Tools
Nifty 50, graded by trend score
Nifty 50 exposure equals its trend score divided by 100, the rest in cash. Decided weekly; trades only when more than 5 points off target. It holds cash . From Apr 2005 it returned 9.2% a year after tax, against 12.2% for its benchmark; its worst fall was −25%.
What it holds now
Target : Cash.
Each sleeve is an equal slice of the model, invested in proportion to its market's trend score.
| Market | Trend score | Sleeve | Since | More |
|---|---|---|---|---|
| Nifty 50 | 0 | In cash | Sept 2026 |
Its record
Growth of one rupee after costs, before tax, on a log scale, beside its benchmark: nifty 50, 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.
Nifty 50, graded by trend score: growth of one rupee
How to read it. Log scale, so equal slopes are equal returns.
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Nifty 50, graded by trend score: 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 −25%, against −60% for its benchmark, on daily closes; the weekly line can look a little shallower.
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Apr 2005 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 | 10.7 | 12.6 |
| Return a year, after tax | 9.2 | 12.2 |
| Volatility | 13.1 | 20.7 |
| Worst fall | −25.0 | −59.9 |
| Sharpe ratio | 0.4 | – |
| Average share in equity | 61.2 | – |
| Turnover a year | 4.8 | – |
| Tax cost, points a year | 1.5 | – |
The live log starts on the entry date.
| Period | Dates | Total return | A year | More |
|---|---|---|---|---|
| Before the rule was published | Apr 2005 to Dec 2017 | 371.8% | 12.9% | |
| Published, before it entered this library | Dec 2017 to Oct 2026 | 88.0% | 7.5% | |
| Since it entered this library (live) | – | – | – |
What it held
The share of the model in each asset at every month-end.
Nifty 50, graded by trend score: holdings at each month-end
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The rule
Nifty 50 exposure equals its trend score divided by 100, the rest in cash. Decided weekly; trades only when more than 5 points off target.
Hurst, Ooi and Pedersen (2017); score from trend_barometer_spec.md. Rule published 2017; entered this library 8 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.