@@HelixTrader Thanks for the reply. Is there any scanner available for sroc values for Indian stocks? I have made a scanner in Googlesheet wherein I have used sma instead of Ema. Will it make any impact on the outcome? I have taken ema(21) of today and have taken ema(21) of 50 period ago and calculated ROC. Am I right? What values are valid for long term investment? Pl enhance my knowledge. Thanks in advance. 🙏
Further, I have modified my sroc instead of 50 days, I took averages of 30,90and 180 days ema values and calculated sroc. Is this the right approach? Please enlighten. 🙏
@@HelixTrader Normal ROC selections and SROC selections differ very much. Which will give best results and most beneficial in long term? Have you done any back test?
The backtest is wrong! He even says it in the presentation: he does not use point-in-time data, therefore result is severely shifted upwards due to survivorship bias
there are ways to measure the fallen angels of NQ. We could bring them back in the backtest i guess to see if when they fell apart the strategy holded them, but i personally think that's unlikely. Since : that strategy invest in strength, both relative and absolute, and on top of that filters out strength with 2 different layers (above 40 SROC and only top 12 picks), it does protect you a lot from the "about to die" stocks. And if even these pass the test and then fail, it's only 5%. I think a good to this strategy is to maybe add a correlation grading system ? so if APPL and SAMSUNG both got selected, we would have to make sure their correlation over the past N period (probably the same as SROC period for robustness). Just as a safe guard. Also worth diversifying across different sectors not just TECH, and maybe add some bonds into the risk off moments for the cash % of the portfolio
