Nifty - Short Term Timing Model - Updated as of 19th Oct 2014.

Nifty - Short Term Timing Model - Updated as of 19th Oct 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.  

Buy : When the index closes above the 50 day moving average for 2 consecutive days

Exit : When the index closed below the 50 day moving average.

Current signal: Exit given on 7^th Oct 2014 Nifty closing level of 7852.4.

Yearly Performance:  (2014 figures are YTD)