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Rule-based · EMA 13/34 crossover · stock · inception 2026-07-07

EMA Crossover 13/34

Started with ₹10,00,000 · max 8% per position (12 slots).

Rule-based strategy

How this strategy works

A plain-English description of exactly what this portfolio does — its buy and sell rules, universe, and how positions are chosen and sized. Generated from the live strategy parameters, so it always matches what is actually running.

A 13/34 EMA crossover, watched live and executed in three stages.

Buy rule
Watched every 5 minutes through the day. The moment price crosses the level where the 13-day average would overtake the 34-day, you get an alert — but that is only a heads-up, not a trade. The buy happens only if the CLOSE still confirms the cross, and it is then filled at the NEXT session's opening price. A spike that gives it all back by the close buys nothing.
Sell rule
Watched the same way: an alert fires the moment price breaks the down-cross level, then the break must STILL hold at 15:15. If it does, the position is sold at that day's close rather than waiting for tomorrow — because the next open can gap further down. If price recovers before 15:15, nothing is sold and the near-miss is logged. Formally: the 13-day average crosses back BELOW the 34-day — the death cross.
Universe
Trades stocks drawn from the Atlas-scored Nifty 500.
Which names
When more names cross than there are open slots, the highest Atlas composite score on the signal day wins the slot; ties break by instrument id, which is deterministic rather than meaningful. Names that miss out are DROPPED, not queued — they only get another chance if they cross again. Every booked trade records the conviction it carried and names the candidates it beat.
Position sizing
Starts 100% in cash and only ever buys on a fresh signal. Each position is capped at 8% of portfolio value — about 12 equal slots. When several names fill at once they share the remaining cash, so a later name can come in below the cap; the trade log says when that happened. Buys fill at the next session's OPEN, sells at that day's CLOSE. Prices are adjusted for splits and bonuses, so they will not always match a raw broker screen. This book carries NO stop-loss — deliberately: every stop tested made these crossover books worse.
NAV · 2026-09-08
₹10,34,337
Since inception
+3.4%
Open positions
12
Cash
₹119
Costs paid (in NAV)
₹4,049
Tax accrued · post-tax NAV
₹1,992 · ₹10,32,345
Backtest · 2018-09-28 → 2026-09-04

If this rulebook had run for the last 5 years

The same engine replayed over stored history: same entry/exit rule, same composite ranking, same sizing — trades fill at real stored closes, next session after the signal.
Growth of ₹100 vs NIFTY 500
as of 2026-09-04
1Y return
+7.5%
3Y CAGR
+9.9%
5Y CAGR
+14.7%
CAGR · 8.0y
+19.6%
since earliest NAV
Volatility
23.2%
annualised
Sharpe
0.56
rf 6.5%
Sortino
0.95
rf 6.5%
Max drawdown
-40.4%
From NAV history 2018-09-28 → 2026-09-04 · 96 monthly observations. Risk-free 6.5% for Sharpe/Sortino.

Execution costs of ₹1,90,630 are already inside this curve. Realized tax (FIFO, STCG/LTCG netted per FY): ₹11,53,188 → post-tax total return +120.0% vs +235.3% pre-tax.

Survivor-only backtest. The universe is today’s Atlas-scored names applied backwards, so stocks that delisted or collapsed never appear. Real drawdowns would be worse — read these returns as an optimistic upper bound, not a promise.

Live paper-track

NAV since inception

as of 2026-09-08
Exposure

Sector weights vs NIFTY 500

Portfolio sector weights (by market value) against the live NIFTY 500 sector weights from index constituents — where this book is over- and under-weight the market.
Chemicals15.4% vs 0.0% (+15.4)
Tourism9.9% vs 0.0% (+9.9)
Capital Goods9.6% vs 0.0% (+9.6)
IT9.1% vs 0.0% (+9.1)
Media8.8% vs 0.0% (+8.8)
Infrastructure8.6% vs 0.0% (+8.6)
Oil & Gas8.0% vs 0.0% (+8.0)
Logistics8.0% vs 0.0% (+8.0)
Capital Markets7.9% vs 0.0% (+7.9)
Healthcare7.7% vs 0.0% (+7.7)
Financial Services6.9% vs 0.0% (+6.9)

Thick bar = this portfolio · thin bar = NIFTY 500 sector weight.

Atlas read

What the lens engine says about this book

Value-weighted over current holdings, from the latest lens snapshot and technicals: composite score, internal breadth (share of book above its 50/200 EMA), relative strength vs NIFTY 500 over 3 months, and any active risk flags.
Weighted composite
82.4
Above 50 EMA
100%
Above 200 EMA
92%
Weighted RS 3M
+14.0%
Risk flags
0
Open positions

Holdings (12)

InstrumentSectorQtyAvg costLastValueWeightP&LCompTechFlowValRS 3MEMA 50/200
SAPPHIRE
Sapphire Foods India Limited
Tourism449184.23228.18₹1,02,4539.9%+23.9%57584827+24.3%✓/✓
RKFORGE
Ramkrishna Forgings Limited
Capital Goods141575.70706.25₹99,5819.6%+22.7%8388406+27.7%✓/✓
ECLERX
eClerx Services Limited
IT501621.701888.80₹94,4409.1%+16.5%83884225+32.0%✓/✓
PVRINOX
PVR INOX Limited
Media791001.951156.50₹91,3648.8%+15.4%84885025+15.2%✓/✓
BALAMINES
Balaji Amines Limited
Chemicals352410.002566.80₹89,8388.7%+6.5%95100522+18.3%✓/✓
ELGIEQUIP
Elgi Equipments Limited
Infrastructure139626.35642.40₹89,2948.6%+2.6%94100400+3.2%✓/✓
MRPL
Mangalore Refinery and Petrochemicals Limited
Oil & Gas476174.49173.19₹82,4388.0%-0.7%89953241+9.8%✓/✓
SWIGGY
Swiggy Limited
Logistics298273.25276.45₹82,3828.0%+1.2%48485067+10.2%✓/✗
SIS
SIS LIMITED
Capital Markets191435.85428.65₹81,8727.9%-1.7%8690525+1.0%✓/✓
GRANULES
Granules India Limited
Healthcare92844.50867.30₹79,7927.7%+2.7%951005027+8.7%✓/✓
MANCREDIT
Mangal Credit and Fincorp Limited
Financial Services314240.00226.94₹71,2596.9%-5.4%8788785+5.6%✓/✓
GREENPLY
Greenply Industries Limited
Chemicals230305.35302.20₹69,5066.7%-1.0%97100657+0.9%✓/✓
Audit trail

Transactions

Every fill with its execution cost (STT/stamp/exchange/GST at the booked rates) and, on sells, the FIFO realized P&L, holding days, STCG/LTCG bucket and provisional tax. Rates are editable on /admin/thresholds.
DateInstrumentSideQtyPriceValueCostRealized P&LDaysBucketTaxConvictionReason
2026-09-08GREENPLYbuy230305.35₹70,231₹82.87————96.5
2026-09-08SUNPHARMAsell371895.00₹70,115₹72.22₹-7116stcg₹0.00—
2026-09-07GRANULESbuy92844.50₹77,694₹91.68————95.8
2026-09-07ESCORTSsell262968.80₹77,189₹79.50₹-43361stcg₹0.00—
2026-09-04SISbuy191435.85₹83,247₹98.23————96.0
2026-09-04SUMICHEMsell168498.35₹83,723₹86.23₹4,02058stcg₹803.99—