Multi-sector momentum strategies with GARCH-based risk management across Indian equities.
A fully automated, rules-based approach to Indian equities — combining momentum-driven stock selection with GARCH volatility modelling and layered risk controls.
Simultaneous exposure across NIFTY large-cap, mid-cap, small-cap, and micro-cap segments.
Stop-losses, position caps, volatility screening, and market-regime adjustments protect capital at every level.
No discretionary override — every decision is governed by quantitative rules for consistent, repeatable execution.
Backtested Jan 2016 – Oct 2026 on ₹10 lakh per strategy, using the same signal code, fill timing, and real Zerodha transaction costs as the live system. Figures as of 30 Oct 2026; updated periodically as the engine is refined.
| Strategy | Total return | CAGR | Sharpe | Max drawdown |
|---|---|---|---|---|
| NIFTY 50 | +176.1% | +11.1% | 0.29 | −39.2% |
| NIFTY NEXT 50 | +1,196.6% | +30.3% | 1.05 | −35.6% |
| NIFTY MIDCAP | +654.4% | +23.2% | 0.80 | −38.2% |
| NIFTY SMALLCAP | +2,267.2% | +38.7% | 1.18 | −34.0% |
| NIFTY MICROCAP | +3,261.2% | +43.8% | 1.36 | −44.9% |
| All Sectors — Unified | +1,522.0% | +32.7% | 1.90 | −31.5% |