Strategies / Volatility Supertrend
Volatility Supertrend BIASED
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.
Owner-supplied spec. Universe/PIT-eligibility uses the supplied Nifty 500 membership package (2021-2026 coverage); symbols outside that window or never in the index never trade. Sizing is a flat ~5%-of-equity slot, not risk-based.
data through 2026-07-15 · 2023-01-02 → 2026-07-15 · 148 names BIASED STALE newer data or universe — re-run to refresh.
Total return
67.6 %
CAGR
15.7 %
Max drawdown
-25.7 %
Win rate
43.6 %
Return / maxDD
2.63
Profit factor
1.42
Trades
614
Avg hold
34.6 d
Exposure
79.0 %
vs NIFTY
38.4 %
Equity curve
By year
| Year | Trades | Win | P&L |
|---|---|---|---|
| 2023 | 140 | 50.7% | ₹7.2L |
| 2024 | 188 | 46.8% | ₹14.0L |
| 2025 | 172 | 37.8% | ₹-1.4L |
| 2026 | 114 | 38.6% | ₹2.1L |
By equity (tap a name for its entry/exit chart)
| Symbol | Trades | Win | P&L | Contribution ▾ | Hold | Last |
|---|---|---|---|---|---|---|
| POLYCAB | 7 | 71.4% | ₹1.5L | 6.9% | 53.3 | stop |
| TRENT | 6 | 66.7% | ₹1.5L | 6.8% | 42.7 | stop |
| BSE | 15 | 40.0% | ₹1.5L | 6.8% | 18.6 | stop |
| CEATLTD | 7 | 71.4% | ₹1.4L | 6.6% | 32.4 | stop |
| SYRMA | 8 | 62.5% | ₹1.4L | 6.3% | 22.0 | stop |
| CCL | 5 | 100.0% | ₹1.3L | 5.8% | 37.8 | signal |
| KFINTECH | 5 | 80.0% | ₹1.2L | 5.5% | 27.2 | signal |
| HINDCOPPER | 7 | 57.1% | ₹1.1L | 5.2% | 30.4 | stop |
| BAJAJ-AUTO | 8 | 62.5% | ₹1.0L | 4.8% | 45.9 | signal |
| ABSLAMC | 4 | 100.0% | ₹1.0L | 4.7% | 45.5 | stop |
| DATAPATTNS | 8 | 50.0% | ₹97,762 | 4.5% | 32.9 | signal |
| COCHINSHIP | 5 | 60.0% | ₹96,706 | 4.4% | 21.4 | signal |
| JYOTICNC | 5 | 80.0% | ₹83,057 | 3.8% | 27.4 | signal |
| PERSISTENT | 11 | 54.5% | ₹80,139 | 3.7% | 29.5 | signal |
| HEROMOTOCO | 8 | 62.5% | ₹80,023 | 3.6% | 38.2 | signal |
| ABB | 5 | 60.0% | ₹79,042 | 3.6% | 42.2 | stop |
| RADICO | 11 | 54.5% | ₹78,768 | 3.6% | 35.6 | stop |
| RAINBOW | 9 | 55.6% | ₹75,885 | 3.5% | 51.0 | stop |
| INTELLECT | 5 | 60.0% | ₹73,535 | 3.4% | 29.0 | stop |
| MARUTI | 9 | 55.6% | ₹73,347 | 3.3% | 48.4 | stop |
| TRITURBINE | 9 | 66.7% | ₹73,142 | 3.3% | 32.8 | stop |
| 3MINDIA | 9 | 55.6% | ₹70,687 | 3.2% | 46.9 | signal |
| ECLERX | 7 | 42.9% | ₹70,193 | 3.2% | 24.7 | signal |
| MRF | 10 | 50.0% | ₹67,944 | 3.1% | 52.4 | signal |
| BEL | 7 | 57.1% | ₹65,523 | 3.0% | 41.4 | stop |
| MINDACORP | 4 | 50.0% | ₹62,669 | 2.9% | 59.5 | stop |
| ENDURANCE | 5 | 40.0% | ₹60,225 | 2.7% | 27.8 | signal |
| FINCABLES | 7 | 42.9% | ₹59,747 | 2.7% | 22.3 | stop |
| BOSCHLTD | 6 | 66.7% | ₹55,602 | 2.5% | 38.5 | signal |
| GODFRYPHLP | 8 | 50.0% | ₹51,771 | 2.4% | 28.1 | stop |
| KALYANKJIL | 5 | 60.0% | ₹44,932 | 2.0% | 23.6 | signal |
| HONASA | 4 | 75.0% | ₹43,488 | 2.0% | 44.2 | stop |
| EICHERMOT | 11 | 36.4% | ₹41,890 | 1.9% | 46.5 | signal |
| BLUESTARCO | 10 | 60.0% | ₹41,731 | 1.9% | 46.0 | signal |
| AJANTPHARM | 6 | 33.3% | ₹40,939 | 1.9% | 28.5 | signal |
| CDSL | 7 | 42.9% | ₹39,499 | 1.8% | 22.0 | signal |
| CAPLIPOINT | 4 | 50.0% | ₹38,614 | 1.8% | 37.0 | signal |
| KSB | 5 | 80.0% | ₹35,650 | 1.6% | 24.6 | signal |
| VBL | 6 | 66.7% | ₹35,187 | 1.6% | 62.0 | signal |
| CHALET | 5 | 60.0% | ₹32,238 | 1.5% | 61.0 | stop |
| FSL | 7 | 42.9% | ₹30,952 | 1.4% | 32.0 | signal |
| NAVINFLUOR | 7 | 57.1% | ₹30,840 | 1.4% | 46.7 | stop |
| NATCOPHARM | 10 | 40.0% | ₹30,031 | 1.4% | 30.2 | signal |
| DIXON | 6 | 50.0% | ₹29,241 | 1.3% | 38.2 | stop |
| ICICIGI | 4 | 75.0% | ₹28,658 | 1.3% | 50.0 | signal |
| HDFCAMC | 7 | 42.9% | ₹26,894 | 1.2% | 21.7 | signal |
| CGPOWER | 5 | 60.0% | ₹23,816 | 1.1% | 28.2 | signal |
| COFORGE | 10 | 30.0% | ₹20,980 | 1.0% | 27.9 | stop |
| OBEROIRLTY | 7 | 42.9% | ₹19,381 | 0.9% | 40.7 | signal |
| ESCORTS | 3 | 33.3% | ₹18,736 | 0.9% | 36.0 | stop |
| MANKIND | 3 | 33.3% | ₹18,556 | 0.8% | 43.7 | signal |
| GRAVITA | 1 | 100.0% | ₹17,907 | 0.8% | 35.0 | stop |
| VIJAYA | 8 | 37.5% | ₹16,965 | 0.8% | 31.9 | stop |
| MEDANTA | 4 | 50.0% | ₹13,065 | 0.6% | 34.0 | signal |
| SUNPHARMA | 6 | 50.0% | ₹8,512 | 0.4% | 51.8 | signal |
| INOXINDIA | 3 | 33.3% | ₹7,735 | 0.4% | 48.0 | signal |
| DIVISLAB | 5 | 40.0% | ₹6,529 | 0.3% | 39.6 | signal |
| JSWINFRA | 7 | 28.6% | ₹6,218 | 0.3% | 36.4 | signal |
| LODHA | 7 | 42.9% | ₹2,509 | 0.1% | 27.7 | stop |
| NMDC | 9 | 33.3% | ₹322 | 0.0% | 31.9 | signal |
| EMCURE | 4 | 75.0% | ₹114 | 0.0% | 66.0 | stop |
| MARICO | 4 | 25.0% | ₹-592 | -0.0% | 42.0 | signal |
| SUZLON | 6 | 50.0% | ₹-2,248 | -0.1% | 21.0 | signal |
| MAZDOCK | 6 | 33.3% | ₹-4,057 | -0.2% | 18.8 | signal |
| LALPATHLAB | 4 | 25.0% | ₹-6,122 | -0.3% | 33.0 | signal |
| SAREGAMA | 3 | 33.3% | ₹-9,164 | -0.4% | 22.7 | stop |
| AIIL | 4 | 25.0% | ₹-9,690 | -0.4% | 29.2 | signal |
| INDHOTEL | 5 | 20.0% | ₹-10,122 | -0.5% | 26.2 | signal |
| NAZARA | 2 | 50.0% | ₹-11,187 | -0.5% | 39.5 | signal |
| APOLLOHOSP | 6 | 16.7% | ₹-12,770 | -0.6% | 37.2 | signal |
| NESTLEIND | 11 | 18.2% | ₹-13,266 | -0.6% | 47.3 | signal |
| RRKABEL | 3 | 33.3% | ₹-14,107 | -0.6% | 30.7 | stop |
| RAILTEL | 4 | 25.0% | ₹-15,825 | -0.7% | 19.8 | signal |
| BHARTIHEXA | 2 | 0.0% | ₹-16,880 | -0.8% | 8.5 | signal |
| ADANIPORTS | 9 | 22.2% | ₹-16,926 | -0.8% | 28.9 | signal |
| SAILIFE | 1 | 0.0% | ₹-18,086 | -0.8% | 7.0 | signal |
| SBILIFE | 6 | 33.3% | ₹-18,155 | -0.8% | 30.8 | signal |
| IPCALAB | 6 | 16.7% | ₹-18,947 | -0.9% | 33.8 | signal |
| NAM-INDIA | 4 | 50.0% | ₹-18,970 | -0.9% | 39.5 | signal |
| MCX | 6 | 33.3% | ₹-19,752 | -0.9% | 23.8 | signal |
| GILLETTE | 8 | 25.0% | ₹-22,783 | -1.0% | 33.9 | signal |
| BIKAJI | 4 | 25.0% | ₹-23,508 | -1.1% | 23.5 | signal |
| CHOICEIN | 1 | 0.0% | ₹-24,729 | -1.1% | 7.0 | signal |
| ERIS | 4 | 25.0% | ₹-24,926 | -1.1% | 45.8 | signal |
| REDINGTON | 8 | 25.0% | ₹-28,419 | -1.3% | 32.2 | signal |
| CUMMINSIND | 5 | 40.0% | ₹-28,672 | -1.3% | 43.6 | signal |
| NEWGEN | 1 | 0.0% | ₹-30,685 | -1.4% | 9.0 | signal |
| NETWEB | 4 | 25.0% | ₹-31,560 | -1.4% | 36.0 | signal |
| GRSE | 4 | 25.0% | ₹-32,839 | -1.5% | 20.5 | stop |
| LTFOODS | 3 | 33.3% | ₹-38,465 | -1.8% | 19.7 | stop |
| SCHAEFFLER | 8 | 37.5% | ₹-41,485 | -1.9% | 21.8 | signal |
| CAMS | 5 | 20.0% | ₹-43,237 | -2.0% | 47.0 | signal |
| DOMS | 5 | 20.0% | ₹-44,559 | -2.0% | 60.4 | signal |
| METROPOLIS | 6 | 16.7% | ₹-49,557 | -2.3% | 33.8 | signal |
| JKCEMENT | 5 | 20.0% | ₹-49,618 | -2.3% | 28.0 | signal |
| NYKAA | 7 | 14.3% | ₹-51,452 | -2.3% | 32.3 | signal |
| LUPIN | 4 | 0.0% | ₹-55,895 | -2.5% | 21.5 | signal |
| MAXHEALTH | 7 | 28.6% | ₹-61,215 | -2.8% | 23.7 | signal |
| APLAPOLLO | 10 | 30.0% | ₹-69,910 | -3.2% | 28.7 | stop |
| ELECON | 4 | 0.0% | ₹-1.0L | -4.6% | 19.5 | signal |
| ACE | 4 | 0.0% | ₹-1.0L | -4.7% | 21.0 | signal |
| KEI | 9 | 22.2% | ₹-1.3L | -5.7% | 31.1 | stop |