Your idea: Regime: price > 200-EMA = long-only; < 200-EMA = flat or short. • En… — backtested on Indian market data | FakeTrades
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Your idea: Regime: price > 200-EMA = long-only; < 200-EMA = flat or short. • En…

💡 Described strategy
Analysed 01 Aug 2026, 02:47 PM IST
★½☆☆☆ 1.5 / 5

Why 1.5/5? (stars grade the EDGE — per-trade expectancy, consistency, drawdown — not the headline return)

  • Negative expectancy: -0.05R per trade across 18,580 trades
  • Payoff 0.52 — the average winner is SMALLER than the average loser
  • 8 of 9 tested years were negative (2018, 2019, 2020, 2022) — the edge is regime-dependent
  • Max drawdown -100% on the ₹2L portfolio — the compounded return came with deep pain along the way

Detected components (auto-read from transcript)

EMARSI

Verdict

Auto-backtested. AI-decoded: Connors-style RSI(2) mean reversion with 200-EMA trend filter and 5-EMA exit. Ran on 159 large/mid-caps, real costs. 18,580 trades, win 60%, payoff 0.52, expectancy -0.05R/trade (avg -0.58%/trade).

This is a losing edge. The payoff ratio is thin. Regime-dependent — positive in only 0% of years.

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 2026-07-20 — 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-99.6%
CAGR-49.5%
Max drawdown-99.6%
Trades1710 · 631 won
₹200,000 → ₹890  ·  2018-07-09 → 2026-06-08
201820192020202120222023202420252026
-10%-11%-37%-31%-70%-28%-42%-72%-64%

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
2018107162% -0.04R -0.57%
2019229160% -0.04R -0.45%
2020222159% -0.07R -0.98%
2021215663% -0.00R -0.20%
2022254158% -0.08R -0.79%
2023202360% -0.03R -0.46%
2024249260% -0.05R -0.53%
2025262860% -0.05R -0.52%
2026115756% -0.12R -0.83%

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

#StockTradesWin%Avg/tradeBestTotal2026
1 ████████ 11662% -0.6% +6% -65% +16%
2 ████████ 13158% -0.7% +8% -90% +14%
3 ████████ 12052% -0.6% +14% -66% +12%
4 ████████ 12558% -0.3% +8% -39% +11%
5 ████████ 11749% -1.8% +23% -214% +11%
6 ████████ 14459% -0.0% +11% -7% +10%
7 ████████ 11061% -0.2% +16% -18% +9%
8 NMDC free peek 11663% -0.6% +6% -75% +9%
9 ████████ 12551% -0.8% +5% -95% +9%
10 ████████ 11459% +0.3% +11% +29% +8%
11 ████████ 12164% -0.3% +14% -39% +8%
12 ████████ 11355% -0.5% +8% -62% +8%
13 ████████ 11665% -0.0% +6% -2% +7%
14 ████████ 11656% -0.6% +7% -75% +7%
15 ████████ 11754% -0.9% +6% -107% +7%
16 ████████ 11864% +0.0% +15% +0% +6%
17 ████████ 11952% -0.4% +6% -45% +6%
18 ████████ 12255% -0.4% +16% -47% +6%
19 ████████ 13357% -0.6% +11% -76% +6%
20 ████████ 11657% -0.0% +8% -1% +5%
21 ████████ 11050% -1.1% +8% -120% -35%
22 ████████ 11748% -1.0% +6% -120% -34%
23 ████████ 12548% -0.9% +11% -112% -34%
24 ████████ 10952% -1.0% +6% -108% -27%
25 ████████ 12957% -0.5% +8% -71% -27%
26 ████████ 14150% -0.8% +9% -107% -26%
27 ████████ 10258% -0.6% +15% -56% -26%
28 ████████ 7447% -1.4% +7% -100% -25%
29 ████████ 8558% -0.1% +9% -9% -25%
30 ████████ 13356% -0.3% +7% -41% -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 -214% 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
NIFTY15154% -0.16R -0.62%
BANKNIFTY15958% -0.05R -0.28%
Full transcript (36 words)
Regime: price > 200-EMA = long-only; < 200-EMA = flat or short. • Entry: RSI(2) < 10 in an uptrend (Connors-style mean reversion inside a trend). • Exit: close > 5-EMA, or time stop 5 bars.

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