Mi25 : Backtest 2014-20171 min read

Please read this and this blog post ahead of this one .

So this 2014-17 period, all current readers must be familiar with. We saw the huge Modi election win rally through CY 2014 and then a slump/correction started in 2015 March for a year before the rally picked up again Mar 2016 to Sep 2016 and then again from Jan to Mar 2017.

3yrs

Here is the comparison:

CNX500 %Chg Mi25 %chg
Dec end 2013 4850
Feb end 2015 7296 50% 91%
Feb end 2016 6239 -14% 11%
Mar end 2017 7995 28% 84%

In portfolio terms 10Lacs in CNX 500 goes to 16.5 lacs… excellent. In Mi25 (hypothetical) 10 Lacs would be 39L in the same period. Remember this is hypothetical only and it is only to give us proof of how the system performs in various market conditions.

Food for thought : A separate but similar system Mi50 has recently clocked 54% in a year.

Can we do this again ?
I believe so.

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    Amit Gupta
    Amit Gupta
    5 years ago

    How is the result when you run backtest for 10yrs in one shot?

    Arjun
    Arjun
    5 years ago

    Hi. can you tell me the performance of the system in 2008 and 2009. both calendar years in terms of DD and returns please?