MAD 21/200
Uses Moving Average Distance (MAD) to rank stocks.

A simple volatility filtered trend following system ranks stocks based on their moving average distance. Backtest can be found here.

This model was created on 2023-Dec-19 and was last updated on 2024-Dec-02

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