Your idea: Trade nifty on a 5 minute candle chart, go long when 9 Ema closes abo… — backtested on Indian market data | FakeTrades
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Your idea: Trade nifty on a 5 minute candle chart, go long when 9 Ema closes abo…

💡 Described strategy
Analysed 01 Aug 2026, 02:40 PM IST
★½☆☆☆ 1.5 / 5

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

  • Roughly ZERO per-trade edge (+0.03R) — real costs eat whatever is there
  • Only 29% of trades win — the rare big winners must keep showing up
  • 5 of 9 tested years were negative (2018, 2019, 2022, 2025) — the edge is regime-dependent
  • Max drawdown -63% on the ₹2L portfolio — the compounded return came with deep pain along the way

Detected components (auto-read from transcript)

Intraday EMAVWAP

Verdict

Auto-backtested. Detected: 9-EMA trend-following. Ran on 159 large/mid-caps, real costs. 28,620 trades, win 29%, payoff 2.77, expectancy +0.03R/trade (avg -0.05%/trade).

This is essentially breakeven. The payoff is convex (winners run well past the average loser). Regime-dependent — positive in only 33% 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 2026-07-30 — 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-54.8%
CAGR-9.5%
Max drawdown-63.3%
Trades1511 · 340 won
₹200,000 → ₹90,387  ·  2018-07-09 → 2026-06-08
201820192020202120222023202420252026
-23%-36%+30%+14%-20%+9%-5%-19%-9%

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
2018168426% -0.05R -0.59%
2019356127% -0.04R -0.45%
2020344234% +0.17R +1.04%
2021355131% +0.11R +0.40%
2022354428% -0.01R -0.28%
2023363231% +0.14R +0.38%
2024373828% -0.00R -0.26%
2025400226% -0.07R -0.63%
2026146624% -0.09R -0.55%

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

#StockTradesWin%Avg/tradeBestTotal2026
1 ████████ 14837% +1.2% +36% +178% +48%
2 ████████ 16531% +4.4% +209% +724% +44%
3 ████████ 18128% +0.5% +59% +85% +35%
4 ████████ 15931% +2.2% +72% +346% +33%
5 ████████ 17734% +2.7% +158% +472% +31%
6 ████████ 19531% +0.4% +42% +73% +27%
7 ████████ 18325% +1.6% +85% +296% +26%
8 BANDHANBNK free peek 6416% -1.3% +18% -85% +26%
9 ████████ 17926% +2.0% +119% +349% +25%
10 ████████ 18929% +0.4% +27% +79% +20%
11 ████████ 16135% +1.2% +44% +188% +15%
12 ████████ 17529% +0.7% +48% +126% +15%
13 ████████ 16826% +0.2% +38% +36% +15%
14 ████████ 19024% -0.1% +67% -25% +15%
15 ████████ 17331% +0.3% +40% +54% +14%
16 ████████ 18926% -0.5% +34% -89% +14%
17 ████████ 19126% -0.3% +25% -56% +13%
18 ████████ 19628% -0.4% +21% -75% +13%
19 ████████ 16524% +0.1% +26% +10% +12%
20 ████████ 19426% -0.3% +38% -53% +12%
21 ████████ 19029% -0.2% +37% -46% -37%
22 ████████ 18525% -0.4% +28% -69% -36%
23 ████████ 17731% +0.3% +33% +61% -35%
24 ████████ 19523% -0.4% +29% -72% -34%
25 ████████ 18026% -0.3% +22% -57% -34%
26 ████████ 6528% -0.2% +17% -16% -29%
27 ████████ 18330% +0.1% +25% +11% -28%
28 ████████ 19921% -0.4% +35% -87% -27%
29 ████████ 10432% -0.1% +20% -8% -27%
30 ████████ 17931% +0.0% +29% +4% -25%
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 -89% 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
NIFTY24630% -0.02R -0.33%
BANKNIFTY24331% +0.01R -0.18%
Full transcript (24 words)
Trade nifty on a 5 minute candle chart, go long when 9 Ema closes above vwap and short when 9 Ema closes below vwap

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