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ATH/100 EMA Avg Sharpe 20 Stock Portfolio
ATH/100 EMA Avg Sharpe 20 Stock Portfolio: 20-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, 4:30 pm IST
NAV
₹9,730,620
Total P&L
-₹269,380
Today's P&L
-₹300,330
Today's %
-2.99%
Portfolio Return
-2.69%
Equity Curve
Portfolio-2.69%Nifty 500-4.10%Nifty500 Momentum 50-4.49%MOSL Active Momentum Fund+2.52%
Max Drawdown
Portfolio-8.21% maxNifty 500-7.04% maxNifty500 Momentum 50-6.17% maxMOSL Active Momentum Fund-3.98% max
Portfolio Stats
Capital & Value
- Starting Capital
- ₹10,000,000
- Capital Deployed
- ₹9,891,097
- Cash Balance
- ₹749
- Current Market Value
- ₹9,729,871
- NAV (Cash + Mkt Val)
- ₹9,730,620
- Positions Priced
- 20 / 20
P&L & Return
- Unrealised P&L
- -₹161,226
- Realised P&L (booked)
- -₹108,154
- Total Portfolio P&L
- -₹269,380
- Portfolio Return %
- -2.69%
- Today's P&L
- -₹300,330
- Today's %
- -2.99%
- Best / Worst name
- SHREEJISPG / UNIPARTS
Risk & Concentration
- Largest Position %
- 6.4%
- Smallest Position %
- 4.0%
- Top 5 Holdings %
- 29.3%
- Max Weight Drift
- 1.4%
- Names to Rebalance
- 4
- Momentum: WEAK/FADING
- 0 / 0
- Next Rebalance (Wed)
- 21-Oct-2026
Attention
No price from Yahoo Finance: None
Overweight (> 8%): None
Momentum WEAK: None
Holdings
| Ticker | Entry | Shares | CMP | Value | P&L | P&L % | Day % | Day P&L | Wt |
|---|---|---|---|---|---|---|---|---|---|
| CUPID | ₹279.30 | 1,790 | ₹336.30 | ₹601,977 | ₹101,430 | 20.26% | -4.92% | -₹31,146 | 6.2% |
| WELCORP | ₹2,516.20 | 198 | ₹2,592.90 | ₹513,394 | ₹14,589 | 2.92% | 0.83% | ₹4,237 | 5.3% |
| ATHERENERG | ₹1,679.10 | 297 | ₹1,459.00 | ₹433,323 | -₹65,968 | -13.21% | -0.75% | -₹3,267 | 4.5% |
| INDSWFTLAB | ₹368.25 | 1,357 | ₹351.90 | ₹477,528 | -₹22,787 | -4.55% | -2.05% | -₹9,974 | 4.9% |
| GCSL | ₹737.70 | 531 | ₹732.75 | ₹389,090 | -₹3,099 | -0.79% | -1.04% | -₹4,089 | 4.0% |
| SHILPAMED | ₹928.00 | 538 | ₹876.20 | ₹471,396 | -₹28,467 | -5.70% | -6.55% | -₹33,033 | 4.8% |
| CYIENTDLM | ₹854.75 | 584 | ₹747.10 | ₹436,306 | -₹63,467 | -12.70% | -16.73% | -₹87,688 | 4.5% |
| LAURUSLABS | ₹1,855.90 | 269 | ₹2,069.00 | ₹556,561 | ₹56,725 | 11.35% | 0.43% | ₹2,394 | 5.7% |
| RPTECH | ₹807.20 | 619 | ₹860.20 | ₹532,464 | ₹32,208 | 6.44% | -0.70% | -₹3,745 | 5.5% |
| CPPLUS | ₹3,719.80 | 134 | ₹4,010.00 | ₹537,340 | ₹38,289 | 7.67% | -1.32% | -₹7,182 | 5.5% |
| TFCILTD | ₹145.75 | 3,430 | ₹156.18 | ₹535,697 | ₹35,175 | 7.03% | 0.31% | ₹1,681 | 5.5% |
| RRKABEL | ₹2,641.60 | 189 | ₹2,387.80 | ₹451,294 | -₹48,568 | -9.72% | -0.01% | -₹38 | 4.6% |
| UNIPARTS | ₹881.85 | 566 | ₹714.60 | ₹404,464 | -₹95,262 | -19.06% | -2.83% | -₹11,801 | 4.2% |
| AETHER | ₹1,655.90 | 301 | ₹1,521.40 | ₹457,941 | -₹41,083 | -8.23% | -1.12% | -₹5,177 | 4.7% |
| BLSE | ₹162.05 | 3,084 | ₹143.35 | ₹442,091 | -₹58,271 | -11.65% | -2.25% | -₹10,177 | 4.5% |
| YASHO | ₹4,132.10 | 121 | ₹3,533.60 | ₹427,566 | -₹73,018 | -14.59% | -2.61% | -₹11,471 | 4.4% |
| SGMART | ₹828.85 | 603 | ₹776.25 | ₹468,079 | -₹32,317 | -6.46% | -2.75% | -₹13,236 | 4.8% |
| SHREEJISPG | ₹648.80 | 770 | ₹814.00 | ₹626,780 | ₹126,605 | 25.31% | -3.10% | -₹20,020 | 6.4% |
| IOLCP | ₹188.31 | 2,655 | ₹183.13 | ₹486,210 | -₹14,353 | -2.87% | -5.94% | -₹30,692 | 5.0% |
| MACPOWER | ₹1,898.70 | 263 | ₹1,826.50 | ₹480,370 | -₹19,588 | -3.92% | -5.12% | -₹25,906 | 4.9% |
| TOTAL | ₹9,729,871 | -₹161,226 | -₹300,330 | 100.0% |
Rebalance History
Booked (sold)Realised P&L -₹108,154
| Date | Ticker | Shares | Buy | Sell | Gain / Loss | % |
|---|---|---|---|---|---|---|
| 16-Oct-2026 | HAPPYFORGE | 211 | 2369.50 | 1862.00 | -₹108,153.92 | -21.61% |
Newly bought
| Date | Ticker | Shares | Buy | CMP | Day % | Gain / Loss | % |
|---|---|---|---|---|---|---|---|
| 16-Oct-2026 | GCSL | 531 | ₹737.70 | ₹732.75 | -1.04% | -₹3,099 | -0.79% |
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% | 5 | NO DATA | |
| ATHERENERG | -11.0% | 13.8% | 71.5% | -16.3% | 15 | NO DATA | |
| INDSWFTLAB | -5.7% | 52.0% | 166.9% | -17.2% | 3 | NO DATA | |
| GCSL | 18.5% | 39.4% | 122.6% | -2.2% | 4 | NO DATA | |
| SHILPAMED | -14.2% | 41.3% | 113.4% | -20.0% | 8 | NO DATA | |
| CYIENTDLM | -20.6% | 29.1% | 118.9% | -29.6% | 19 | NO DATA | |
| LAURUSLABS | 5.9% | 35.2% | 82.2% | -1.0% | 9 | NO DATA | |
| RPTECH | 7.8% | 17.1% | 88.7% | -14.4% | 7 | NO DATA | |
| CPPLUS | 19.5% | 10.9% | 77.1% | -13.2% | 6 | NO DATA | |
| TFCILTD | 11.9% | 83.7% | 113.8% | -3.6% | 12 | NO DATA | |
| RRKABEL | -2.6% | 4.1% | 61.8% | -20.0% | 17 | NO DATA | |
| UNIPARTS | -14.1% | 5.7% | 38.1% | -22.0% | 20 | NO DATA | |
| AETHER | -6.7% | 3.1% | 29.0% | -16.1% | 14 | NO DATA | |
| BLSE | -9.4% | 4.5% | 63.4% | -15.6% | 18 | NO DATA | |
| YASHO | -11.7% | 17.4% | 130.5% | -29.2% | 10 | NO DATA | |
| SGMART | 5.8% | 22.1% | 41.4% | -9.8% | 13 | NO DATA | |
| SHREEJISPG | 15.0% | 36.5% | 115.4% | -3.9% | 2 | NO DATA | |
| IOLCP | -9.9% | 23.5% | 101.0% | -18.2% | 16 | NO DATA | |
| MACPOWER | -13.2% | 37.7% | 72.2% | -18.9% | 11 | NO DATA |
Rebalance — next 21-Oct-2026
| Ticker | Target Value | Current Value | Drift % | Action | Shares |
|---|---|---|---|---|---|
| CUPID | ₹486,531 | ₹601,977 | -23.7% | SELL | -343 |
| WELCORP | ₹486,531 | ₹513,394 | -5.5% | HOLD | 0 |
| ATHERENERG | ₹486,531 | ₹433,323 | 10.9% | HOLD | 0 |
| INDSWFTLAB | ₹486,531 | ₹477,528 | 1.9% | HOLD | 0 |
| GCSL | ₹486,531 | ₹389,090 | 20.0% | BUY | 133 |
| SHILPAMED | ₹486,531 | ₹471,396 | 3.1% | HOLD | 0 |
| CYIENTDLM | ₹486,531 | ₹436,306 | 10.3% | HOLD | 0 |
| LAURUSLABS | ₹486,531 | ₹556,561 | -14.4% | HOLD | 0 |
| RPTECH | ₹486,531 | ₹532,464 | -9.4% | HOLD | 0 |
| CPPLUS | ₹486,531 | ₹537,340 | -10.4% | HOLD | 0 |
| TFCILTD | ₹486,531 | ₹535,697 | -10.1% | HOLD | 0 |
| RRKABEL | ₹486,531 | ₹451,294 | 7.2% | HOLD | 0 |
| UNIPARTS | ₹486,531 | ₹404,464 | 16.9% | HOLD | 0 |
| AETHER | ₹486,531 | ₹457,941 | 5.9% | HOLD | 0 |
| BLSE | ₹486,531 | ₹442,091 | 9.1% | HOLD | 0 |
| YASHO | ₹486,531 | ₹427,566 | 12.1% | HOLD | 0 |
| SGMART | ₹486,531 | ₹468,079 | 3.8% | HOLD | 0 |
| SHREEJISPG | ₹486,531 | ₹626,780 | -28.8% | SELL | -172 |
| IOLCP | ₹486,531 | ₹486,210 | 0.1% | HOLD | 0 |
| MACPOWER | ₹486,531 | ₹480,370 | 1.3% | 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 20 ranked eligible stocks. Hold: a stock stays until its rank falls below 60 (20/60 band). Exit: stock drops out of the retention band, loses eligibility, or is 20% below its entry price (checked on decision dates).
- Sizing: 20 equal-weight slots (each 1/20 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.