Invest Without Emotions
A quick look at the results of some of our most popular investment strategies over the last 200-days.
*BRK denotes returns after assuming a brokerage of 0.1% and an STT of 0.1%
A complete list of Themes and investment strategies can be found here.
Summary: Dec NIFTY 12100 calls added 24,93,225 contracts while 12400 calls shed 40,500. On the Put side of the equation, the 11900 strike added 13,77,450 while the 12100’s shed 86,925.
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
NIFTY Summary:
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 102.38 | 452.12 |
| 5 | 103.59 | 418.26 |
| 10 | 104.59 | 406.56 |
| 20 | 106.43 | 419.44 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 82.45 | 498.65 |
| TrueHigh | 12081.20 | 32126.95 |
| TrueLow | 11998.75 | 31628.30 |
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
5-day forecast based on ARMA(0,0)+GARCH(1,1) model:
| VIX | 16.08 | 16.08 | 16.08 | 16.08 | 16.08 |
| σ | 2.03 | 2.26 | 2.46 | 2.65 | 2.83 |
NIFTY Summary:
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 112.35 | 428.85 |
| 5 | 108.88 | 398.40 |
| 10 | 107.40 | 399.73 |
| 20 | 108.92 | 423.61 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 119.40 | 573.75 |
| TrueHigh | 12054.70 | 32017.75 |
| TrueLow | 11935.30 | 31444.00 |
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 112.35 | 428.85 |
| 5 | 108.88 | 398.40 |
| 10 | 107.40 | 399.73 |
| 20 | 108.92 | 423.61 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 119.40 | 573.75 |
| TrueHigh | 12054.70 | 32017.75 |
| TrueLow | 11935.30 | 31444.00 |
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
5-day forecast based on ARMA(0,0)+GARCH(1,1) model:
| VIX | 16.07 | 16.07 | 16.07 | 16.07 | 16.07 |
| σ | 2.91 | 3.07 | 3.22 | 3.37 | 3.51 |
