Monday, 22 September 2014

Nifty - Short Term Timing Model - Updated as of 21st Sep 2014.




This short term timing model is a long only model which buys and exits the Nifty index based on a 50 day moving average and an additional filter. This strategy will not outperform every year but it keeps one out of possible down-periods and has performed well over a 20 year period. Performance can be boosted by using short call options along with long positions.  

Current signal: Buy given on 12th Aug 2014 Nifty closing level of 7727.05.


Yearly Performance:  (2014 figures are YTD)


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