No, we are not capturing portfolio returns anywhere.
Thanks for the clarification.
And the weightage of each stock in the pf - yours is equal weighted while nifty 200 momentum 30 does
Unique weighting: Each selected company’s weight in the index is determined by multiplying its free-float market capitalization by its normalised momentum score. This “factor tilt methodology” ensures companies with higher momentum scores have a greater influence on the index performance.
A good read on uti momentum strategy and understand @visuarchie’s pf method -
Thanks for the link.
We start at equi weighted, but over a period of time we allow the winners to ride (don’t adjust weightage). As a result, there have been multiple occasions when certain stocks have become high weightage.
1 Like
I went through your video recording, I remember you mentioning that when you have excess free cash you invest on the ones which have low weightage, there by making them equal weightage again.
You are right.
The system is designed to allow the winners to run. Rule for additional investment is to bring them equi weights.
After that we allow the winners to run.
Essential point is that we do not equi weight them during rebalance.
1 Like
Update for entry on 8th July 2024
50EMA (21826) > 200EMA(19184); hence, we can continue without any change.
Based on ranking:
- KIRLOSBROS
- KIRLOSENG
- PURVA
- TVSHLTD
- AZAD
- JYOTICNC
- CHOICEIN
- NETWEB
- SHARDAMOTR
- IFCI
- TECHNOE
- WOCKPHARMA
- KESORAMIND
- VOLTAMP
- ZENTEC
- TARC
- THOMASCOOK
- KPIGREEN
- ANANTRAJ
- WABAG
- GANESHHOUC
- BASF
- TIDEWATER
- GULFOILLUB
- RTNPOWER
Based on A → Z for easy tracking:
- ANANTRAJ*
- AZAD*
- BASF
- CHOICEIN
- GANESHHOUC
- GULFOILLUB*
- IFCI
- JYOTICNC
- KESORAMIND
- KIRLOSBROS
- KIRLOSENG
- KPIGREEN
- NETWEB
- PURVA
- RTNPOWER
- SHARDAMOTR
- TARC*
- TECHNOE
- THOMASCOOK
- TIDEWATER
- TVSHLTD
- VOLTAMP
- WABAG
- WOCKPHARMA*
- ZENTEC*
Exits:
HERITGFOOD, HGINFRA, NAVA, SENCO and TIMETECHNO make an exit.
ITDCEM stays within the top 30 and hence remains.
Entries:
ANANTRAJ, AZAD, TARC, WOCKPHARMA and ZENTEC enter.
GULFOILLUB cannot enter as there is no vacancy.
2 Likes
Hi @visuarchie ,
You always write 50 EMA > 200 EMA,
So what if this starting condition is not fulfilled? Will you come in cash and how much perecentage in cash? Will there be any strategy change?
@Mudit.Kushalvardhan This was discussed previously.
I like to remain in cash all the time (through ups and downs). However, there were several people in the forum who had this concerns of markets falling. At that time, I had suggested we could like at the respective index and see if it we correlate our actions with that.
I started with 50 and 200DMA and then couple of weeks later, switched to 50 and 200EMA as this gives more importance to recent data.
To answer your question, if 50EMA falls below 200EMA, we could look at shifting part of the pf (whatever be the %) to cash or gold. Easiest changes could be to Liquidbees (or Liquidcase) and Goldbees.
Keep the same status till 50EMA makes a definitive move above 200EMA.
However, if 50 EMA continues to remain under 200EMA for subsequent weeks, we could move the entire pf to cash or gold.
Return to investing once 50EMA goes well above 200EMA.
This was a thought process. I guess we can improve upon this based on the comfort level of every individual.
1 Like
Update for entry on 15th July 2024
50EMA (22216) > 200 EMA(19418); hence, we can continue without any change.
Based on ranking:
- KIRLOSENG
- IFCI
- TVSHLTD
- KIRLOSBROS
- JYOTICNC
- PURVA
- AZAD
- SHARDAMOTR
- WOCKPHARMA
- BASF
- CHOICEIN
- KPIGREEN
- KESORAMIND
- TECHNOE
- SCI
- TIDEWATER
- WABAG
- VOLTAMP
- GANESHHOUC
- NETWEB
- THOMASCOOK
- ELECTCAST
- TIMETECHNO
- RTNPOWER
- ANANTRAJ
Based on A → for easy tracking:
- ANANTRAJ
- AZAD
- BASF
- CHOICEIN
- ELECTCAST*
- GANESHHOUC
- IFCI
- JYOTICNC
- KESORAMIND
- KIRLOSBROS
- KIRLOSENG
- KPIGREEN
- NETWEB
- PURVA
- RTNPOWER
- SCI*
- SHARDAMOTR
- TECHNOE
- THOMASCOOK
- TIDEWATER
- TIMETECHNO*
- TVSHLTD
- VOLTAMP
- WABAG
- WOCKPHARMA
Exits:
ITDCEM, TARC and ZENTEC make an exit.
Entries:
ELECTCAST, SCI and TIMETECHNO make an entry.
6 Likes
[
Example.xlsx (66.5 KB)
](https://)
I Am trying to create RAW data sheet from scratch ,
I am using
=GOOGLEFINANCE(B1,“price”,TODAY()-365,TODAY())
Problem is not getting same dates for all scripts .
from line 158 in sheet there is date diffreence , Sir can some please help me.
KPIGREEN recently underwent a stock split (Ex-Split Date 18-07-2024). Please review.
@balamr Good catch. There is change in pf because of that. I will post a new message on updates and then delete the previous one. KPIGREEN remains in the pf. Everything else goes down by one rank.
1 Like
Update for entry on 22nd July 2024
50EMA (22443) > 200EMA (19588); hence, we can continue without any change.
Based on ranking:
- KPIGREEN
- KIRLOSENG
- KIRLOSBROS
- IFCI
- JYOTICNC
- SHARDAMOTR
- TVSHLTD
- AZAD
- PURVA
- CHOICEIN
- BASF
- TECHNOE
- WOCKPHARMA
- KESORAMIND
- NETWEB
- WABAG
- ELECTCAST
- SPLPETRO
- ZENTEC
- TIDEWATER
- TIMETECHNO
- SUDARSCHEM
- THOMASCOOK
- NAVA
- ANANTRAJ
Based on A → Z for easy tracking:
- ANANTRAJ
- AZAD
- BASF
- CHOICEIN
- ELECTCAST
- IFCI
- JYOTICNC
- KESORAMIND
- KIRLOSBROS
- KIRLOSENG
- KPIGREEN
- NAVA
- NETWEB
- PURVA
- SHARDAMOTR
- SPLPETRO
- SUDARSCHEM
- TECHNOE
- THOMASCOOK
- TIDEWATER
- TIMETECHNO
- TVSHLTD
- WABAG
- WOCKPHARMA
- ZENTEC
Exits:
GANESHHOUC, RTNPOWER and VOLTAMP make an exit.
SCI stays within the top 30 and hence remains.
Entries:
SPLPETRO, SUDARSCHEM and ZENTEC make an entry.
NAVA cannot enter as there is no vacancy.
1 Like
Yes - sometimes Google Finance doesn’t give right results. Hence I would suggest to get the data only for last 7 days, validate it and then save a copy of it. This way one doesn’t have to fetch values everytime during review and also less dependency on Google.
I had problems with google finance, hence using this to get data from yahoo finance. Hope it helps.
I’m just a need based coder, not a pro
@visuarchie , can’t thank you enough.
I have seen a smallcase called “weekend investing”, which basically uses the same model
import yfinance as yf
import pandas as pd
import csv
df = pd.read_csv(“D:/py/ind_nifty200list.csv”)##file which contains the list of socks in index
dataset = {}
for index, row in df.iterrows():
grse = yf.Ticker(row["Name"])
hist = grse.history(period="1y")
hist['ticker']=row["Name"]
dataset[row["Name"]] = hist
stock_data = pd.concat(dataset)
print(stock_data)
stock_data.to_csv(‘D:/py/out_22Jul.csv’)##output file
4 Likes
@Mohana_kri thank you for your kind words.
Weekend Investing is run by Alok Jain. He runs several smallcases for different stock universe. Example: MiTop 10 picks stock from Nifty 50, NNF10 from Nifty Next 50 etc.
Can you please do a short video on how to use this program in a Google Sheet? Will be very helpful for a lot of people, including me. Thanks.
2 Likes
@visuarchie , hello sir…Just one query…U r maintaining two different portfolios of smallcap and micro cap…If i select a universe of lets say 750 and rank them, will that be different than having two different portfolios of small cap and.micro cap??