Tagged: Strategy

CNX Nifty – First day of the month 1

CNX Nifty – First day of the month

One of the rational behind trading systems is to ensure that we are able to capture as much of the return as possible without having to go through a draw-down similar to what a Buy & Hold strategy would entail. This is achieved by being exposed to the market for as less a duration as possible. One of the strategies...

Capital Requirement for a trader 3

Capital Requirement for a trader

When one starts any business, one has a pretty clear idea as to what would be the cost of starting the business. This may go from a few thousands (if you are starting a web based company) to a few crores (say to get a start in the construction business). But when it comes to trading, there is not much...

Meb Faber Timing Model on CNX Nifty 0

Meb Faber Timing Model on CNX Nifty

For a trader, its essential that any strategy he uses needs to at least in historical testing beat Buy & Hold returns (and since we assume a lot in our back-tests, higher the returns compared to B&H, the better). After all, the argument here is simple. If you spend time and effort in markets, the least you should be expected...

Sell in May and go away – I say no way 0

Sell in May and go away – I say no way

A popular adage in the US markets is “Sell in May and go away”. Over at All Star Charts, JC Parets wrote one showing the huge discreprancy in returns between buying in November and selling in April vs buying in May and selling in October. I decided to check whether Indian markets showed any such trends. I tested the same...