@psrchaks Very good effort. I downloaded the file. This can be very useful as all we have to do is to replace the names of stocks in the first sheet and then the programme will work for any universe.
However, I am getting errors when I open the file. The error message is that Excel has run out of resources.
Update for entry on 10-March-2025 (lookback dates: 07/03/2024 and 06/09/2024)
50EMA (15,545) < 200EMA (16,340); 500EMA continues to remain below 200EMA. People can continue to remain in cash. The easiest way would be to not replace the exiting stocks.
However, I will continue to remain fully invested.
Based on ranking:
Based on A → Z for easy tracking:
Exits:
CHOLAHLDNG, GODFRYPHLP, KIMS, MCX and ZENSARTECH make an exit.
PPLPHARMA stays within the top 25 and hence, remains.
Entries:
ASTRAZEN, AVANTIFEED, GODREJAGRO, REDINGTON and WELCORP make an entry.
KIRLOSBROS cannot enter as there is no vacancy.
Note: The above information is provided for educational purposes only. Please consult your Financial advisor before any investment.
@Anand_Jain Look back dates: 07/03/2024 and 06/09/2024.
Dear @visuarchie , thank you for the kind words. Yes, this sheet can be used for any universe. I am using a 8 GB RAM, 1 TB HDD laptop. When I compare the list of 20 stocks which you had shared, I see a difference. This could be because of price difference for one of the dates retrieved by excel’s STOCKHISTORY function.
@psrchaks Thank you for your response.
The error you are seeing is fine; will get optimised at some point of time.
My laptop is not too different. Please see below screenshot of error I am getting. Please see if it helps to diagnose the problem. Let us also see if someone else also sees a similar issue.
Dear @visuarchie , Can you kindly restart the laptop once and try with only this sheet active? While I am able to understand the issue, unfortunately, I am unable to check on the same remotely. Please suggest if there is a way to connect offline at your convenience.
What I am assuming is correct, must be MacBook was ON for long time and there existing open apps already consumed so much of memory.
Also some excel inhibits macro which also causes the same.
Dear @visuarchie , I optimized the sheet by replacing the index function with choosecols function while deriving the stock price for a date. Hope this yields the output within a short time through optimal use of excel resources. Kindly check. Will refrain from communicating on this topic as I would not like to divert the group from the core objectives of this channel. Have a good weekend.
Small Cap Strategy (optimized).xlsx (4.3 MB)
Dear @visuarchie, Good day. Can you pls share the performance statistics of the portfolio in these challenging times for reference?
@psrchaks This pf has been hit very badly in this downturn. The current drawdown is nearly 42% and the XIRR from end 2022 is -2.26%.
Update for entry on 17-March-2025 (lookback dates: 15/03/2024 and 13/09/2024)
50EMA (15,347) < 200EMA (16,256). 500EMA continues to remain below 200EMA. People can continue to remain in cash. The easiest way would be to not replace the exiting stocks.
However, I will continue to remain fully invested.
Based on ranking:
Based on A → Z for easy tracking:
Exits:
GODREJAGRO and JUBLPHARMA make an exit.
REDINGTON stays within the top 25 and hence, remains.
Entries:
AAVAS and KIMS make an entry.
ERIS cannot enter as there is no vacancy.
Note: The above information is provided for educational purposes only. Please consult your Financial advisor before any investment.
Can you post a graph of the equity curve? Do you have monthly or weekly P/L numbers too? If you do, can you post them.
26 months is decent enough period to look at. There will be some learning.
Hi @visuarchie
Please confirm if you are applying usual strategy of “exit and entry” for all your momentum portfolios.
It would be helpful if you could explain your POV to remain fully invested in momentum strategy during these challenging times.
Thanks
@nil Yes, I continue to apply my usual entry and exit strategy for my momentum pfs.
I want to remain invested so that I do not miss out when the market starts to move. It is very difficult to time the market or identify the bottoms or tops of the market. With my understanding that I am holding the strongest scrips of the universe at all times, I remain invested.
Update for entry on 24-March-2025 (lookback dates: 22/03/2024 and 20/09/2024)
50EMA (15,238) < 200EMA (16,182). 50EMA continues to remain below 200EMA, but market is beginning to turn slowly. I continue to remain invested.
Based on ranking:
Based on A → Z for easy tracking:
Exits:
FSL and RADICO remain within the top 25 and hence, remain.
Entries:
ERIS and GVT&D cannot enter as there is no vacancy.
No change this week.
Note: The above information is provided for educational purposes only. Please consult your Financial advisor before any investment.
sir can you please share your latest google sheet after small cap changes by sebi, we can use it to learn, thank you.
Just came across this thread. Trying to understand the basic premise of the pf. How is it different from mutual funds that say “momentum”. There are few dozen mf’s that came up in last few years across market caps. Sample below:
here we have the scope to make changes to the portfolio every week but in the index funds, they typically rebalance less frequently, like every 6-12 months
There are also active momentum mutual funds apart from passive ones. These are also rebalanced frequently.
