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ATH/100 EMA Avg Sharpe 10 Stock Portfolio
ATH/100 EMA Avg Sharpe 10 Stock Portfolio: 10-stock, equal-weight book on ₹1,00,00,000. Selection made outside this sheet; entry frozen once at first run, whole shares, weekly-Wednesday rebalance to equal weight, benchmarked against the Nifty 500.
Last fetched 19 Oct 2026, 3:55 pm IST
NAV
₹10,343,933
Total P&L
₹340,819
Today's P&L
-₹152,098
Today's %
-1.45%
Portfolio Return
3.41%
Equity Curve
Portfolio+3.41%Nifty 500-2.61%Nifty500 Momentum 50-4.93%MOSL Active Momentum Fund-2.59%
Max Drawdown
Portfolio-4.39% maxNifty 500-5.75% maxNifty500 Momentum 50-5.18% maxMOSL Active Momentum Fund-3.98% max
Portfolio Stats
Capital & Value
- Starting Capital
- ₹10,003,114
- Capital Deployed
- ₹10,005,108
- Cash Balance
- ₹0
- Current Market Value
- ₹10,343,933
- NAV (Cash + Mkt Val)
- ₹10,343,933
- Positions Priced
- 10 / 10
P&L & Return
- Unrealised P&L
- ₹338,825
- Realised P&L (booked)
- ₹1,994
- Total Portfolio P&L
- ₹340,819
- Portfolio Return %
- 3.41%
- Today's P&L
- -₹152,098
- Today's %
- -1.45%
- Best / Worst name
- CUPID / HAPPYFORGE
Risk & Concentration
- Largest Position %
- 11.4%
- Smallest Position %
- 8.5%
- Top 5 Holdings %
- 53.5%
- Max Weight Drift
- 1.5%
- Names to Rebalance
- 1
- Momentum: WEAK/FADING
- 0 / 0
- Next Rebalance (Wed)
- 21-Oct-2026
Attention
No price from Yahoo Finance: None
Overweight (> 15%): None
Momentum WEAK: None
Holdings
| Ticker | Entry | Shares | CMP | Value | P&L | P&L % | Day % | Day P&L | Wt |
|---|---|---|---|---|---|---|---|---|---|
| CUPID | ₹284.10 | 3,519 | ₹336.30 | ₹1,183,440 | ₹182,492 | 18.23% | -4.92% | -₹61,231 | 11.4% |
| WELCORP | ₹2,491.00 | 401 | ₹2,592.90 | ₹1,039,753 | ₹39,663 | 3.97% | 0.83% | ₹8,581 | 10.1% |
| SHILPAMED | ₹938.30 | 1,065 | ₹876.20 | ₹933,153 | -₹67,336 | -6.73% | -6.55% | -₹65,391 | 9.0% |
| HAPPYFORGE | ₹2,114.90 | 472 | ₹1,866.80 | ₹881,130 | -₹118,301 | -11.84% | 0.04% | ₹378 | 8.5% |
| LAURUSLABS | ₹1,935.90 | 516 | ₹2,069.00 | ₹1,067,604 | ₹67,481 | 6.75% | 0.43% | ₹4,592 | 10.3% |
| TFCILTD | ₹138.20 | 7,235 | ₹156.18 | ₹1,129,962 | ₹128,885 | 12.87% | 0.31% | ₹3,545 | 10.9% |
| SHREEJISPG | ₹727.85 | 1,375 | ₹814.00 | ₹1,119,250 | ₹117,255 | 11.70% | -3.10% | -₹35,750 | 10.8% |
| ANANDRATHI | ₹2,206.10 | 453 | ₹2,163.90 | ₹980,247 | -₹20,316 | -2.03% | 0.19% | ₹1,903 | 9.5% |
| RADICO | ₹4,383.30 | 228 | ₹4,435.50 | ₹1,011,294 | ₹10,702 | 1.07% | -0.85% | -₹8,641 | 9.8% |
| RRKABEL | ₹2,389.00 | 418 | ₹2,387.80 | ₹998,100 | -₹1,700 | -0.17% | -0.01% | -₹84 | 9.6% |
| TOTAL | ₹10,343,933 | ₹338,825 | -₹152,098 | 100.0% |
Rebalance History
Booked (sold)Realised P&L ₹1,994
| Date | Ticker | Shares | Buy | Sell | Gain / Loss | % |
|---|---|---|---|---|---|---|
| 23-Sep-2026 | SGMART | 1359 | 735.65 | 738.00 | ₹1,993.95 | 0.20% |
Newly bought
| Date | Ticker | Shares | Buy | CMP | Day % | Gain / Loss | % |
|---|---|---|---|---|---|---|---|
| 23-Sep-2026 | SHREEJISPG | 1,375 | ₹727.85 | ₹814.00 | -3.10% | ₹117,255 | 11.70% |
Momentum Monitor
| Ticker | 1M | 3M | 6M | 12M | % from 52wH | Rank 12M | Health |
|---|---|---|---|---|---|---|---|
| CUPID | 26.9% | 56.6% | 226.0% | -8.8% | 1 | NO DATA | |
| WELCORP | -2.5% | 64.0% | 140.7% | -10.6% | 3 | NO DATA | |
| SHILPAMED | -14.2% | 41.3% | 113.4% | -20.0% | 4 | NO DATA | |
| HAPPYFORGE | -13.1% | 17.0% | 39.7% | -24.4% | 8 | NO DATA | |
| LAURUSLABS | 5.9% | 35.2% | 82.2% | -1.0% | 5 | NO DATA | |
| TFCILTD | 11.9% | 83.7% | 113.8% | -3.6% | 6 | NO DATA | |
| SHREEJISPG | 15.0% | 36.5% | 115.4% | -3.9% | 2 | NO DATA | |
| ANANDRATHI | -2.9% | 4.4% | 17.3% | -4.6% | 10 | NO DATA | |
| RADICO | -2.2% | 8.2% | 39.2% | -6.6% | 9 | NO DATA | |
| RRKABEL | -2.6% | 4.1% | 61.8% | -20.0% | 7 | NO DATA |
Rebalance — next 21-Oct-2026
| Ticker | Target Value | Current Value | Drift % | Action | Shares |
|---|---|---|---|---|---|
| CUPID | ₹1,033,883 | ₹1,183,440 | -14.5% | HOLD | 0 |
| WELCORP | ₹1,033,883 | ₹1,039,753 | -0.6% | HOLD | 0 |
| SHILPAMED | ₹1,033,883 | ₹933,153 | 9.7% | HOLD | 0 |
| HAPPYFORGE | ₹1,033,883 | ₹881,130 | 14.8% | HOLD | 0 |
| LAURUSLABS | ₹1,033,883 | ₹1,067,604 | -3.3% | HOLD | 0 |
| TFCILTD | ₹1,033,883 | ₹1,129,962 | -9.3% | HOLD | 0 |
| SHREEJISPG | ₹1,033,883 | ₹1,119,250 | -8.3% | HOLD | 0 |
| ANANDRATHI | ₹1,033,883 | ₹980,247 | 5.2% | HOLD | 0 |
| RADICO | ₹1,033,883 | ₹1,011,294 | 2.2% | HOLD | 0 |
| RRKABEL | ₹1,033,883 | ₹998,100 | 3.5% | HOLD | 0 |
| Target Value = current NAV × equal weight, so this always assumes you redeploy cash and stay fully invested. After you place the trades, update the Shares column on Holdings to match — Cash and every weight then recompute. "Shares to Trade" is rounded to whole shares. |
Strategy Rules
- Universe: NSE stocks (point-in-time Nifty 500 constituents).
- Score: average of the annualised Sharpe ratios over 63, 126, 189 and 252 trading days (risk-free 6.5%). Stocks are ranked on this average Sharpe.
- Eligibility filter: close within 25% of its all-time high (close ≥ 75% of the running max close) AND close above the 100-day EMA.
- Buy: top 10 ranked eligible stocks. Hold: a stock stays until its rank falls below 60 (10/60 band). Exit: stock drops out of the retention band, loses eligibility, or is 20% below its entry price (checked on decision dates).
- Sizing: 10 equal-weight slots (each 1/10 of equity), reset to equal weight at every decision date.
- Timing: signals at Friday close, fills at the next session's open.
- Cash call (independent, weekly): Smallcap 100 index Supertrend(4,3) on weekly bars; when the close is below the line the whole book moves to cash until it turns green again.
Data: read live from the Google Sheet on every page load (CSV export, no auth, no cache) — edit the sheet after each rebalance and this page reflects it on the next visit. Prices are from Yahoo Finance (NSE, may be slightly delayed). This is a forward test for research purposes, not investment advice, and does not place any trades.