Hello @visuarchie ,
First, thanks for excellent concept and support on momentum portfolio building.
I’m a momentum trader, but discretionary based on setups and relative strength, hence, can relate to this easily.
Few questions:
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Can you please share your work for current week, I did the exercise myself, but the results are slightly different.
-
I was back testing this and found below observations, can you please confirm below
2a. This PF will NOT ALWAYS outperform index (microcap 250)
2b. It’ll start showing it’s effect after sometime (2 weeks or so), where it starts outperforming the index
2c. On negative days, this portfolio will fall more than index
2d. We’ll hold stocks even it hits lower circuits, and wait end of week for adjustment
- I find the methodology similar to constructing Nifty 30 Momentum index. Is it derived from there?
Thanks in advance
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