Ready through 15 Apr 2027, 11:59 pm
Strategy Lab · Legacy: Relative Strength Rotation · Screener · 2025-05-14 to 2026-05-14
Universe membership uses the current Screener snapshot at run time. Legacy Relative Strength Rotation rebalances monthly, ranks the universe by 126-day momentum with a 21-day skip, holds the top 10 names above 200 SMA and 21 EMA, and only allocates when Nifty 50 is above its 200 SMA. 7 symbols were skipped because no Upstox NSE EQ instrument was found.
Stage 2: Symbol history loading
Each row is one stock from the selected backtest universe.
| # | Symbol | Status | Started | Completed | Note |
|---|---|---|---|---|---|
| No symbol progress rows match the current filter. | |||||
Stage 3: Trading-day simulation
Each row is one simulated trading day in the backtest range.
| # | Date | Status | Open positions | Open symbols | Closed trades | Started | Completed |
|---|---|---|---|---|---|---|---|
| No trading-day progress rows match the current filter. | |||||||
Run summary
What was tested and how the run finished.
- Mode
- Strategy lab
- Strategy
- Legacy: Relative Strength Rotation
- Tradable universes
- Screener
- Range
- 2025-05-14 to 2026-05-14
- Benchmark
- Nifty 50 + Cash
- Created
- 14 May 2026, 1:53 pm
- Error
- None
Config snapshot
Inputs saved with this run.
- Capital
- ₹10,00,000
- Rebalance cadence
- Monthly
- Portfolio size
- Top 10 equally weighted names
- Momentum ranking
- 100% 126-day momentum with 21-day skip
- Stock trend filters
- Above 200 SMA, Above 21 EMA
- Nifty market gate
- Nifty 50 above 200 SMA
- Max-loss overlay
- None
- Early exit
- None
- Turnover buffer
- None
- Deployment
- Deploy available cash across selected names
- Execution
- Next-session open after month-end signal
- Benchmark
- Nifty 50 + Cash
Annualized growth over the selected range.
Largest peak-to-trough decline in the equity curve.
Gross gains divided by gross losses.
Average per-trade return on deployed capital.
Rotation exit mix
How much of the result came from EMA exits, stop exits, and month-end reshuffles.
- EMA open/close exits
- 0
- EMA open/close exits avg return
- 0.0%
- EMA open/close exits net PnL
- ₹0
- Max-loss exits
- 0
- Max-loss avg return
- 0.0%
- Max-loss net PnL
- ₹0
- Monthly exits
- 74
- Monthly avg return
- 0.2%
- Monthly net PnL
- ₹16,081
Equity curve
Strategy vs Nifty 50 and cash over time.
Strategy, benchmark, and cash are all scaled to the same starting capital.
Drawdown curve
How deep the equity pullbacks got during the run.
This chart isolates drawdown so you can judge pain, not just return.
Monthly returns
Month-by-month strategy and benchmark performance, plus the exact cash left after each month’s trading activity.
Trade log
Every simulated trade is searchable, sortable, paginated, and exportable.
Entry | Exit | Qty | Entry px | Exit px | Capital used | Return % | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | Universe | Entry | Exit | Qty | Entry px | Exit px | Capital used | PnL | Return % | Reason |
| HEROMOTOCO | Screener | 01 Sept 2025 | 01 Oct 2025 | 32 | 5113.50 | 5472.50 | ₹1,63,632 | ₹11,488 | 7.0% | MONTHLY_REBALANCE |
| CEATLTD | Screener | 02 Jun 2025 | 01 Jul 2025 | 43 | 3800.00 | 3686.50 | ₹1,63,400 | -₹4,881 | -3.0% | MONTHLY_REBALANCE |
| CEMPRO | Screener | 01 Oct 2025 | 03 Nov 2025 | 171 | 806.00 | 812.95 | ₹1,37,826 | ₹1,188 | 0.9% | MONTHLY_REBALANCE |
| ADANIPORTS | Screener | 01 Oct 2025 | 03 Nov 2025 | 98 | 1406.00 | 1451.50 | ₹1,37,788 | ₹4,459 | 3.2% | MONTHLY_REBALANCE |
| SANDUMA | Screener | 01 Oct 2025 | 03 Nov 2025 | 820 | 168.01 | 218.09 | ₹1,37,768 | ₹41,066 | 29.8% | MONTHLY_REBALANCE |
| ANANTRAJ | Screener | 01 Oct 2025 | 03 Nov 2025 | 197 | 698.00 | 644.00 | ₹1,37,506 | -₹10,638 | -7.7% | MONTHLY_REBALANCE |
| RRKABEL | Screener | 01 Oct 2025 | 03 Nov 2025 | 109 | 1260.00 | 1475.40 | ₹1,37,340 | ₹23,479 | 17.1% | MONTHLY_REBALANCE |
| HEROMOTOCO | Screener | 01 Oct 2025 | 03 Nov 2025 | 25 | 5472.50 | 5579.50 | ₹1,36,813 | ₹2,675 | 2.0% | MONTHLY_REBALANCE |
| CEATLTD | Screener | 01 Oct 2025 | 03 Nov 2025 | 40 | 3384.70 | 4056.00 | ₹1,35,388 | ₹26,852 | 19.8% | MONTHLY_REBALANCE |
| ACUTAAS | Screener | 01 Feb 2026 | 02 Mar 2026 | 68 | 1910.50 | 2058.70 | ₹1,29,914 | ₹10,078 | 7.8% | MONTHLY_REBALANCE |
TradingView Pine scripts
Eight split scripts for plotting this run’s entry and exit labels on TradingView. Paste one part at a time into Pine Editor on the matching NSE symbol chart.