Your idea: Use daily bars on your standard Indian large/mid-cap equity universe… — backtested on Indian market data | FakeTrades
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Your idea: Use daily bars on your standard Indian large/mid-cap equity universe…

💡 Described strategy
Analysed 01 Oct 2026, 01:18 AM IST
★★★★☆ 4.0 / 5

Why 4.0/5? (stars grade the EDGE — per-trade expectancy, consistency, drawdown — not the headline return)

  • ✓ Strong per-trade edge: +0.50R expectancy across 5,116 trades
  • ✓ Convex payoff 3.6 — winners far bigger than losers
  • ✕ Only 32% of trades win — the rare big winners must keep showing up
  • ✕ 2 of 8 tested years were negative (2022, 2026) — the edge is regime-dependent
  • ✕ Max drawdown -34% on the ₹2L portfolio — the compounded return came with deep pain along the way

Detected components (auto-read from transcript)

EMASMA/MA

Verdict

Auto-backtested. AI-decoded: 200-day breakout with 50/200-EMA uptrend filter; exit on 50-day low breach. Ran on 159 large/mid-caps, real costs. 5,116 trades, win 32%, payoff 3.59, expectancy +0.50R/trade (avg +2.68%/trade).

This is a real edge. The payoff is convex (winners run well past the average loser). Reasonably consistent (75% 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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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+107.8%
CAGR+10.7%
Max drawdown-34.5%
Trades267 · 86 won
₹200,000 → ₹415,562  ·  2019-04-04 → 2026-06-08
20192020202120222023202420252026
+11%+33%+24%-16%+24%+11%-3%+0%

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
201931027% +0.20R +2.48%
202055437% +0.88R +6.42%
2021112535% +0.53R +3.28%
202238626% -0.02R -0.39%
202397742% +1.40R +6.20%
2024110827% +0.08R +0.07%
202539831% +0.26R +0.90%
202625820% -0.50R -2.46%

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

#StockTradesWin%Avg/tradeBestTotal2026
1 ████████ 3636% +13.4% +125% +482% +89%
2 ████████ 3956% +36.3% +181% +1415% +34%
3 ████████ 3931% -1.4% +21% -55% +23%
4 ████████ 3741% +7.0% +59% +258% +18%
5 ████████ 4536% +4.8% +52% +214% +17%
6 ████████ 5042% +10.0% +114% +502% +10%
7 ████████ 4139% +4.7% +52% +194% +10%
8 ADANIPORTS free peek 3847% +11.7% +65% +444% +9%
9 ████████ 5553% +24.9% +124% +1367% +8%
10 ████████ 2548% +6.3% +54% +157% +6%
11 ████████ 2236% +2.6% +43% +57% +5%
12 ████████ 5342% +3.1% +29% +162% +3%
13 ████████ 4445% +3.8% +54% +167% +1%
14 ████████ 3554% +20.9% +70% +731% +0%
15 ████████ 6351% +9.8% +75% +618% +0%
16 ████████ 5843% +10.3% +78% +597% +0%
17 ████████ 5641% +8.7% +51% +487% +0%
18 ████████ 3247% +12.2% +52% +391% +0%
19 ████████ 2854% +11.9% +51% +334% +0%
20 ████████ 4240% +6.6% +51% +276% +0%
21 ████████ 4025% -0.0% +31% -1% -35%
22 ████████ 4323% -0.8% +41% -35% -32%
23 ████████ 4639% +1.9% +45% +85% -32%
24 ████████ 3027% +0.5% +55% +15% -29%
25 ████████ 3727% -1.3% +21% -49% -28%
26 ████████ 4840% +5.9% +46% +286% -28%
27 ████████ 3330% +4.1% +49% +135% -27%
28 ████████ 3928% +1.5% +31% +58% -26%
29 ████████ 4533% +6.7% +59% +302% -26%
30 ████████ 3139% +4.2% +46% +129% -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 -55% 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
NIFTY8728% +0.17R +0.27%
BANKNIFTY6815% -0.53R -1.71%
Full transcript (89 words)
Use daily bars on your standard Indian large/mid-cap equity universe. Long-only breakout strategy: buy at the next trading day's open when the daily close exceeds the highest high of the previous 200 trading days AND the 50-day exponential moving average is above the 200-day exponential moving average. Exit at the next trading day's open when the daily close falls below the lowest low of the previous 50 trading days. Equal position sizes, maximum 5 simultaneous positions, no overlapping position in the same stock. Include delivery brokerage, taxes and slippage.

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