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-Nov-22

Cumulative Returns
lookback (days) theme nifty 50 midcap 100
{{item.LB === 2147483647 ? 'inception' : item.LB}}
{{numeral(selectedReturnType === 'gross' ? item.MODEL : item.MODEL_BRK).format('+,.00%')}}
{{numeral(item.NIFTY_50).format('+,.00%')}}
{{numeral(item.MID100_FREE).format('+,.00%')}}
Metrics
{{item.NAME}}
{{numeral(item.VAL).format(',.0000')}}
risk-free rate: 2.5%; MAR: 0%; benchmark: NIFTY 50
Portfolio
symbol weightage
{{p.SYMBOL}}
{{numeral(p.WEIGHTAGE/100).format(",0.00%")}}
Drawdowns
From Trough To Depth Length To Trough Recovery
{{dd.FROM_DT ? moment(dd.FROM_DT).format('YYYY-MMM-DD') : '-'}} {{dd.TROUGH_DT ? moment(dd.TROUGH_DT).format('YYYY-MMM-DD') : '-'}} {{dd.TO_DT ? moment(dd.TO_DT).format('YYYY-MMM-DD') : '-'}} {{numeral(dd.DEPTH).format('#,0.00%')}} {{dd.LENGTH}} {{dd.TROUGH}} {{dd.RECOVERY}}
Strategy vs. NIFTY 50 and MIDCAP 100
Returns through time
Returns & Portfolio Turnover