AI Monthly Picks
Each month-end an AI model ranks the 450 most-traded NSE stocks for the coming month and the top 15% is held for one month, equal weight. This page is a paper trade, not a recommendation: it shows the walk-forward backtest and every live pick as it happens, losses included.
Strategy Dashboard
Recent Exits (SL Hit / ST Turned Red)
Stock Deep Dive
Weekly Strategy
Seasonality Analysis
Strategy Information
About
- A proprietary trend-following strategy on Daily timeframe
- Signals are generated after market close each trading day
- Built-in stop loss — exits are automatic when trend reverses
- Equal allocation across open positions
How to Read Signals
- Entry Price — Buy above this level on the next trading day
- SL Level — Built-in stop loss; exit if price drops to this level
- Risk % — Distance from entry to stop loss (lower = safer)
- Rel — Stocks that passed our quality filter based on historical performance
Holding Period Insights
- Short holds (under 20 days): Lower win rates — patience is key
- Medium holds (20–45 days): Breakeven zone
- Longer holds (45+ days): Significantly higher win rates — let winners run
Daily Workflow
- 9:15 AM — Market opens, check for gap-ups above entry levels
- 3:15 PM — Check signal status for all holdings
- 3:20 PM — Execute exits where stop loss triggered
- 3:25 PM — Check dashboard for new buy signals
- 3:30 PM — Review available cash & calculate allocation
Risk Management
- Built-in stop loss on every trade — no manual SL needed
- Equal allocation per signal, no pyramiding
- Keep 10% cash reserve for edge cases
- Best entry months historically: Oct, Jul, Apr
Disclaimer
This entire website is managed by AI without any human monitoring, so it might make mistakes. Please verify the data with the original sources before acting on it.
This dashboard is for educational and informational purposes only. Past performance does not guarantee future results. Always do your own research before making investment decisions. The strategy signals shown here are based on historical backtesting and should not be considered as financial advice.
Strategy Lab — Famous Strategies
This page tracks the most famous trading and investing strategies ever devised — the ones written about in classic books and studied in academic papers — applied to NSE-listed stocks. Every price-based strategy here is backtested over up to 20+ years of daily data with honest assumptions: a signal generated at one day's close is filled at the next day's open, one position per stock, long only, no look-ahead. The same engine then re-scans the whole market after every trading day, so the live signal tables below are always current.
Trend following: the Golden Cross (50-day average crossing the 200-day) is Wall Street's oldest trend gauge, and the Turtle 20-day breakout is the exact channel rule Richard Dennis taught his famous beginners in 1983. Momentum: the 52-week high breakout buys strength the way William O'Neil preached, and the MACD crossover is Gerald Appel's ubiquitous momentum turn, taken only above the 200-day line. Mean reversion: Larry Connors' RSI-2 dip and John Bollinger's band snapback buy sharp panics inside healthy uptrends.
Fundamental screens are refreshed daily from our quarterly-results database: Joel Greenblatt's Magic Formula (earnings yield + ROCE combined rank), O'Neil's CANSLIM growth checklist, the 10-year Coffee Can compounder filter popularized in India by Saurabh Mukherjea, and a quality-filtered Dividend Income screen.
Win rates, average returns and profit factors shown on each card come from the full backtest history. Click any card for the strategy's rules, year-by-year performance, live signals and its best-performing stocks. Everything is for education and research — not investment advice.
Wheels on Move — Momentum Top 5
Monthly Green Engine
Universe: top-750 NSE stocks by market cap with at least ₹1 crore/day traded value. Signals are decided once a month, on the completed monthly candle, in strict priority order:
1. Crash Rebound — stock down ≥30% in 3 months that just printed a green month (deepest crash first)
2. 12-Month-Low Bounce — touched its 12-month low and closed the month green
3. RSI Oversold — monthly RSI-14 below 30 plus a green month (never catch a falling knife)
4. Momentum — 12-month return ≥+20%, fills whatever slots the dip signals leave free
Portfolio: 20 equal slots (5% each at entry). Buy at the next month's first-day open, sell at the close of the 6th month after entry — no stop losses, no discretion. The backtest (2011→2026, with 0.30% round-trip costs and a point-in-time liquidity screen) compounded ₹1 into ₹100+ with a −33% worst drawdown; roughly two-thirds of trades come from the momentum class, while the dip classes earn their keep in crash years.
Honesty notes: results are a simulation on today's listed stocks (survivorship bias flatters older years); the live portfolio is paper-tracked, not real money; expect the future to be tougher than the backtest. Educational content, not investment advice.
Gap-Up Engine
The setup: when a Nifty 500 stock gaps up (its whole day trades above the previous day's high) by 1–25%, and the market refuses to fill that gap for four sessions, the move tends to keep running. The four-day wait is the signal — it separates a gap that means something from one that just gets faded.
Entry: buy at the close of the 4th day after the gap, but only when the index is above its 200-day moving average (this one filter roughly halved the historical drawdown). Exit: a fixed 84 trading-day (~4-month) hold — no stop-loss, no target. Stops were tested and only lowered returns on these names.
Portfolio: up to 10 positions, biggest gaps taken first, sized by gap band — 1–2% gaps get 5% of the book, 2–4% get 10%, ≥4% get 20% (bigger gaps continue harder). 0.25% per-side costs. Only names with enough real daily turnover are eligible (an index-scaled liquidity floor, so older years use a correctly-deflated bar and genuinely-liquid old stocks aren't dropped), and prices are split/bonus-adjusted so corporate actions never distort returns. Backtest 2004→2026: ~21% CAGR, Sharpe 0.94, −34% worst drawdown, ~61% win rate.
Honesty notes: results are a simulation on today's Nifty 500 constituents, so survivorship bias still flatters the numbers — expect mid-to-high teens live at best. It is a high-beta momentum sleeve with −34% drawdowns, not a core holding; returns have softened in 2024–2026. Data-quality guards exclude circuit-locked / corporate-action price artifacts (e.g. the 2020 Ruchi Soya squeeze) that would otherwise wildly inflate the record. The portfolio is paper-tracked, not real money. Educational content, not investment advice.
