Tools
Trend, with global
As Trend, India only, with a sixth sleeve for the S&P 500 in rupees held through LRS: six equal sleeves. It holds 17% S&P 500, 8% Smallcap 250, 4% gold, 3% Midcap 150, 2% G-secs, 1% Nifty 100, 65% cash . From Apr 2006 it returned 8.6% a year after tax, against 13.2% for its benchmark; its worst fall was −16%.
What it holds now
Target : 17% S&P 500, 8% Smallcap 250, 4% gold, 3% Midcap 150, 2% G-secs, 1% Nifty 100, 65% 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 100 | 4 | 4% invested | Oct 2026 | |
| Midcap 150 | 21 | 21% invested | Sept 2026 | |
| Smallcap 250 | 50 | 50% invested | Sept 2026 | |
| Gold | 25 | 25% invested | May 2026 | |
| G-secs | 13 | 13% invested | Aug 2026 | |
| S&P 500 | 100 | Fully invested | Oct 2026 |
Its record
Growth of one rupee after costs, before tax, on a log scale, beside its benchmark: equal parts Nifty 100, Midcap 150, Smallcap 250, S&P 500, gold and 5-year G-secs, rebalanced each January. 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.
Trend, with global: growth of one rupee
How to read it. Log scale, so equal slopes are equal returns.
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Trend, with global: 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 −16%, against −37% for its benchmark, on daily closes; the weekly line can look a little shallower.
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Apr 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. With the S&P 500's dividends included (iShares IVV's total return), it would have returned 8.8% a year after tax. With remittance and forex costs of 0.25% each way instead of 0.60%, 8.9%.
| This model | Benchmark | |
|---|---|---|
| Return a year, before tax | 10.8 | 13.9 |
| Return a year, after tax | 8.6 | 13.2 |
| Volatility | 7.8 | 12.6 |
| Worst fall | −16.1 | −36.8 |
| Sharpe ratio | 0.5 | – |
| Average share in equity | 41.2 | – |
| Turnover a year | 3.6 | – |
| Tax cost, points a year | 2.2 | – |
The live log starts on the entry date.
| Period | Dates | Total return | A year | More |
|---|---|---|---|---|
| Before the rule was published | Apr 2006 to Dec 2017 | 257.5% | 11.5% | |
| Published, before it entered this library | Dec 2017 to Oct 2026 | 128.6% | 9.9% | |
| Since it entered this library (live) | – | – | – |
As an index: Tipsheet Trend Global
The same rule published as an index: total return, before any fund cost, trading cost or tax, set to 1,000 at the end of 2006 like every Tipsheet index. Its launch date is 8 Oct 2026, when the rule entered this library; the lighter line before it is back-calculated. Tipsheet indices are reference series for research only: not official indices, not investable, and not advice.
Tipsheet Trend Global, 1,000 at the end of 2006
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What it held
The share of the model in each asset at every month-end.
Trend, with global: holdings at each month-end
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The rule
As Trend, India only, with a sixth sleeve for the S&P 500 in rupees held through LRS: six equal sleeves.
Hurst, Ooi and Pedersen (2017), long-only. 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.