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Home›Strategy Library›Rate-of-Change Momentum

Rate-of-Change Momentum

Buy what is already moving, but only inside a long-term uptrend.

Momentum Data as of 2026-11-02 close
1 · Rules

▶ Entry

12-day ROC crosses above +5% while close is above the 200-day SMA.

Screener form: roc12 > 5 AND close > sma200 — ROC (12) > 5 and Close > SMA 200.

■ Exit

12-day ROC turns negative.

Signals are read on the close; the backtest fills at the next session's open.

2 · Stocks triggering the entry today (95)
Stock Sector Close Chg Score RSI (14)ADX (14)Relative volume (RVOL)
DIVISLABDivi's Laboratories Limited Pharma ₹9,945.50 +1.69% 94 67.60 22.30 1.49×
ANANDRATHIAnand Rathi Wealth Limited Financial Services ₹2,276.90 +1.11% 94 66.29 25.07 0.42×
ORIENTHOTOriental Hotels Limited Hotels & Resorts ₹163.59 +1.70% 92 73.38 34.14 0.67×
COFORGECoforge Limited IT ₹2,099.00 +2.64% 92 70.60 17.64 1.30×
BOSCHLTDBosch Limited Auto ₹48,100.00 +1.91% 92 62.63 24.98 0.90×
UNIONBANKUnion Bank of India Bank ₹186.00 +0.00% 91 61.55 22.48 0.67×
SAREGAMASaregama India Limited Media ₹545.90 -0.50% 90 64.93 12.36 0.72×
SHREEJISPGShreeji Shipping Global Limited Infrastructure ₹873.65 +3.60% 89 71.73 26.54 0.75×
SONACOMSSona BLW Precision Forgings Limited Auto ₹905.95 +1.73% 88 69.96 23.00 0.86×
INDHOTELThe Indian Hotels Company Limited Hotels & Resorts ₹822.50 +1.34% 88 72.05 31.15 1.02×
ATHERENERGAther Energy Limited Auto ₹1,774.60 +1.06% 88 70.77 24.52 0.85×
ADANIPORTSAdani Ports and Special Economic Zone Limited Infrastructure ₹1,854.00 +0.22% 88 61.69 20.25 0.43×
SMSPHARMASMS Pharmaceuticals Limited Pharma ₹504.15 -1.41% 87 66.27 27.22 1.39×
RATNAVEERRatnaveer Precision Engineering Limited Metal ₹379.20 +5.26% 87 69.78 31.21 1.94×
NYKAAFSN E-Commerce Ventures Limited E-Commerce & Internet Retail ₹353.65 +1.23% 87 60.66 17.28 1.12×
ACUTAASAcutaas Chemicals Limited Pharma ₹3,892.60 -2.77% 87 67.31 24.76 0.54×
CORONACORONA Remedies Limited Pharma ₹2,171.10 +1.00% 86 59.30 23.95 1.51×
BHARTIARTLBharti Airtel Limited Infrastructure ₹1,989.90 +0.82% 86 67.09 28.29 0.76×
ZYDUSLIFEZydus Lifesciences Limited Pharma ₹1,240.50 -0.40% 85 69.28 11.90 0.80×
TVSMOTORTVS Motor Company Limited Auto ₹4,213.00 +0.42% 85 59.13 24.46 0.73×
TANLATanla Platforms Limited IT ₹645.45 +2.92% 85 76.40 43.96 1.19×
SGMARTSG Mart Limited Metal ₹878.90 +2.63% 85 69.89 37.52 0.77×
KRISHANAKrishana Phoschem Limited Chemicals ₹235.07 +2.85% 85 74.86 25.72 1.03×
ETERNALETERNAL LIMITED E-Commerce & Internet Retail ₹344.00 +0.10% 85 62.36 16.13 0.67×
SOUTHBANKThe South Indian Bank Limited Bank ₹54.51 -1.77% 84 60.96 32.58 0.48×
AGARWALEYEDr. Agarwal's Health Care Limited Healthcare ₹513.85 +0.91% 84 67.41 29.95 0.91×
TIPSMUSICTips Music Limited Media ₹784.95 +0.37% 83 65.31 23.39 0.36×
PVRINOXPVR INOX Limited Media ₹1,512.70 +1.18% 83 71.01 44.91 0.66×
PPLPHARMAPiramal Pharma Limited Pharma ₹239.92 +0.42% 83 73.55 29.51 0.87×
DRREDDYDr. Reddy's Laboratories Limited Pharma ₹1,342.00 -0.74% 82 71.76 29.97 0.88×
ALGOQUANTAlgoquant Fintech Limited Financial Services ₹78.36 +2.81% 82 69.43 39.44 0.95×
THELEELALeela Palaces Hotels & Resorts Limited Hotels & Resorts ₹671.05 +5.80% 81 70.66 38.08 3.23×
TECHMTech Mahindra Limited IT ₹1,786.90 -0.22% 81 65.08 31.40 0.53×
PASHUPATIPashupati Cotspin Limited Textiles ₹141.62 +5.22% 81 87.48 66.47 2.96×
NHPCNHPC Limited Energy ₹78.78 +1.34% 81 66.06 28.46 0.81×
MBAPLMadhya Bharat Agro Products Limited Chemicals ₹185.83 +4.92% 81 71.35 14.36 3.03×
ALIVUSAlivus Life Sciences Limited Pharma ₹1,447.60 +2.28% 81 66.57 27.78 4.05×
AARTIDRUGSAarti Drugs Limited Pharma ₹453.80 +4.27% 81 64.40 28.85 1.00×
WELSPUNLIVWelspun Living Limited Textiles ₹242.34 +10.62% 80 67.20 26.53 11.58×
MPHASISMphasiS Limited IT ₹2,563.70 +1.51% 80 59.90 30.59 0.70×
63MOONS63 moons technologies limited IT ₹961.50 +1.33% 80 67.84 27.68 1.11×
GRASIMGrasim Industries Limited Textiles ₹3,057.10 +2.54% 79 57.81 35.12 1.57×
BHARTIHEXABharti Hexacom Limited Infrastructure ₹1,680.70 +2.72% 79 66.22 24.59 0.60×
SHREEPUSHKShree Pushkar Chemicals & Fertilisers Limited Chemicals ₹569.95 -5.42% 78 63.46 31.90 3.07×
LUMAXTECHLumax Auto Technologies Limited Auto ₹2,014.40 -0.41% 78 56.82 16.94 0.71×
LTTSL&T Technology Services Limited IT ₹4,225.70 -1.27% 78 71.39 47.14 0.29×
LAURUSLABSLaurus Labs Limited Pharma ₹2,348.00 -2.39% 78 71.77 24.86 1.54×
BOROLTDBorosil Limited Glass ₹312.35 +9.06% 78 70.39 28.37 9.34×
UYFINCORPU. Y. Fincorp Limited Financial Services ₹29.94 -0.89% 77 76.82 30.26 1.45×
AJMERAAjmera Realty & Infra India Limited Infrastructure ₹132.48 -0.08% 77 62.35 23.27 0.52×

👀 Setting up (95)

Close to the entry: roc12 > 5 AND close > sma200
Stock Sector Close Chg Score RSI (14)ADX (14)Relative volume (RVOL)
DIVISLABDivi's Laboratories Limited Pharma ₹9,945.50 +1.69% 94 67.60 22.30 1.49×
ANANDRATHIAnand Rathi Wealth Limited Financial Services ₹2,276.90 +1.11% 94 66.29 25.07 0.42×
ORIENTHOTOriental Hotels Limited Hotels & Resorts ₹163.59 +1.70% 92 73.38 34.14 0.67×
COFORGECoforge Limited IT ₹2,099.00 +2.64% 92 70.60 17.64 1.30×
BOSCHLTDBosch Limited Auto ₹48,100.00 +1.91% 92 62.63 24.98 0.90×
UNIONBANKUnion Bank of India Bank ₹186.00 +0.00% 91 61.55 22.48 0.67×
SAREGAMASaregama India Limited Media ₹545.90 -0.50% 90 64.93 12.36 0.72×
SHREEJISPGShreeji Shipping Global Limited Infrastructure ₹873.65 +3.60% 89 71.73 26.54 0.75×
SONACOMSSona BLW Precision Forgings Limited Auto ₹905.95 +1.73% 88 69.96 23.00 0.86×
INDHOTELThe Indian Hotels Company Limited Hotels & Resorts ₹822.50 +1.34% 88 72.05 31.15 1.02×
ATHERENERGAther Energy Limited Auto ₹1,774.60 +1.06% 88 70.77 24.52 0.85×
ADANIPORTSAdani Ports and Special Economic Zone Limited Infrastructure ₹1,854.00 +0.22% 88 61.69 20.25 0.43×
SMSPHARMASMS Pharmaceuticals Limited Pharma ₹504.15 -1.41% 87 66.27 27.22 1.39×
RATNAVEERRatnaveer Precision Engineering Limited Metal ₹379.20 +5.26% 87 69.78 31.21 1.94×
NYKAAFSN E-Commerce Ventures Limited E-Commerce & Internet Retail ₹353.65 +1.23% 87 60.66 17.28 1.12×
ACUTAASAcutaas Chemicals Limited Pharma ₹3,892.60 -2.77% 87 67.31 24.76 0.54×
CORONACORONA Remedies Limited Pharma ₹2,171.10 +1.00% 86 59.30 23.95 1.51×
BHARTIARTLBharti Airtel Limited Infrastructure ₹1,989.90 +0.82% 86 67.09 28.29 0.76×
ZYDUSLIFEZydus Lifesciences Limited Pharma ₹1,240.50 -0.40% 85 69.28 11.90 0.80×
TVSMOTORTVS Motor Company Limited Auto ₹4,213.00 +0.42% 85 59.13 24.46 0.73×
TANLATanla Platforms Limited IT ₹645.45 +2.92% 85 76.40 43.96 1.19×
SGMARTSG Mart Limited Metal ₹878.90 +2.63% 85 69.89 37.52 0.77×
KRISHANAKrishana Phoschem Limited Chemicals ₹235.07 +2.85% 85 74.86 25.72 1.03×
ETERNALETERNAL LIMITED E-Commerce & Internet Retail ₹344.00 +0.10% 85 62.36 16.13 0.67×
SOUTHBANKThe South Indian Bank Limited Bank ₹54.51 -1.77% 84 60.96 32.58 0.48×
AGARWALEYEDr. Agarwal's Health Care Limited Healthcare ₹513.85 +0.91% 84 67.41 29.95 0.91×
TIPSMUSICTips Music Limited Media ₹784.95 +0.37% 83 65.31 23.39 0.36×
PVRINOXPVR INOX Limited Media ₹1,512.70 +1.18% 83 71.01 44.91 0.66×
PPLPHARMAPiramal Pharma Limited Pharma ₹239.92 +0.42% 83 73.55 29.51 0.87×
DRREDDYDr. Reddy's Laboratories Limited Pharma ₹1,342.00 -0.74% 82 71.76 29.97 0.88×
3 · Backtest — Nifty 50 stocks since 2014
3,071
Trades
39.5%
Win rate
+0.82%
Average trade
1.38
Profit factor
14.3d
Avg holding
+1.4%
Median CAGR / stock
Buy & hold +16.1%
-38.9%
Median max drawdown
Buy & hold -53.7%
30.1%
Time in market
2.0%
Stocks where it beat B&H

🛡️ Robustness — ROC threshold %

The published rule uses 5. If the edge vanishes one step either side, it was probably fitted to history.

ROC threshold %TradesWinAvg tradePFMedian CAGR
3395839.0%+0.77%1.38+2.9%
5307139.5%+0.82%1.38+1.4%
8199440.2%+0.91%1.38+0.5%

Robust The average trade is positive at every tested setting. Profitable average trade in 61.5% of years with 5+ trades.

📅 By year (walk-forward view)

YearTradesWinAvg trade
201425749.0%+2.81%
201521433.2%-0.71%
201620437.3%+0.46%
201724137.3%+0.96%
201823241.8%+0.82%
201922537.3%-0.81%
202021747.0%+3.32%
202131544.4%+2.09%
202226235.9%-0.16%
202322441.5%+1.31%
202431137.6%+0.74%
202520730.4%-0.87%
202616237.0%-0.39%
Most recent trades in the test
StockEntryExitReturn
ADANIPORTS2026-10-302026-11-02 (open)-1.11%
APOLLOHOSP2026-10-302026-11-02 (open)+3.02%
BAJAJ-AUTO2026-10-282026-11-02 (open)-3.61%
BHARTIARTL2026-10-192026-11-02 (open)+3.77%
BSE2026-10-292026-11-02 (open)-0.20%
DRREDDY2026-10-272026-11-02 (open)+2.32%
ETERNAL2026-11-022026-11-02 (open)+0.00%
HCLTECH2026-10-162026-11-02 (open)+5.23%
ICICIBANK2026-10-162026-11-02 (open)-0.74%
JSWSTEEL2026-10-282026-11-02 (open)+4.36%
KOTAKBANK2026-11-022026-11-02 (open)-0.99%
TCS2026-10-222026-11-02 (open)-0.92%
TECHM2026-10-162026-11-02 (open)+4.17%
BSE2026-10-092026-10-26-3.71%
KOTAKBANK2026-10-082026-10-26+0.00%
4 · Risk

Momentum crashes — the whole basket can reverse together in a sharp market turn.

Test assumptions: long only, one position per stock, next-open fills, 0.2% round-trip cost, split-adjusted prices without dividends, current Nifty 50 members (survivorship bias). Past results do not predict future returns.

5 · Test it on any stock

Open the AI Backtester with these rules pre-filled, pick a stock and a date range, and add your own stop-loss or target.

Buy when the 12-day rate of change is above 5 and close is above the 200-day SMA. Sell when the 12-day rate of change falls below 0.
🧪 Backtest on any stock Open the entry in the screener
🔗 Other momentum strategies
RSI Momentum (crosses 60)Relative-Strength Leaders

⚠️ Educational technical analysis computed automatically from end-of-day NSE prices — not investment advice. Flash Finance is not SEBI-registered. Indicators describe what price has done; they do not predict what it will do. Verify levels on a live chart and manage risk before acting.

⚠️ How this site is made: Market data pages are computed automatically from NSE/BSE publications and company filings; news articles and announcement analyses are written with AI assistance, with a human in the loop: our editors review what the AI produces. Both can contain errors. Verify with the original sources before any investment decision. Not investment advice; Flash Finance is not SEBI-registered. How we use AI