Tools
Midcap 150, 200-day rule
Hold the Nifty Midcap 150 when it closes above its 200-session average; otherwise cash. It holds cash since Sept 2026. From Jan 2006 it returned 14.7% a year after tax, against 13.9% for its benchmark; its worst fall was −38%.
What it holds now
Target since Sept 2026: Cash.
The numbers behind the decision in force, taken 6 Oct 2026.
| Above its 200-day average by | |
|---|---|
| Nifty Midcap 150 | −0.8% |
Its record
Growth of one rupee after costs, before tax, on a log scale, beside its benchmark: midcap 150, bought and held. The benchmark holds the assets the rule chooses from but never switches, so the gap is what the rule's timing added or cost. The marks show when the rule was published and when it entered this library; only the stretch after the second mark is free of hindsight.
Midcap 150, 200-day rule: growth of one rupee
How to read it. Log scale, so equal slopes are equal returns.
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Midcap 150, 200-day rule: fall from its previous peak
How to read it. How far each was below its own previous high, weekly. The model's worst fall was −38%, against −73% for its benchmark, on daily closes; the weekly line can look a little shallower.
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Jan 2006 to Oct 2026. Percentages except the Sharpe ratio, turnover and tax cost. Deflated Sharpe ratio against the benchmark: 0.00 (0.95 is the usual bar), counting every rule tried.
| This model | Benchmark | |
|---|---|---|
| Return a year, before tax | 15.5 | 14.4 |
| Return a year, after tax | 14.7 | 13.9 |
| Volatility | 18.6 | 25.9 |
| Worst fall | −37.7 | −73.2 |
| Sharpe ratio | 0.5 | – |
| Average share in equity | 73.2 | – |
| Turnover a year | 4.4 | – |
| Tax cost, points a year | 0.7 | – |
The live log holds 3 sessions, 2 of them filled in after the day; its return differs from today's backtest over the same days by 2.70 points.
| Period | Dates | Total return | A year | More |
|---|---|---|---|---|
| Before the rule was published | – | – | – | |
| Published, before it entered this library | Jan 2006 to Oct 2026 | 1,865.6% | 15.5% | |
| Since it entered this library (live) | Oct 2026 to Oct 2026 | 0.1% | – |
What it held
The share of the model in each asset at every month-end.
Midcap 150, 200-day rule: holdings at each month-end
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The rule
Hold the Nifty Midcap 150 when it closes above its 200-session average; otherwise cash.
Brock, Lakonishok and LeBaron (1992). Rule published 1992; entered this library 1 Oct 2026.
The workings
Data
Every chart has a table view, a CSV download and a link to its published JSON. Bundles are listed in data status.