Microcap momentum portfolio

@VeeraBrahmam is working on automating this process. He has made significant progress in that. While validating his programme, we found an error in the listing that I had.

I have corrected and posted it again, thanks to @VeeraBrahmam.

Once his programme is completed, it can be applied to any index and for any look back periods. Wonderful work that he is doing.

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@visuarchie you shared your great thoughts and strategies in this ValuePickr forum. Just adding few more enhancement points for your strategy sir. Anyway thanks for your appreciation sir. We will keep improve the automation process together sir.

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You are doing automation using any programming language or something else.

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Good morning sir you and @visuarchie sir both are doing fabulous job. If possible do share details of automation product, so people like me and others who are not technology expert can also invest in this strategy without making mistakes.
Thank you both of you

We are using python to automate the momentum pf

Still under development , we need to do enhancements.
Still not sure how to share for all members in ValuePickr

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Hi @VeeraBrahmam
If you don’t mind let me know what are you trying to do in Python. As in, are you planning to do everything inside Python

  1. Automate the entire process of downloading the Bhav copy
  2. Identifying which stocks to enter and which to exit

If yes, I believe the whole automation can be done inside Google sheet itself. I am trying to see if that’s possible. I am at a very early stage of development. Started today only and am facing a few issues so dont want to stop your progress.

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@araman Answering on behalf of @VeeraBrahmam

  1. Working with Yahoo Finance. There are differences in the numbers between Yahoo Finance and Google Finance. Numbers with Google Finance are correct and match with NSE data.
  2. Yes, will provide a table with the top 20 or 25 stocks that meet the criteria.

If you can do within Google Sheets itself; excellent!

Update for entry on 26th August 2024 (look back dates: 25/08/2023 and 23/02/2024)

50EMA (23618) > 200EMA (20593); hence, we can continue without any change.

Based on ranking:

  1. PGEL
  2. WOCKPHARMA
  3. TECHNOE
  4. STAR
  5. CHOICEIN
  6. SHARDAMOTR
  7. BASF
  8. PURVA
  9. ZENTEC
  10. TIMETECHNO
  11. GRAVITA
  12. IFCI
  13. LTFOODS
  14. JYOTICNC
  15. NEULANDLAB
  16. TVSHLTD
  17. UFLEX
  18. VMART
  19. ANANTRAJ
  20. WABAG
  21. NAVA
  22. KIRLOSENG
  23. KESORAMIND
  24. TIDEWATER
  25. IIFLSEC

Based on A → Z for easy tracking:

  • ANANTRAJ
  • BASF
  • CHOICEIN
  • GRAVITA
  • IFCI
  • IIFLSEC*
  • JYOTICNC*
  • KESORAMIND*
  • KIRLOSENG
  • LTFOODS*
  • NAVA
  • NEULANDLAB
  • PGEL
  • PURVA
  • SHARDAMOTR
  • STAR
  • TECHNOE
  • TIDEWATER*
  • TIMETECHNO
  • TVSHLTD
  • UFLEX*
  • VMART
  • WABAG
  • WOCKPHARMA
  • ZENTEC

Exits:
DHANUKA, GRWRHITECH and KPIGREEN make an exit.
NETWEB, RTNPOWER and SUDARSCHEM stay within the top 30 and hence remain.

Entries:
JYOTICNC, LTFOODS and UFLEX make an entry.
IIFLSEC, KESORAMIND and TIDEWATER cannot enter as there is no vacancy.

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Hi @araman, I have quite good experience and expertise in Google sheets. We can connect and work on this together if you are willing.

@VeeraBrahmam I use kite historical API. And have developed few algorithms too. Let me know if I can also join you and help in whatever way possible.

In case the Google sheet method works then we can try and create historical investments and weekly and CAGR for everyone’s benefit. If Google sheet can’t be used we can perfect the entire process in python along with historical investments and returns.

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I’ve automated the process using two Python scripts—one for fetching data and the other for ranking stocks. I tested it on the smallcap momentum portfolio, and it produced the same list of stocks as shared today, except for HSCL.

Challenges encountered:

  1. The Jugaad Data library doesn’t automatically account for stock splits, so the base file needs to be updated manually.
  2. NSE data is missing for some date ranges. For example, HSCL’s data from January 9, 2024, to February 28, 2024, is unavailable on the NSE website. As a result, the library couldn’t download the data, and HSCL didn’t appear in the top 20 list. There could be similar cases.
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Absolutely!!! Lets collaborate.
If we script generically enough, we might be able to get the same sheet to work for both large. mid, small and micro caps, though we could initially limit our focus to small and micro caps as that’s in focus here.
We can message privately and then post back here once we have something meaningful to share

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These problems will keep occurring if we rely on non api data I guess. Google finance data can be used if we connect the script to a Google sheet. Also I don’t mind using my own kite historical API once a month for this purpose.

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NSE data comes in multiple categories, EQ, BE etc. It is quite possible for the dates that you are referring to, the stock has gone to BE category.

When you want to check the data on NSE, click to show all categories and then it should be fine.

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Very happy to see people willing to collaborate on developing this further. Power of community sharing.

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@visuarchie Except one, I was able to match all other names in your list with the sheet I was working on. Can you please check if JYOTICNC should be really ranked so high.

In the sheet I was working on, it was ranked 47 while looking at a lag of 12 months and 153 while looking at a lag of 6 months.

My sheet asked me to go with OPTIEMUS

Not suggesting that your list is incorrect. You have been at it much longer and its quite possible I am making some silly mistake

@araman i am trying to use yahoo finance library . Data is not accurate. other than that most of things are OK. if you are able to do using Google sheet , that excellent.

@visuarchie i am not focusing on correcting yahoo finance data. right now when ever i am getting time i am trying work on below points.

  1. Back testing automation.
  2. creating top 25 stocks automatically (compare last week and creating new 25 stocks list)
  3. Return calculation.
  4. How to keep code in open source.

Note @ my code o/p mostly matching with u r publishing list.

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@araman JYOTICNC is in top-15 list
OPTIEMUS is in top-27 position in my list

JYOTICNC shared were listed on 16-Jan-2024 and hence a 12 month lookup isn’t possible. Jyoti CNC Automation Limited (JYOTICNC.NS) Stock Historical Prices & Data - Yahoo Finance

Just FYI - I am explicitly discarding shares that don’t have a 12 months history

1 Like