Your idea: BACKTEST REQUEST — NIFTY 50 INTRADAY Instrument: NIFTY 50 Index / NIF… — backtested on Indian market data | FakeTrades
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Your idea: BACKTEST REQUEST — NIFTY 50 INTRADAY Instrument: NIFTY 50 Index / NIF…

💡 Described strategy
Analysed 10 Aug 2026, 12:18 AM IST
★★★☆☆ 3.0 / 5

Why 3.0/5? (stars grade the EDGE — per-trade expectancy, consistency, drawdown — not the headline return)

  • A real but modest per-trade edge: +0.13R across 11,888 trades
  • Convex payoff 5.0 — winners far bigger than losers
  • Only 22% of trades win — the rare big winners must keep showing up
  • 3 of 9 tested years were negative (2018, 2025, 2026) — the edge is regime-dependent
  • Max drawdown -53% on the ₹2L portfolio — the compounded return came with deep pain along the way

Detected components (auto-read from transcript)

FuturesIntraday SMA/MAVWAPRSIADXATR

Verdict

Auto-backtested. AI-decoded: Intraday multi-timeframe trend-following strategy on NIFTY 50 using 50-EMA + VWAP + RSI + ADX + HTF confirmation with ATR-based exits. Ran on 159 large/mid-caps, real costs. 11,888 trades, win 22%, payoff 5.01, expectancy +0.13R/trade (avg +0.57%/trade).

This is a marginal edge. The payoff is convex (winners run well past the average loser). Reasonably consistent (67% of years positive).

Mechanically decoded from the transcript and scored from the metrics. Flagged for human review; a hand-vetted verdict can override it.

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🔴 Live forward test (no hindsight — only trades the rules fired AFTER we published this verdict)

Tracking since 2026-08-10 — no qualifying signals have fired yet. The engine re-checks every night on fresh data; results appear here the day the rules trigger.

Is it profitable? (green above the line = made money, red below = lost it)

₹2,00,000 portfolio (max 5 positions, across the stock universe — real delivery costs)

Return-38.4%
CAGR-5.9%
Max drawdown-53.3%
Trades774 · 129 won
₹200,000 → ₹123,131  ·  2018-07-09 → 2026-06-08
201820192020202120222023202420252026
-18%-24%+14%+22%-10%+9%-14%+4%-19%

Simulated on the 159 large/mid-cap universe. Capital-constrained, daily mark-to-market.

Year by year (every trade the rules fired, across the tested stocks)

YearTradesWin %ExpectancyAvg return / trade
201877819% -0.16R -1.35%
2019160520% +0.02R -0.12%
2020128628% +0.48R +3.65%
2021138124% +0.18R +0.94%
2022159521% +0.00R -0.20%
2023143028% +0.59R +2.40%
2024142221% +0.09R +0.31%
2025168419% -0.03R -0.49%
202670717% -0.17R -0.97%

Where this strategy made & lost money (the full stock-by-stock breakdown — 158 stocks, incl. 2026)

#StockTradesWin%Avg/tradeBestTotal2026
1 ████████ 6624% +8.0% +173% +531% +51%
2 ████████ 6624% +3.7% +74% +243% +47%
3 ████████ 7219% +0.8% +44% +56% +42%
4 ████████ 7616% +0.7% +92% +54% +37%
5 ████████ 6829% +6.4% +164% +434% +36%
6 ████████ 7225% +2.6% +94% +187% +31%
7 ████████ 8624% +2.1% +68% +177% +31%
8 BHEL free peek 7027% +2.8% +81% +199% +30%
9 ████████ 6023% +8.2% +274% +490% +28%
10 ████████ 2218% -0.8% +24% -19% +27%
11 ████████ 4641% +4.5% +55% +206% +26%
12 ████████ 7923% +0.7% +66% +55% +20%
13 ████████ 4615% +1.2% +51% +54% +16%
14 ████████ 5932% +1.5% +56% +86% +12%
15 ████████ 6620% +0.4% +25% +26% +12%
16 ████████ 6834% +2.5% +43% +170% +11%
17 ████████ 7321% +0.6% +51% +46% +10%
18 ████████ 7420% +1.0% +41% +75% +9%
19 ████████ 6825% +1.7% +62% +117% +8%
20 ████████ 7524% +0.9% +34% +70% +7%
21 ████████ 7420% +0.2% +30% +17% -32%
22 ████████ 7121% +2.0% +48% +141% -26%
23 ████████ 7618% -0.2% +40% -18% -25%
24 ████████ 8119% -0.1% +38% -5% -25%
25 ████████ 8421% +0.5% +44% +44% -25%
26 ████████ 3628% +2.5% +60% +89% -24%
27 ████████ 6517% -0.4% +37% -24% -23%
28 ████████ 9020% -0.2% +50% -16% -23%
29 ████████ 9316% +0.0% +84% +3% -23%
30 ████████ 2425% +2.4% +44% +57% -23%
You can see the numbers — see the names. Unlock every stock in this breakdown and download it as Excel. The worst stock in this table returned -24% under these exact rules — one wrong pick costs many times the unlock.

Educational backtest output only — not investment advice or a recommendation to buy/sell any security. AI-generated from stored historical data; not 100% accurate. Past performance is not indicative of future results.

On the index (same rules applied to NIFTY & BANKNIFTY)

IndexTradesWin%Expectancy (R/trade)Avg return/trade
NIFTY8725% +0.23R +0.45%
BANKNIFTY10524% +0.09R +0.15%
Full transcript (544 words)
BACKTEST REQUEST — NIFTY 50 INTRADAY Instrument: NIFTY 50 Index / NIFTY 50 Futures Use the same instrument consistently for the complete test. BACKTEST PERIOD: Last 1 year available in the data. Use the maximum common 1-year period available for all four timeframes. TIMEFRAMES TO TEST: 1 minute 3 minute 5 minute 15 minute IMPORTANT: Run each timeframe separately. Do NOT combine signals from different timeframes. ================================================== 1. TREND CONFIRMATION ================================================== Use 50-period moving average. For BUY: Price must be ABOVE the 50-period moving average. For SELL: Price must be BELOW the 50-period moving average. Also use VWAP. BUY: Price must be ABOVE VWAP. SELL: Price must be BELOW VWAP. Both 50-MA and VWAP conditions must agree. If either condition fails, NO signal. ================================================== 2. RSI CONFIRMATION ================================================== RSI Length = 14 Source = Close BUY: RSI must be between 60 and 90. SELL: RSI must be between 10 and 40. RSI outside these ranges = NO SIGNAL. ================================================== 3. ADX CONFIRMATION ================================================== ADX Length = 14. Minimum ADX = 25. BUY: ADX >= 25. SELL: ADX >= 25. ADX below 25 = NO SIGNAL. ================================================== 4. HIGHER TIMEFRAME CONFIRMATION ================================================== HTF confirmation = ON. Higher timeframe = 1 Hour (1H). For BUY: 1H trend/regime must be bullish. For SELL: 1H trend/regime must be bearish. The 1H confirmation must agree with the current trading timeframe. If HTF confirmation disagrees: NO SIGNAL. ================================================== 5. REGIME CONFIRMATION ================================================== Require 2 consecutive confirmed bars. BUY: All BUY conditions must remain valid for at least 2 consecutive closed candles before generating the BUY signal. SELL: All SELL conditions must remain valid for at least 2 consecutive closed candles before generating the SELL signal. Signals must only be generated after candle close. ================================================== 6. ENTRY ================================================== Enter at the CLOSE of the confirmed signal candle. Do NOT use future candles. Do NOT repaint. Do NOT use look-ahead data. For every signal record: Date Time Direction Entry price ================================================== 7. ATR ================================================== ATR Length = 14. ATR is calculated on the current trading timeframe. Use ATR at the time of entry. ================================================== 8. STOP LOSS ================================================== SL = 1.5 × ATR. BUY: SL = Entry - (1.5 × ATR) SELL: SL = Entry + (1.5 × ATR) ================================================== 9. TARGETS ================================================== Use FIVE targets. BUY: TP1 = Entry + 1.0 × ATR TP2 = Entry + 2.0 × ATR TP3 = Entry + 3.0 × ATR TP4 = Entry + 4.0 × ATR TP5 = Entry + 5.0 × ATR SELL: TP1 = Entry - 1.0 × ATR TP2 = Entry - 2.0 × ATR TP3 = Entry - 3.0 × ATR TP4 = Entry - 4.0 × ATR TP5 = Entry - 5.0 × ATR ================================================== 10. POSITION MANAGEMENT ================================================== Test two methods separately: METHOD A: Full position exits at the first target reached. METHOD B: Divide position into 5 equal portions: 20% at TP1 20% at TP2 20% at TP3 20% at TP4 20% at TP5 For Method B, report the result separately. If SL is hit before a target, that portion is stopped. If both SL and TP can occur within the same candle and exact intrabar order is unknown, use a conservative assumption: assume SL was hit first. ================================================== 11. SIGNAL FREQUENCY ================================================== Do not generat

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