StatArb · DualMom · Paper Trading · NSE
Statistical Arbitrage · Mean Reversion · 10 Pairs · NSE F&O
Total P&L
₹0
closed + unrealised
Today P&L
₹0
closed trades today
Open Pairs
0 / 10
deployed
Last Update
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IST
Nifty 500 · Monthly · Top-50 Momentum Weighted · Nifty 100MA Filter
Current NAV
₹10.00L
started ₹10L
Total P&L
—
since start
P&L %
—
total return
Status
—
—
| Date | Status | Liquid ₹ | Stocks ₹ | Total ₹ | Day % | NAV |
|---|---|---|---|---|---|---|
| No daily returns recorded yet. | ||||||
Nifty below 100MA — no equity exposure. Earning 6% p.a. (~₹164/day on ₹10L)
Re-entry: Nifty closes above 100MA at any month-end rebalance.
Live Portfolio Value
—
Live P&L
—
Live P&L %
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| # | Symbol | Weight | 12m Ret | Entry ₹ | LTP ₹ | P&L ₹ | P&L % | Alloc ₹ |
|---|
Paper trading not yet initialised. First rebalance runs at 16:00 on the last trading day of this month.
Rule: Invest when Nifty > 100MA at month-end
OUT → 100% Liquid Fund (6% p.a.)
| Date | Signal | Nifty | 100MA | Gap % |
|---|---|---|---|---|
| No signal history yet. | ||||
CAGR
33.9%
2006–2026
Sharpe
1.59
monthly
Max DD
-15.1%
from peak
₹10L →
₹38.4Cr
20 years
Top-N
50
momentum weighted
Nifty & Sensex · Variance Risk Premium · short-strangle decision engine
Nifty & Sensex · combined-premium VWAP · 7-day chart archive
7-day rolling · strategy-selected strangle · VWAP + entry/exit signals
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No archived charts yet. Data captures automatically each trading day at 15:31 IST.
Total P&L
₹0
Realised
₹0
Open
0
| Acct | Instrument | Prd | Qty | Avg | LTP | P&L |
|---|---|---|---|---|---|---|
| Open the tab to load positions… | ||||||