@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.
import scipy.stats as stats]
stats.zscore()
As per my knowledge
1 year : 2023-09-01
6 months : 2024-03-01
UFLEX , RTNPOWER → Out from List
Dhanuka , tidewater → IN into List
@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.
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!