Study: Buy TVSMOTOR when near 200 SMA and above 200 SMA and above 50 SMA and above 20 SMA and RSI is above 50

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In this study, we evaluate the performance of strategy "Buy TVSMOTOR when near 200 SMA and above 200 SMA and above 50 SMA and above 20 SMA and RSI is above 50" under various conditions.

X Analysis

In the table below, we find out the performance of this trading strategy under following scenario: buy TVSMOTOR at the closing price whenever the signal triggers (Rs. 2Lac per trade). Then cover the position "X" trading days later at close_price i.e. sell after "X" trading days. Here are the results of this study:

X DaysNet ProfitTotal TradesWinning TradesLosing Trades% ProfitableAvg Winning TradeMax Winning TradeAvg Losing TradeMax Losing TradeWin/Loss RatioProfit FactorSharpe RatioAvg Trade
160525.0820128608282.0156429.94-4857.37-23396.231.712.560.0493026.25
290585.98201376510400.3234548.94-6374.03-19622.641.633.030.0854529.3
3121524201376513178.9745681.38-7114.62-21383.651.853.440.0996076.21
4121546201286015845.6743419.27-8575.23-20880.51.852.770.0866077.31
5128630201376515376.5453742.8-10180.68-21886.791.512.80.086431.51
6186400201467016392.1667178.5-7181.63-18616.352.285.330.119320.02
7205272201467018165.0868330.13-8173.25-17182.662.225.190.1210263.58
8178120201195522027.1760652.59-7131.04-16352.23.093.780.18905.98
91880691912763.1621969.4665642.99-10794.99-21904.022.043.490.19898.35
102352301911857.8927610.97125912-8561.29-19427.243.234.430.09212380.55

From the table above, we see that best results are achieved by holding positions for 6 trading days. Profit factor is 5.33. Strategy is very good and impressively bullish. Percentage of profitable trades is 70%, which is good. Average return per trade is 4.66%, which is very good.
In the chart below, we plot cumulative trade gain versus trades. This chart is important and informative as it shows the performance of strategy over time.
TVSMOTOR Performance, X=6, Profit Factor:5.33

Yearwise Summary of trades in above chart

YearNumber of TradesTrade Dates
2019218 Oct 2019 (4.94%), 04 Nov 2019 (0.91%)
2018213 Apr 2018 (0.25%), 20 Dec 2018 (-1.47%)
2015221 Jul 2015 (-9.02%), 21 Oct 2015 (4.84%)
2013308 Apr 2013 (-9.31%), 02 May 2013 (0.63%), 30 Sep 2013 (24.29%)
2012127 Sep 2012 (5.71%)
2009122 Apr 2009 (33.59%)
2007123 Nov 2007 (6.0%)
2006113 Sep 2006 (2.25%)
2005301 Jun 2005 (-0.59%), 23 Jun 2005 (-0.39%), 11 Jul 2005 (12.52%)
2004112 Nov 2004 (5.62%)
2003108 May 2003 (3.69%)
2002104 Nov 2002 (-0.76%)
2001130 Oct 2001 (9.51%)

Strategy Analysis - Exit Criteria

In the study above, exit criterion was that hold the position for "X" trading days. That's one possible exit criterion. However, we can have more elaborate exit criteria. Now we study this strategy under other exit criteria. There are 3 things which you must get to know before proceeding further. Table below shows the performance of this strategy under various exit combinations. Note that nil,nil,-1 is a special exit combination where we just take the best result of "X" Analysis study above.

Stop LossAdjust Stop LossTargetAvg Holding PeriodNet ProfitTotal TradesWinning TradesLosing Trades% ProfitableAvg Winning TradeMax Winning TradeAvg Losing TradeMax Losing TradeWin/Loss RatioProfit FactorSharpe RatioAvg Trade
nilnil-16186400201467016392.1667178.5-7181.63-18616.352.285.330.119320.02
atrtrail23.811759112613135019883.5133042.56-6351.88-12000.913.133.130.116765.81
200trail-12.6810277631102132.2615346.6850388.06-2413.87-3526.196.363.030.0653315.34
atrnil24.4817154623121152.1721474.0733042.56-7831.19-12000.912.742.990.117458.51
atrnil37.051533372181338.132192.1149563.85-8015.35-12000.914.022.470.0817301.78
atrtrail34.6911970226121446.1517144.1447039.54-6144.85-12000.912.792.390.0684603.92
atrtrail-15.1299435.0526121446.1515455.2437729.87-6144.85-12000.912.522.160.0633824.42
200trail31.5838767.1231121938.717272.3811194.18-2552.71-3526.192.851.80.0551250.55
200nil31.6740967.9730111936.678617.7910632.73-2833.04-3957.643.041.760.0561365.6
200trail21.3931551.4731131841.946023.77648.22-2597.59-3526.192.321.670.0541017.79
200nil21.4228304.5531131841.946023.77648.22-2777.98-3957.642.171.570.048913.05

In the table above, row 1 shows the best exit criterion. Profit factor is 5.33. Strategy is very good and impressively bullish. Percentage of profitable trades is 70%, which is good. Average return per trade is 4.66%, which is very good.
Performance of strategy chart over time is same as above.

View performance of other stocks for this trading system.

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