Indian equity research · Transaction-based portfolio · Momentum rankings
The dashboard reflects transactions entered on this device. Performance history cannot be reconstructed from current prices alone.
Ranking and signals are research demonstrations until validated market history is supplied.
| Symbol | Company | Segment | Sector | Last price | 6M | 3M | 1M vol | Rank |
|---|
This is a curated sample of recognizable Indian symbols, not the full NSE/BSE listing. All numeric market fields are synthetic unless you import a price CSV.
Rank = descending score of (0.7 × six-month return + 0.3 × three-month return) / one-month volatility. Micro-cap stocks are excluded. A real EMA eligibility check requires 200+ days of history and is not applied here.
| Rank | Symbol | Market cap | 6M return | 3M return | 1M volatility | Score | Entry zone |
|---|
Multiple purchases are combined using weighted-average cost. Sales reduce shares and book realized P&L against the current average cost. Taxes, charges, dividends and corporate actions are not modeled.
| Symbol | Qty | Avg buy | Last price | Invested | Value | Unrealized P&L | Momentum rank |
|---|
| Date | Symbol | Action | Qty | Price | Gross amount |
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Delete a transaction to rebuild all holdings chronologically. Transactions that would create a negative holding are rejected.
| Symbol | Rank | Rule status | Explanation |
|---|
These are illustrative rank-only flags, not actionable buy/sell advice. The 200-day EMA and liquidity filters cannot be verified from demo fields.
Top-ranked sample symbols not currently held. These are not verified entry signals.
P1…P12 = trailing 1–12 month price returns (%). V1…V12 = standard deviation of daily percentage returns over each period (not annualized). Use any arithmetic formula, e.g. (0.7*P6+0.3*P3)/V1. Missing metrics are excluded from rankings.
pip install yfinance pandas, then upload the resulting momentum_pro_daily_history.csv here. It can fetch NSE tickers using .NS and optionally Nifty 500. This offline page cannot directly fetch or schedule live prices. Check missing stocks, corporate actions and data rights before interpreting backtests.Upload CSV columns: date,symbol,close, with YYYY-MM-DD dates and daily adjusted close prices. Use 13+ months for 12M metrics and several years for meaningful backtests. This file uses your imported history only; sample screener data is NOT used.
| Period | Performance | Volatility | Daily returns |
|---|
Inspect your uploaded price history before running comparisons. Flags sparse symbols, stale observations, and unusually large one-day changes that may reflect splits, errors or real price moves. This is a screening check, not corporate-action verification.
| Symbol | First date | Last date | Rows | Largest daily move | Flags |
|---|
Import an NSE symbol universe CSV with columns symbol,cap,eligible (optional company,sector). Cap values: Large, Mid, Small, Micro. Only Large/Mid/Small with eligible=1 are investable. This is a current-universe approximation, not historical point-in-time membership. Historical prices must be imported separately. No all-NSE dataset is bundled.
Without a verified universe CSV, historical backtests exclude no symbols except the benchmark. For research use only: this can include microcaps and illiquid stocks. Daily volume-based liquidity filters and historical cap classifications require additional historical data.
| Rank | Symbol | Score | 1M return | 6M return | 12M return |
|---|
Backtest uses end-of-month signals and next-month close-to-close returns, equal weights, and user-specified turnover costs. It excludes stocks absent from uploaded history and does not account for delisting bias, taxes or slippage. It does not place orders.
Edit up to five formulas using P1–P12 (trailing return %) and V1–V12 (daily return standard deviation %). Each formula uses the same dates, universe, top-N and cost assumptions. Optional benchmark: include NIFTY500 in the historical CSV; it is excluded from stock selection.
| Strategy | Months | Total return | CAGR | Max DD | Sharpe* | Final value |
|---|
* Sharpe = annualized mean monthly excess return / standard deviation, with 0% risk-free rate. Chart starts at ₹100,000. All results are hypothetical.
Research-only approximation: close-of-month ranking and next-month close returns; monthly equal-weight rebalancing with turnover-based costs. Missing next-month prices are treated as cash (0% return), which does NOT model delisting losses. No point-in-time constituent history, corporate-action validation, bid/ask spreads, taxes, dividends or realistic next-session execution. Results may be materially overstated.
Refresh target is a saved preference, not an actual scheduled task.
Upload a CSV with columns symbol,price to replace displayed prices for matching symbols. Optional columns: company,cap,sector,ret6,ret3,vol1. Percentage fields are numbers (e.g. 12.5 for 12.5%). Imported return and volatility fields update the illustrative ranking formula. Missing fields retain demo values. This is a snapshot, not historical data.
To cover all NSE/BSE stocks, supply a comprehensive licensed dataset and backend. This static file does not automatically retrieve all Indian equities.
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