7.25% | -8.61% | -2.52% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:DMART★ | -252.13 | 0 | -4.66% | -17.84% | -21.79% |
| 2 | NSE:VOLTAS★ | -231.32 | 0 | -7.06% | -15.26% | -28.17% |
| 3 | NSE:FORTIS★ | -225.81 | 0 | -0.42% | -12.31% | -22.03% |
| 4 | NSE:UBL | -219.99 | 1 | -5.69% | -9.20% | -20.47% |
| 5 | NSE:ASTERDM | -196.34 | 1 | -3.02% | -14.80% | -19.28% |
| 6 | NSE:CANHLIFE | -192.50 | 1 | -4.85% | -19.11% | -15.94% |
| 7 | NSE:EXIDEIND★ | -185.78 | 1 | -6.46% | -20.48% | -21.10% |
| 8 | NSE:PIIND★ | -179.59 | 1 | -6.63% | -15.83% | -26.35% |
| 9 | NSE:RAILTEL | -176.38 | 2 | -10.60% | -13.92% | -22.39% |
| 10 | NSE:CCL | -169.69 | 2 | -8.47% | -13.52% | -23.09% |
| 11 | NSE:MAXHEALTH★ | -168.02 | 2 | +0.60% | -17.65% | -25.09% |
| 12 | NSE:RAINBOW | -161.51 | 2 | -5.99% | -15.44% | -21.67% |
| 13 | NSE:HONAUT | -156.43 | 2 | -1.36% | -7.72% | -16.72% |
| 14 | NSE:AEGISVOPAK | -150.54 | 3 | -9.85% | -16.47% | -20.87% |
| 15 | NSE:AFCONS | -146.41 | 3 | -13.69% | -16.22% | -25.58% |
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 | +15% | 0.34 | 0.76 | 1.12 | +0% | 2201% | 64% | +0.04 | 0.07 | 1.00 | ✗ fragile |
| Daily Champion · DOM 21SMA rising long / DOM 21SMA falling + RM rising short | +8% | 0.30 | 0.56 | 0.61 | +0% | 9131% | 64% | +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:360ONE | 300.00 | 87 | -7.58% | -9.13% | -13.92% |
| 2 | NSE:APLAPOLLO | 300.00 | 88 | -3.11% | -6.18% | +12.32% |
| 3 | NSE:ANGELONE | 300.00 | 87 | -6.70% | -1.87% | -7.10% |
| 4 | NSE:HEROMOTOCO | 300.00 | 91 | -0.59% | -3.00% | +1.67% |
| 5 | NSE:GODREJPROP | 300.00 | 90 | -4.02% | -10.29% | -26.63% |
| 6 | NSE:GRASIM | 300.00 | 90 | +2.47% | -7.55% | -5.22% |
| 7 | NSE:DIXON | 300.00 | 90 | -7.76% | -16.65% | -19.18% |
| 8 | NSE:COFORGE | 300.00 | 89 | +3.53% | +11.72% | +30.40% |
| 9 | NSE:BOSCHLTD | 300.00 | 88 | -0.65% | -6.94% | +8.85% |
| 10 | NSE:BAJAJ-AUTO | 300.00 | 88 | -2.10% | -10.73% | -9.95% |
| 11 | NSE:UNOMINDA | 300.00 | 100 | -1.66% | -12.21% | -8.01% |
| 12 | NSE:MFSL | 300.00 | 93 | -3.19% | -14.95% | -17.93% |
| 13 | NSE:OBEROIRLTY | 300.00 | 94 | -5.63% | -14.88% | -13.67% |
| 14 | NSE:MOTILALOFS | 300.00 | 94 | -8.58% | -9.30% | +7.37% |
| 15 | NSE:LODHA | 300.00 | 93 | -4.85% | -15.88% | -18.24% |
| 16 | NSE:JUBLFOOD | 300.00 | 92 | +2.27% | -12.72% | -1.06% |
| 17 | NSE:IREDA | 300.00 | 92 | -4.38% | -10.02% | -15.31% |
| 18 | NSE:IDEA | 300.00 | 91 | -2.69% | -16.20% | -8.50% |
| 19 | NSE:PAYTM | 300.00 | 95 | -1.84% | -1.15% | +28.33% |
| 20 | NSE:PATANJALI | 300.00 | 95 | -4.76% | -13.99% | +0.17% |
| 21 | NSE:PNBHOUSING | 300.00 | 96 | -5.39% | -0.81% | +0.70% |
| 22 | NSE:PIDILITIND | 300.00 | 96 | -0.31% | -2.58% | -8.27% |
| 23 | NSE:POLICYBZR | 300.00 | 97 | -1.16% | -12.26% | -34.14% |
| 24 | NSE:SHRIRAMFIN | 300.00 | 98 | -10.96% | -17.01% | -20.54% |
| 25 | NSE:RADICO | 300.00 | 98 | -5.31% | -7.84% | +1.22% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:VOLTAS | -300.00 | 10 | -7.06% | -15.26% | -28.17% |
| 2 | NSE:SOLARINDS | -300.00 | 8 | -5.66% | -5.38% | +0.30% |
| 3 | NSE:SUZLON | -300.00 | 9 | -8.07% | -9.02% | -30.16% |
| 4 | NSE:TCS | -300.00 | 9 | +3.01% | +21.76% | +10.43% |
| 5 | NSE:RVNL | -300.00 | 7 | -6.09% | -11.76% | -18.44% |
| 6 | NSE:RECLTD | -300.00 | 7 | -1.37% | -4.71% | -19.00% |
| 7 | NSE:PREMIERENE | -300.00 | 6 | -6.50% | -6.22% | -19.17% |
| 8 | NSE:SIEMENS | -300.00 | 8 | -9.50% | -15.43% | -11.81% |
| 9 | NSE:PETRONET | -300.00 | 5 | -0.65% | +1.83% | +6.91% |
| 10 | NSE:PFC | -300.00 | 6 | -4.24% | -5.83% | -24.23% |
| 11 | NSE:INDUSTOWER | -300.00 | 2 | +1.73% | +3.83% | +0.41% |
| 12 | NSE:INOXWIND | -300.00 | 2 | -10.00% | -21.87% | -25.35% |
| 13 | NSE:LUPIN | -300.00 | 3 | +1.07% | -6.31% | -18.68% |
| 14 | NSE:NAM-INDIA | -300.00 | 4 | -11.49% | -20.56% | -20.35% |
| 15 | NSE:NHPC | -300.00 | 4 | -0.20% | -7.16% | -11.49% |
| 16 | NSE:NYKAA | -300.00 | 5 | -2.02% | -1.15% | +0.95% |
| 17 | NSE:KALYANKJIL | -300.00 | 3 | -8.43% | -11.90% | -10.59% |
| 18 | NSE:BHARATFORG | -300.00 | 1 | -3.79% | -13.82% | -20.67% |
| 19 | NSE:BANDHANBNK | -300.00 | 0 | -7.90% | -19.63% | -10.96% |
| 20 | NSE:FEDERALBNK | -300.00 | 1 | -1.28% | +6.96% | -3.39% |
| 21 | NSE:AMBER | -300.00 | 0 | -9.52% | -15.11% | -18.85% |
| 22 | NSE:PGEL | -285.08 | 10 | -6.50% | -8.39% | -18.06% |
| 23 | NSE:CROMPTON | -282.29 | 10 | -6.96% | -11.28% | -22.14% |
| 24 | NSE:WAAREEENER | -272.08 | 11 | -7.79% | -7.05% | -15.41% |
| 25 | NSE:JIOFIN | -271.02 | 12 | -4.10% | -9.59% | -13.10% |
F&O Champion + Breadth Charts
RM63 Daily Leaders/Laggards
RM63: latest completed daily close (26-Oct-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:WHEELS | 300.00 | 100 | -9.58% | -3.95% | +47.48% |
| 2 | NSE:WESTLIFE | 300.00 | 100 | +6.62% | +1.64% | +26.50% |
| 3 | NSE:WELCORP | 300.00 | 100 | -9.65% | -17.29% | +46.43% |
| 4 | NSE:WEL | 300.00 | 100 | -2.32% | -7.09% | -15.94% |
| 5 | NSE:VSSL | 300.00 | 100 | -6.84% | -16.46% | +15.62% |
| 6 | NSE:VENUSPIPES | 300.00 | 99 | -6.70% | -21.00% | +1.24% |
| 7 | NSE:VINDHYATEL | 300.00 | 100 | -8.70% | -3.57% | +37.50% |
| 8 | NSE:SYNCOMF | 300.00 | 98 | -6.35% | +0.00% | +52.24% |
| 9 | NSE:SYRMA | 300.00 | 98 | -3.37% | -13.69% | +13.61% |
| 10 | NSE:VARROC | 300.00 | 99 | -3.04% | -6.74% | +16.95% |
| 11 | NSE:VALIANTORG | 300.00 | 99 | -6.43% | +6.13% | +66.01% |
| 12 | NSE:UTTAMSUGAR | 300.00 | 99 | -14.17% | +5.48% | +35.19% |
| 13 | NSE:VAKRANGEE | 300.00 | 99 | -2.70% | +9.49% | -5.25% |
| 14 | NSE:UFLEX | 300.00 | 99 | -6.43% | -14.28% | +19.50% |
| 15 | NSE:UNIMECH | 300.00 | 99 | -3.80% | -2.95% | +34.30% |
| 16 | NSE:TVSSRICHAK | 300.00 | 99 | -3.76% | -10.31% | +4.08% |
| 17 | NSE:AEROFLEX | 300.00 | 90 | -11.77% | -15.21% | +6.60% |
| 18 | NSE:SUVEN | 300.00 | 98 | -9.67% | -21.79% | -15.93% |
| 19 | NSE:AHCL | 300.00 | 90 | -8.42% | -21.61% | +56.83% |
| 20 | NSE:TDPOWERSYS | 300.00 | 99 | -6.60% | -8.41% | +20.60% |
| 21 | NSE:TATVA | 300.00 | 99 | -17.65% | -12.59% | -12.92% |
| 22 | NSE:TFCILTD | 300.00 | 99 | -1.20% | +11.57% | +62.77% |
| 23 | NSE:THELEELA | 300.00 | 99 | -6.39% | +6.74% | +22.57% |
| 24 | NSE:SIMPLEXINF | 300.00 | 98 | -12.39% | +0.86% | +6.26% |
| 25 | NSE:SHRIPISTON | 300.00 | 98 | -6.97% | -9.44% | +1.34% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:WAAREEINDO | -300.00 | 1 | -8.90% | -16.47% | -42.45% |
| 2 | NSE:RHETAN | -300.00 | 0 | -9.97% | -6.53% | -51.19% |
| 3 | NSE:OSWALPUMPS | -300.00 | 0 | -15.76% | -24.40% | -40.48% |
| 4 | NSE:TICL | -300.00 | 1 | -14.85% | +3.58% | -28.19% |
| 5 | NSE:INDOTHAI | -300.00 | 0 | -10.88% | -7.41% | -82.13% |
| 6 | NSE:AQYLON | -300.00 | 0 | -18.37% | -25.32% | -44.52% |
| 7 | NSE:ATALREAL | -300.00 | 0 | +3.45% | -6.80% | -46.73% |
| 8 | NSE:SOLEX | -300.00 | 0 | -13.36% | -25.29% | -43.93% |
| 9 | NSE:KPEL | -300.00 | 0 | -16.14% | -28.89% | -49.16% |
| 10 | NSE:HGINFRA | -300.00 | 0 | -5.81% | -16.65% | -30.04% |
| 11 | NSE:WANBURY | -300.00 | 1 | -10.56% | -25.76% | -49.45% |
| 12 | NSE:VOLTAS★ | -300.00 | 1 | -7.06% | -15.26% | -28.17% |
| 13 | NSE:AHLUCONT | -299.84 | 1 | -5.25% | -10.15% | -36.66% |
| 14 | NSE:SUYOG | -297.24 | 1 | -21.74% | -28.02% | -47.13% |
| 15 | NSE:INOXGREEN | -297.10 | 1 | -7.83% | -36.88% | -45.36% |
| 16 | NSE:JAYBARMARU | -296.86 | 1 | -13.14% | -7.40% | -33.57% |
| 17 | NSE:AFCONS | -267.52 | 1 | -13.69% | -16.22% | -25.58% |
| 18 | NSE:AWHCL | -263.91 | 1 | -11.69% | -24.53% | -35.10% |
| 19 | NSE:GOODYEAR | -263.08 | 1 | -4.64% | -7.21% | -19.74% |
| 20 | NSE:SHREDIGCEM | -255.61 | 1 | -17.31% | -20.91% | -26.67% |
| 21 | NSE:RAMCOSYS | -255.32 | 2 | -9.69% | -12.54% | -20.70% |
| 22 | NSE:ANUP | -251.26 | 2 | -7.15% | -20.87% | -38.11% |
| 23 | NSE:GVPIL | -250.43 | 2 | -7.45% | -14.02% | -26.17% |
| 24 | NSE:PNCINFRA | -249.43 | 2 | -6.64% | -1.33% | -44.74% |
| 25 | NSE:SHAKTIPUMP | -241.98 | 2 | -11.66% | -21.40% | -30.69% |
RM63 Weekly Rebalance Leaders/Laggards
RM63: latest weekly rebalance-anchor list (23-Oct-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:WHEELS | 300.00 | 100 | -12.02% | -3.68% | +49.31% |
| 2 | NSE:WESTLIFE | 300.00 | 100 | -1.94% | -5.14% | +18.86% |
| 3 | NSE:AARTIPHARM | 300.00 | 89 | -6.04% | -12.68% | +24.41% |
| 4 | NSE:FINCABLES | 300.00 | 92 | -20.28% | -25.84% | +11.51% |
| 5 | NSE:WSTCSTPAPR | 300.00 | 100 | -5.07% | +6.72% | +42.22% |
| 6 | NSE:GOODLUCK | 300.00 | 92 | -8.11% | +1.46% | +7.16% |
| 7 | NSE:GMMPFAUDLR | 300.00 | 92 | -7.71% | -15.47% | +52.04% |
| 8 | NSE:UNIVCABLES | 300.00 | 99 | -8.96% | -12.55% | +9.57% |
| 9 | NSE:UNIMECH | 300.00 | 99 | -12.91% | -9.09% | +28.37% |
| 10 | NSE:TVSSRICHAK | 300.00 | 99 | -5.64% | -12.49% | +3.79% |
| 11 | NSE:UFLEX | 300.00 | 99 | -9.94% | -16.93% | +14.79% |
| 12 | NSE:UTTAMSUGAR | 300.00 | 99 | -4.54% | +32.31% | +54.07% |
| 13 | NSE:FCL | 300.00 | 92 | -14.20% | -13.54% | +17.20% |
| 14 | NSE:VARROC | 300.00 | 99 | -6.51% | -8.64% | +19.27% |
| 15 | NSE:VALIANTORG | 300.00 | 99 | -11.93% | -1.94% | +56.34% |
| 16 | NSE:ICIL | 300.00 | 93 | -10.62% | -17.29% | -1.10% |
| 17 | NSE:HLEGLAS | 300.00 | 93 | -10.51% | -16.83% | +20.17% |
| 18 | NSE:HERITGFOOD | 300.00 | 93 | -13.84% | -17.63% | +5.83% |
| 19 | NSE:AEROFLEX | 300.00 | 90 | -14.17% | -13.34% | +7.43% |
| 20 | NSE:HAPPYFORGE | 300.00 | 92 | -5.57% | -16.09% | +10.93% |
| 21 | NSE:HARSHA | 300.00 | 93 | -9.20% | -12.93% | +0.20% |
| 22 | NSE:HBLENGINE | 300.00 | 93 | -7.60% | +0.72% | +9.21% |
| 23 | NSE:HATSUN | 300.00 | 93 | -13.87% | -13.39% | +14.32% |
| 24 | NSE:ENGINERSIN | 300.00 | 92 | -11.32% | -20.80% | +8.14% |
| 25 | NSE:HINDZINC★ | 300.00 | 93 | -8.15% | -16.70% | -6.62% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:FISCHER | -300.00 | 0 | -16.12% | -28.98% | -36.25% |
| 2 | NSE:RAMCOSYS | -300.00 | 0 | -7.38% | -11.48% | -32.99% |
| 3 | NSE:ROUTE | -300.00 | 1 | -7.32% | -12.10% | -30.72% |
| 4 | NSE:RHETAN | -300.00 | 1 | -9.96% | -11.14% | -47.78% |
| 5 | NSE:AWHCL | -300.00 | 0 | -15.73% | -27.70% | -35.57% |
| 6 | NSE:SOLEX | -300.00 | 1 | -14.73% | -27.50% | -42.88% |
| 7 | NSE:WAAREEINDO | -300.00 | 1 | -6.81% | -22.48% | -46.60% |
| 8 | NSE:J&KBANK | -300.00 | 0 | -15.81% | -24.23% | -34.78% |
| 9 | NSE:AQYLON | -300.00 | 0 | -15.92% | -22.49% | -47.23% |
| 10 | NSE:VOLTAS★ | -300.00 | 1 | -7.69% | -15.93% | -27.49% |
| 11 | NSE:INDOTHAI | -300.00 | 0 | -10.80% | +0.91% | -80.96% |
| 12 | NSE:WANBURY | -300.00 | 1 | -7.22% | -23.44% | -45.80% |
| 13 | NSE:HGINFRA | -300.00 | 0 | -6.49% | -15.46% | -29.69% |
| 14 | NSE:ATALREAL | -300.00 | 0 | -1.04% | -14.21% | -46.99% |
| 15 | NSE:TICL | -300.00 | 1 | -13.90% | +20.07% | -27.31% |
| 16 | NSE:KPEL | -298.63 | 1 | -17.32% | -28.86% | -46.48% |
| 17 | NSE:GOODYEAR | -270.78 | 1 | -4.84% | -7.00% | -19.98% |
| 18 | NSE:JAYBARMARU | -247.59 | 1 | -4.63% | -0.97% | -28.00% |
| 19 | NSE:CEMPRO | -233.08 | 1 | -3.99% | -12.30% | -24.19% |
| 20 | NSE:FINOPB | -231.86 | 1 | -9.37% | -8.40% | -28.52% |
| 21 | NSE:ANUP | -229.45 | 2 | -10.14% | -21.25% | -36.52% |
| 22 | NSE:INOXGREEN | -228.83 | 2 | -6.18% | -36.30% | -40.50% |
| 23 | NSE:SRM | -225.95 | 2 | -10.86% | -17.45% | -30.59% |
| 24 | NSE:AFCONS | -215.33 | 2 | -10.85% | -15.66% | -23.24% |
| 25 | NSE:ALOKINDS | -210.32 | 2 | -4.82% | +5.89% | -32.70% |
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 |