High-to-Price (HTP) Momentum
Portfolio of stocks hitting their 52-week Highs

A portfolio of 25 stocks selected from the top 300 stocks by market-cap that rank high on their HTP scores. A 10% trailing stop-loss is applied.

A description of the strategy and backtest can be found here.

This model was created on 2021-Sep-26 and was last updated on 2021-Oct-28

Cumulative Returns
lookback (days) theme nifty 50 midcap 100
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risk-free rate: 2.5%; MAR: 0%; benchmark: NIFTY 50
symbol weightage
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