Momo (Velocity) v1.0
Automated Velocity

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 Velocity.

This model was created on 2016-Jul-14 and was last updated on 2021-Oct-21

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