Strategies
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TrendFlowSTALEBIASED
Trend-following on quality names: enter on a fresh golden cross or a 50-SMA reclaim while the 200-SMA is rising; exit on a close below the 50-SMA; 10% hard stop. Sized on the gap to the 50-SMA.
CAGR37.2%
max DD-44.4%
ret/DD4.62
trades271
High-Volume BreakoutSTALEBIASED
Enter on a close above the prior 10-day high with volume > 1.8x its 20-day average, while price is above the 200-EMA and the stock is a Nifty 500 constituent (point-in-time). Exit on a close below the 15-EMA, an index-deletion, or an 18% hard stop; trailing stop arms at +15% and trails 6% behind the peak.
CAGR10.3%
max DD-23.4%
ret/DD1.76
trades1018
Volatility SupertrendSTALEBIASED
ATR(10) Supertrend (2.5x band): enter when the trend line flips from resistance to support (red→green) with RSI(14) > 50 and the stock is a Nifty 500 constituent (point-in-time). Exit on the reverse flip, an index-deletion, or an 18% hard stop; trailing stop arms at +15% and trails 6% behind the peak.
CAGR15.7%
max DD-25.7%
ret/DD2.63
trades614
44-MA PullbackSTALEBIASED
Swing trend-following: wait for a rising 44-SMA, a green candle that pulls back to take support at the line, then buy the breakout above that candle's high. Stop sized off the setup candle's low; exit on a close back below the 44-SMA.
CAGR20.1%
max DD-30.3%
ret/DD3.01
trades462
Ensemble (vote)STALEBIASED
Combines strategies by vote: BUY when ≥3 members are bullish. Exit is NOT vote-based — an 18% hard stop, plus a trailing stop that arms at +20% profit and trails 10% behind the peak.
CAGR24.0%
max DD-16.9%
ret/DD6.73
trades129
Compare
| Strategy | CAGR % | max DD % | win % | ret/DD | profit factor | trades | exposure % |
|---|---|---|---|---|---|---|---|
| TrendFlow | 37.2 | -44.4 | 33.2 | 4.62 | 2.05 | 271 | 87.8 |
| High-Volume Breakout | 10.3 | -23.4 | 40.0 | 1.76 | 1.24 | 1018 | 65.3 |
| Volatility Supertrend | 15.7 | -25.7 | 43.6 | 2.63 | 1.42 | 614 | 79.0 |
| 44-MA Pullback | 20.1 | -30.3 | 25.8 | 3.01 | 1.49 | 462 | 88.6 |
| Ensemble (vote) | 24.0 | -16.9 | 72.1 | 6.73 | 3.14 | 129 | 81.2 |
Ranked axis: return ÷ max-drawdown. All backtest figures are survivorship-biased.