Tactical Momentum
Uses a simple-moving average to time entry and exit into the Relative Momentum strategy.

Momentum is known to trend. This strategy uses that effect to deliver better a better risk/return of the Momentum momentum strategy.

This model was created on 2022-Nov-28 and was last updated on 2022-Dec-21

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