Momo (Relative) v1.1
An automated Relative Momentum strategy

Momentum strategies require traders to accept counter-intuitive positions. It is often hard to justify, fundamentally, why certain stocks that have run up will continue to do so. To avoid bias in decision making, this Theme automates a Relative Momentum strategy.

This model was created on 2016-Jun-23 and was last updated on 2024-Nov-22

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
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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