None of these exist to beat buy-and-hold. They exist to change the shape of your returns —
same market, smaller worst day. Every portfolio below is rules-based and paper-traded from this site's own signals:
walk-forward where the data allows, costs included, losses shown.
Credit Stress Overlay
Credit · S&P 500 · 2010–present
Hold the S&P 500 while its 200-day trend is up and credit is calm.
Go to cash when either breaks. Credit is read from Moody's Baa corporate spread — bond investors usually smell trouble before equity holders do.
Long when the Hidden Markov Model calls bull, cash otherwise — audited the way a skeptic would:
the model is refit quarterly using only data available at the time, signals applied the next day, 10 bps charged per switch.
This is the out-of-sample truth, not the flattering in-sample version.
Follow disclosed FII bulk & block accumulation of ₹25 cr or more — but only when the
stock is above its 50-DMA and the Nifty is above its 100-DMA. Equal-weight entries, no take-profits,
no stops: the exits both hurt in testing, so there are none. The edge lives in the entry filters.
The control group: every qualifying FII deal, no filters. Same feed, same weighting, no momentum
or regime conditions. We publish it because the comparison is the point — it shows how much of the edge comes from the
entry rules rather than the deal data itself.
What these are — and aren't. Every portfolio on this page is a rules-based model portfolio: hypothetical
performance, paper-traded from published signals, never live money, and shown with its failures. Hypothetical results have inherent
limitations — they are constructed with hindsight and do not reflect the impact of real execution, liquidity or taxes. Past performance,
simulated or otherwise, does not predict future results. This is not investment advice — see the Disclaimer and Terms.
More strategies will be added as they survive testing.