Dynamic Linear Model v1.0
Single Look-back Linear Model

Solve for high 'slope' and R-squared by fitting a linear model through most recent prices.
A trailing stop-loss of 10% is in force.

This model was created on 2018-Jul-16 and was last updated on 2024-Dec-23

Cumulative Returns
lookback (days) theme nifty 50 midcap 100
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Metrics
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risk-free rate: 2.5%; MAR: 0%; benchmark: NIFTY 50
Portfolio
symbol weightage
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Drawdowns
From Trough To Depth Length To Trough Recovery
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Strategy vs. NIFTY 50 and MIDCAP 100
Returns through time
Returns & Portfolio Turnover