@visuarchie sir is consider tickers , if data is more than 6 months
You are right if we use just the 6 month lag window JYOTICNC will be in the list. When I initially posted, my historical data specifically for JYOTICNC was incorrect. I have corrected that since.
However, if we mandate to evaluate all companies over the same time window i.e. 12 months and 6 months then what I said is correct. In that case, as per my sheet, OPTIEMUS makes the cut.
Minor difference I think, we can let that be.
@9916673623
Sir,
How are you handling the stocks listed in less than 126 days.
I am using bfill() but facing issues in log returns and final z scores.
@vikrantp I use the earliest available date for calculations. This will ensure that the calculations are fine.
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import scipy.stats as stats]
stats.zscore()
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As per my knowledge
1 year : 2023-09-01
6 months : 2024-03-01
UFLEX , RTNPOWER → Out from List
Dhanuka , tidewater → IN into List
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@inder_gwl Numbers in column are the Nifty Microcap 250 index values. I could not find a symbol for that in Google Finance. Have you update the info manually. This is used to calculate 50 and 200EMA only (nothing to do with the pf formation).
guys @visuarchie @9916673623 @vikrantp I’m tracking this thread but for better clarity can you please exlpain in simple terms what you guys are doing exactly? it’s a little complicated for me…
Update for entry on 2nd September 2024 (look back dates: 01/09/2023 and 01/03/2024)
50EMA (23879) > 200EMA (20811); hence, we can continue without any change.
Based on ranking:
- PGEL
- STAR
- CHOICEIN
- WOCKPHARMA
- TECHNOE
- LTFOODS
- PURVA
- GRAVITA
- TVSHLTD
- SHARDAMOTR
- BASF
- NEULANDLAB
- IFCI
- NETWEB
- DHANUKA
- TIMETECHNO
- VMART
- JYOTICNC
- ANANTRAJ
- KIRLOSENG
- TIDEWATER
- NAVA
- IIFLSEC
- SUDARSCHEM
- WABAG
Based on A → Z for easy tracking:
- ANANTRAJ
- BASF
- CHOICEIN
- DHANUKA
- GRAVITA
- IFCI
- IIFLSEC
- JYOTICNC
- KIRLOSENG
- LTFOODS
- NAVA
- NETWEB
- NEULANDLAB
- PGEL
- PURVA
- SHARDAMOTR
- STAR
- SUDARSCHEM
- TECHNOE
- TIDEWATER
- TIMETECHNO
- TVSHLTD
- VMART
- WABAG
- WOCKPHARMA
Exits:
RTNPOWER and UFLEX make an exit.
ZENTEC stays within the top 30 and hence remains.
Entries:
DHANUKA and TIDEWATER make an entry.
IIFLSEC cannot enter as there is no vacancy.
Thank you sir for your response. No, I did not updated that, I was trying to figure out what is this value. I tried nifty 50 index to map but that was not matching with the values mentioned in the sheet, you have provided. Now I got that what should be put over there. Google finance does not provide that data however I fount that in Yahoo finance and NSE website, downloaded from NSE website and updated manually.
Hey Mate, what is the XIRR so far? even tax adjusted if you can share. I had done a similar exercise back in 2022 YE. But I guess it was the worst time. You see what I learned is that the momentum is best strategy for return but its biggest enemy is a range bound market like what he had for 18 months back in 2022. It keeps on making you buy high and sell low on repeat.
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That’s superb return, keep it up. I did for nifty 500 constituents and only for 4-5 months, some marginal profits. Not sure if it is a good time to start again. But I still advice to adjust your strategy if the underlying index gets in some kind of sideway trend. It’s the worst!