Verdict
No edge: the best configuration is not distinguishable from selection among many
Baseline 8.9% a year (2x costs) against the Nifty 200's 11.3%, drawdown 50.7%. Best of 211 configurations: 17.0% against 9.1% in development, 15.9% against 14.0% in validation (13.0% against 14.0% from a fresh start), alpha t 0.42, reality check p = 0.70.
- Specification and bias controls: pre-registered before any result (research/bbm/STRATEGY_BBM.md, with dated amendments). NSE daily file for every name that traded (delisted included), point-in-time top-500 universe, unadjusted split and bonus days detected and removed (found during this build: NSE's previous close is mostly not adjusted), dividends excluded for strategy and index alike. Sealed period (October 2025 onward) never loaded.
- Baseline entry as specified: first monthly close above the upper band in six months, exits on the 20-month SMA or a Supertrend flip, 20 names: 8.9% at 2x costs, 9.4% at 1x, 8.5% at 3x; win rate 42%, profit factor 2.17, average holding 435 days.
- Entry filters (RSI 60/65/70, body 50/60/70 %, range/ATR 1.0 to 3.0, and combinations: 81 sets): most beat the baseline in 2017-2025 but not in 2006-2016, so no filter is robustly better. Exits: month-end ATR stops (k = 1.0) improve the baseline in both periods; intramonth ATR stops on daily bars whipsaw at tight k (722 round trips at k = 1.0) and cost gap losses of ₹6 lakh to ₹25 lakh over the path.
- Portfolio-wide exit (more than 100 breakouts among 200 stocks and at least 75% of positions up 8% or more): never triggers, because the most first-breakout signals in any month was 54 across the whole universe; lower thresholds (T = 10 to 50) fire 0 to 12 times with inconsistent effects.
- Sizing and risk: risk-based sizing scaled up to use idle cash (RISKFILL, 1% risk, 10% cap, 20 names) keeps average deployment at 70% (the finalist) while the baseline stays about 92% invested; drawdown controls (-15% or -20%) leave the account mostly in cash and are not supported; an index trend filter on entries lowered the drawdown and raised the return in both periods (12.6% and 14.8% against 8.0% and 9.9% for the baseline at 2x costs, drawdown 43% and 35% against 51% and 46%).
- Overfitting: the finalist was chosen on development data only from 17 eligible configurations; random entries with the same exits and sizing earned a median 5.1% (development) and 9.3% (validation); walk-forward re-selection earned 13.6% against 14.0%. Not independently validated.
Promotion gates
PASS
Validation net CAGR above Nifty 200 at 2x costs (continuous run)
15.9% vs 14.0%
15.9% vs 14.0%
FAIL
Same, fresh start from cash on 1 Jan 2017
13.0% vs 14.0%
13.0% vs 14.0%
FAIL
Alpha t above 1.5 in validation
t = 0.42
t = 0.42
PASS
Validation drawdown within index's + 10 points
30.8% vs index 38.2%
30.8% vs index 38.2%
PASS
Development CAGR above the random-entry 90th percentile
17.0% vs 9.3%
17.0% vs 9.3%
FAIL
Reality check p below 0.10 over 211 configurations
p = 0.70
p = 0.70
PASS
Plateau: at least 60% of neighbours ahead of the index in both periods
78%
78%
PASS
Shifted sample (first 3 years dropped) keeps the sign
16.0% vs 15.1%
16.0% vs 15.1%
FAIL
Walk-forward re-selection ahead of the index
13.6% vs 14.0%
13.6% vs 14.0%
Explain the strategy
Once a month we looked for stocks whose monthly price had jumped above a 'stretch' line (20-month average plus two standard deviations), bought them the next month, and sold when the trend broke. With the rule as written the ₹50 lakh account grew 9% a year after costs against 11% for the market index. Dozens of tweaks looked better in the years we used to choose them, but not clearly better afterwards, so we do not think it beats simply holding the index.
Report
Robustness and scenarios
| Scenario | CAGR | Max drawdown | Sharpe | Index CAGR | Trades |
|---|---|---|---|---|---|
| Finalist, full 2006-2025, costs x1 | 16.6% | -34.7% | 0.89 | 11.3% | 238 |
| Finalist, full 2006-2025, costs x2 | 16.5% | -30.8% | 0.89 | 11.3% | 240 |
| Finalist, full 2006-2025, costs x3 | 15.7% | -35.4% | 0.85 | 11.3% | 242 |
| Finalist, development 2006-2016, costs x2 | 17.0% | -30.1% | 0.87 | 9.1% | 114 |
| Finalist, validation 2017-2025, costs x2 | 15.8% | -30.8% | 0.89 | 14.0% | 126 |
| Baseline spec, full 2006-2025, costs x1 | 9.4% | -50.5% | 0.52 | 11.3% | 272 |
| Baseline spec, full 2006-2025, costs x2 | 8.9% | -50.7% | 0.50 | 11.3% | 274 |
| Baseline spec, full 2006-2025, costs x3 | 8.5% | -50.9% | 0.48 | 11.3% | 273 |
| Baseline spec, development 2006-2016, costs x2 | 8.0% | -50.7% | 0.45 | 9.1% | 150 |
| Baseline spec, validation 2017-2025, costs x2 | 9.9% | -45.9% | 0.54 | 14.0% | 124 |
| Finalist, fresh start from cash 1 Jan 2017, costs x1 | 13.4% | -34.6% | 0.81 | 14.0% | 127 |
| Finalist, fresh start from cash 1 Jan 2017, costs x2 | 13.0% | -35.3% | 0.79 | 14.0% | 127 |
| Finalist, fresh start 2006 (to 2025-09), costs x2 | 16.5% | -30.8% | 0.89 | 11.3% | |
| Finalist, fresh start 2008 (to 2025-09), costs x2 | 12.5% | -39.5% | 0.90 | 8.2% | |
| Finalist, fresh start 2010 (to 2025-09), costs x2 | 15.6% | -35.1% | 0.91 | 10.7% | |
| Finalist, fresh start 2012 (to 2025-09), costs x2 | 17.0% | -35.1% | 0.97 | 13.9% | |
| Finalist, fresh start 2014 (to 2025-09), costs x2 | 17.9% | -32.4% | 1.00 | 13.3% | |
| Finalist, fresh start 2016 (to 2025-09), costs x2 | 15.6% | -30.9% | 0.88 | 12.9% | |
| Finalist, look-back counts only filtered breakouts | 12.0% | -34.9% | 0.71 | 11.3% | |
| Finalist, ATR through t-1 for the range filter | 16.5% | -30.8% | 0.89 | 11.3% | |
| Finalist, random signal order (mean of 10) | 16.3% | -32.9% | 0.87 | 11.3% | |
| Finalist, slippage x1 | 16.6% | -34.7% | 0.89 | 11.3% | |
| Finalist, slippage x3 | 15.7% | -35.4% | 0.85 | 11.3% | |
| Walk-forward re-selection each January, 2012-2025, costs x2 | 13.6% | -24.6% | 0.81 | 14.0% |
All 211 configurations tested (2x costs): returns, drawdown, win rate, profit factor, holding, deployment, positions, open risk, costs, missed signals
| stage | configuration | CAGR dev (2x costs) | index CAGR dev | max drawdown dev | dev_sharpe | dev_t_alpha | CAGR val (2x) | index CAGR val | max drawdown val | val_sharpe | val_t_alpha | CAGR full | max drawdown full | full_sharpe | full_n_trades | full_win_rate | full_profit_factor | full_expectancy | full_avg_hold_days | full_avg_invested | full_max_invested | full_avg_npos | full_avg_open_risk | full_recovery_days | full_worst_month | full_worst_year | full_losing_streak_months | cost | gap | missed | signals |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | base | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 9.9% | 14.0% | 45.9% | 0.54 | -0.57 | 8.9% | 50.7% | 0.5 | 274 | 42.0% | 2.07 | 60296.19 | 434.93 | 92.0% | 100.0% | 17.71 | 23.5% | 1639 | -20.8% | -49.3% | 4 | 1374493.62 | 0.0 | 1879 | 2251 |
| A | rsi60 | 7.0% | 9.1% | 46.7% | 0.41 | -0.5 | 8.6% | 14.0% | 47.5% | 0.48 | -0.95 | 7.9% | 47.5% | 0.46 | 258 | 43.4% | 1.75 | 43408.34 | 451.37 | 91.5% | 100.0% | 17.67 | 23.2% | 1583 | -20.8% | -45.4% | 5 | 1309818.66 | 0.0 | 1613 | 1973 |
| A | rsi65 | 7.1% | 9.1% | 46.2% | 0.41 | -0.47 | 16.7% | 14.0% | 41.7% | 0.76 | 0.58 | 11.4% | 46.2% | 0.6 | 241 | 45.6% | 2.56 | 114867.55 | 473.12 | 90.9% | 100.0% | 16.97 | 23.7% | 1645 | -23.0% | -44.7% | 5 | 1552735.99 | 0.0 | 1062 | 1400 |
| A | rsi70 | 6.5% | 9.1% | 44.1% | 0.4 | -0.51 | 12.1% | 14.0% | 38.0% | 0.61 | -0.2 | 9.0% | 44.1% | 0.51 | 227 | 44.5% | 2.28 | 83057.38 | 442.26 | 86.6% | 100.0% | 14.71 | 24.2% | 1701 | -21.9% | -40.2% | 6 | 1375282.0 | 0.0 | 468 | 765 |
| A | body50b | 5.9% | 9.1% | 50.5% | 0.36 | -0.7 | 8.6% | 14.0% | 50.8% | 0.46 | -0.77 | 7.2% | 50.8% | 0.43 | 268 | 42.5% | 1.75 | 41827.63 | 431.7 | 91.7% | 100.0% | 17.36 | 23.5% | 1633 | -21.6% | -49.4% | 6 | 1205551.39 | 0.0 | 1543 | 1897 |
| A | body50a | 5.9% | 9.1% | 50.5% | 0.36 | -0.7 | 8.6% | 14.0% | 50.8% | 0.46 | -0.77 | 7.2% | 50.8% | 0.43 | 268 | 42.5% | 1.75 | 41827.63 | 431.7 | 91.7% | 100.0% | 17.36 | 23.5% | 1633 | -21.6% | -49.4% | 6 | 1205551.39 | 0.0 | 1543 | 1897 |
| A | body60b | 4.1% | 9.1% | 48.3% | 0.28 | -0.88 | 11.1% | 14.0% | 45.2% | 0.59 | -0.44 | 7.3% | 48.3% | 0.44 | 268 | 40.7% | 1.73 | 36435.06 | 430.48 | 90.7% | 100.0% | 17.18 | 23.4% | 1642 | -25.6% | -47.4% | 5 | 1110692.27 | 0.0 | 1239 | 1587 |
| A | body60a | 4.1% | 9.1% | 48.3% | 0.28 | -0.88 | 11.1% | 14.0% | 45.2% | 0.59 | -0.44 | 7.3% | 48.3% | 0.44 | 268 | 40.7% | 1.73 | 36435.06 | 430.48 | 90.7% | 100.0% | 17.18 | 23.4% | 1642 | -25.6% | -47.4% | 5 | 1110692.27 | 0.0 | 1239 | 1587 |
| A | body70b | 4.1% | 9.1% | 47.3% | 0.29 | -0.9 | 13.1% | 14.0% | 42.3% | 0.68 | -0.08 | 8.2% | 47.3% | 0.48 | 262 | 42.0% | 1.83 | 50273.18 | 421.76 | 90.2% | 100.0% | 16.31 | 23.6% | 1643 | -25.6% | -44.2% | 5 | 1276538.76 | 0.0 | 867 | 1187 |
| A | body70a | 4.1% | 9.1% | 47.3% | 0.29 | -0.9 | 13.1% | 14.0% | 42.3% | 0.68 | -0.08 | 8.2% | 47.3% | 0.48 | 262 | 42.0% | 1.83 | 50273.18 | 421.76 | 90.2% | 100.0% | 16.31 | 23.6% | 1643 | -25.6% | -44.2% | 5 | 1276538.76 | 0.0 | 867 | 1187 |
| A | rng1.0 | 8.8% | 9.1% | 44.9% | 0.49 | -0.19 | 11.2% | 14.0% | 44.6% | 0.58 | -0.33 | 10.0% | 44.9% | 0.55 | 274 | 43.1% | 2.22 | 78257.35 | 431.25 | 91.5% | 100.0% | 17.56 | 23.5% | 898 | -20.8% | -43.4% | 5 | 1587126.21 | 0.0 | 1692 | 2055 |
| A | rng1.618 | 8.0% | 9.1% | 46.3% | 0.46 | -0.16 | 13.9% | 14.0% | 43.7% | 0.7 | 0.09 | 10.8% | 46.3% | 0.59 | 230 | 40.4% | 2.2 | 119774.21 | 449.32 | 88.4% | 100.0% | 15.18 | 24.6% | 1572 | -22.6% | -44.8% | 6 | 1828666.64 | 0.0 | 885 | 1175 |
| A | rng2.0 | 6.5% | 9.1% | 51.0% | 0.38 | -0.35 | 13.2% | 14.0% | 37.5% | 0.67 | 0.07 | 9.6% | 51.0% | 0.52 | 221 | 43.0% | 1.76 | 63425.65 | 422.48 | 85.9% | 100.0% | 13.93 | 25.4% | 1689 | -20.9% | -48.7% | 5 | 1463988.47 | 0.0 | 411 | 676 |
| A | rng2.618 | 3.6% | 9.1% | 51.3% | 0.27 | -0.74 | 19.5% | 14.0% | 36.8% | 0.78 | 0.89 | 10.6% | 51.3% | 0.53 | 149 | 40.3% | 2.33 | 127159.39 | 394.81 | 66.0% | 100.0% | 8.83 | 21.0% | 2288 | -24.1% | -46.0% | 4 | 1125307.18 | 0.0 | 73 | 239 |
| A | rng3.0 | 3.8% | 9.1% | 48.2% | 0.28 | -0.79 | 15.1% | 14.0% | 32.8% | 0.69 | 0.26 | 8.8% | 48.2% | 0.49 | 89 | 37.1% | 2.33 | 158998.37 | 367.07 | 49.9% | 100.0% | 4.78 | 16.4% | 2459 | -25.3% | -41.7% | 5 | 853784.48 | 0.0 | 17 | 117 |
| A | rsi60+body50 | 4.8% | 9.1% | 45.8% | 0.32 | -0.91 | 9.1% | 14.0% | 46.1% | 0.49 | -0.96 | 6.9% | 46.1% | 0.42 | 267 | 41.9% | 1.64 | 33353.25 | 434.87 | 91.2% | 100.0% | 17.16 | 23.2% | 1583 | -20.8% | -44.6% | 6 | 1146517.06 | 0.0 | 1331 | 1683 |
| A | rsi60+body60 | 3.6% | 9.1% | 48.9% | 0.26 | -0.98 | 9.3% | 14.0% | 43.9% | 0.51 | -0.86 | 6.3% | 48.9% | 0.4 | 262 | 40.5% | 1.49 | 23835.79 | 437.97 | 90.0% | 100.0% | 17.09 | 23.3% | 1639 | -23.2% | -48.2% | 5 | 1027274.84 | 0.0 | 1082 | 1423 |
| A | rsi60+body70 | 3.1% | 9.1% | 47.4% | 0.24 | -1.06 | 7.9% | 14.0% | 48.0% | 0.45 | -1.26 | 5.4% | 48.0% | 0.35 | 258 | 42.6% | 1.34 | 18354.48 | 417.98 | 89.3% | 100.0% | 16.08 | 23.4% | 1733 | -25.6% | -44.4% | 8 | 1055027.65 | 0.0 | 764 | 1079 |
| A | rsi65+body50 | 6.9% | 9.1% | 45.4% | 0.42 | -0.51 | 13.3% | 14.0% | 41.7% | 0.64 | -0.11 | 9.9% | 45.4% | 0.55 | 244 | 44.3% | 2.24 | 80648.32 | 456.88 | 90.5% | 100.0% | 16.56 | 24.3% | 1602 | -23.0% | -44.1% | 6 | 1381751.15 | 0.0 | 900 | 1225 |
| A | rsi65+body60 | 7.4% | 9.1% | 49.6% | 0.43 | -0.36 | 18.2% | 14.0% | 38.3% | 0.84 | 0.74 | 12.2% | 49.6% | 0.64 | 236 | 42.8% | 2.73 | 136935.78 | 444.93 | 89.4% | 100.0% | 15.58 | 24.3% | 1636 | -24.7% | -47.8% | 5 | 1701704.92 | 0.0 | 738 | 1043 |
| A | rsi65+body70 | 6.4% | 9.1% | 47.6% | 0.38 | -0.45 | 14.5% | 14.0% | 40.5% | 0.67 | 0.19 | 10.1% | 47.6% | 0.54 | 227 | 45.8% | 2.12 | 97408.08 | 439.93 | 87.3% | 100.0% | 14.97 | 24.0% | 1646 | -27.1% | -43.8% | 6 | 1572778.09 | 0.0 | 517 | 796 |
| A | rsi70+body50 | 6.9% | 9.1% | 44.2% | 0.42 | -0.46 | 12.8% | 14.0% | 41.7% | 0.6 | -0.03 | 9.6% | 44.2% | 0.53 | 214 | 43.9% | 2.35 | 93010.94 | 436.38 | 85.7% | 100.0% | 13.89 | 24.4% | 1685 | -21.1% | -40.7% | 6 | 1359672.75 | 0.0 | 396 | 675 |
| A | rsi70+body60 | 10.3% | 9.1% | 48.9% | 0.55 | 0.15 | 12.1% | 14.0% | 40.1% | 0.6 | -0.1 | 11.2% | 48.9% | 0.59 | 208 | 42.3% | 2.56 | 142465.35 | 447.26 | 84.2% | 100.0% | 13.65 | 24.8% | 1679 | -22.7% | -44.9% | 5 | 1791364.52 | 0.0 | 307 | 575 |
| A | rsi70+body70 | 7.3% | 9.1% | 46.0% | 0.42 | -0.26 | 7.8% | 14.0% | 45.1% | 0.43 | -0.85 | 7.6% | 46.0% | 0.44 | 198 | 40.4% | 1.39 | 28541.48 | 406.89 | 78.8% | 100.0% | 12.17 | 22.9% | 1739 | -22.8% | -40.2% | 5 | 1127445.05 | 0.0 | 200 | 439 |
| A | rsi60+rng1.0 | 8.6% | 9.1% | 45.3% | 0.49 | -0.25 | 10.8% | 14.0% | 42.5% | 0.56 | -0.49 | 9.7% | 45.3% | 0.54 | 259 | 44.8% | 2.03 | 71388.4 | 447.02 | 91.3% | 100.0% | 17.47 | 23.4% | 924 | -20.8% | -43.9% | 6 | 1580592.01 | 0.0 | 1488 | 1836 |
| A | rsi60+rng1.618 | 8.9% | 9.1% | 46.2% | 0.5 | -0.03 | 13.4% | 14.0% | 42.2% | 0.69 | -0.04 | 11.1% | 46.2% | 0.6 | 233 | 42.9% | 2.23 | 119683.91 | 456.36 | 88.3% | 100.0% | 15.67 | 24.5% | 1572 | -22.6% | -44.8% | 5 | 1834609.62 | 0.0 | 798 | 1090 |
| A | rsi60+rng2.0 | 4.6% | 9.1% | 50.8% | 0.31 | -0.63 | 11.9% | 14.0% | 40.7% | 0.6 | -0.14 | 8.0% | 50.8% | 0.45 | 217 | 42.9% | 1.61 | 47987.89 | 418.76 | 84.4% | 100.0% | 13.43 | 25.1% | 1767 | -20.9% | -48.7% | 5 | 1280011.18 | 0.0 | 379 | 637 |
| A | rsi60+rng2.618 | 2.5% | 9.1% | 55.2% | 0.22 | -0.89 | 17.8% | 14.0% | 35.2% | 0.72 | 0.68 | 9.3% | 55.2% | 0.48 | 142 | 39.4% | 2.14 | 95532.04 | 399.28 | 64.0% | 100.0% | 8.53 | 20.4% | 2404 | -24.6% | -46.8% | 4 | 935609.24 | 0.0 | 71 | 230 |
| A | rsi60+rng3.0 | 2.4% | 9.1% | 49.1% | 0.21 | -0.96 | 15.2% | 14.0% | 32.8% | 0.69 | 0.26 | 8.0% | 49.1% | 0.46 | 89 | 36.0% | 2.21 | 128758.98 | 366.07 | 49.4% | 100.0% | 4.77 | 16.3% | 2459 | -25.3% | -42.3% | 5 | 732319.52 | 0.0 | 14 | 114 |
| A | rsi65+rng1.0 | 7.4% | 9.1% | 44.7% | 0.43 | -0.42 | 16.9% | 14.0% | 42.1% | 0.76 | 0.61 | 11.7% | 44.7% | 0.61 | 247 | 44.5% | 2.49 | 112479.88 | 456.59 | 90.6% | 100.0% | 16.84 | 24.0% | 1636 | -23.0% | -43.2% | 5 | 1619520.09 | 0.0 | 990 | 1322 |
| A | rsi65+rng1.618 | 10.1% | 9.1% | 48.0% | 0.54 | 0.15 | 13.8% | 14.0% | 34.5% | 0.7 | 0.08 | 11.9% | 48.0% | 0.63 | 212 | 42.9% | 2.68 | 153022.22 | 460.97 | 86.6% | 100.0% | 14.72 | 24.5% | 1584 | -26.1% | -44.1% | 5 | 1766744.02 | 0.0 | 582 | 853 |
| A | rsi65+rng2.0 | 5.5% | 9.1% | 55.5% | 0.34 | -0.37 | 20.9% | 14.0% | 31.4% | 0.88 | 1.1 | 12.3% | 55.5% | 0.59 | 199 | 43.2% | 1.98 | 76836.55 | 437.09 | 83.8% | 100.0% | 13.04 | 25.4% | 1761 | -23.1% | -51.9% | 4 | 1295823.32 | 0.0 | 274 | 515 |
| A | rsi65+rng2.618 | 1.9% | 9.1% | 53.3% | 0.2 | -0.98 | 18.6% | 14.0% | 30.6% | 0.78 | 0.74 | 9.2% | 53.3% | 0.49 | 126 | 41.3% | 2.29 | 109169.12 | 402.03 | 61.0% | 100.0% | 7.68 | 19.9% | 2420 | -22.7% | -46.8% | 4 | 898588.99 | 0.0 | 54 | 196 |
| A | rsi65+rng3.0 | 2.4% | 9.1% | 49.1% | 0.21 | -0.95 | 15.8% | 14.0% | 32.8% | 0.72 | 0.34 | 8.3% | 49.1% | 0.47 | 83 | 37.3% | 2.29 | 142954.26 | 375.6 | 49.3% | 100.0% | 4.57 | 16.2% | 2459 | -25.3% | -42.3% | 5 | 726500.68 | 0.0 | 14 | 108 |
| A | rsi70+rng1.0 | 9.2% | 9.1% | 44.1% | 0.52 | -0.08 | 11.5% | 14.0% | 42.1% | 0.59 | -0.28 | 10.3% | 44.1% | 0.57 | 220 | 45.0% | 2.53 | 116830.9 | 438.66 | 85.8% | 100.0% | 14.25 | 24.3% | 1685 | -21.9% | -40.2% | 6 | 1631096.5 | 0.0 | 454 | 740 |
| A | rsi70+rng1.618 | 5.3% | 9.1% | 58.9% | 0.34 | -0.51 | 13.7% | 14.0% | 34.4% | 0.71 | 0.08 | 9.1% | 58.9% | 0.51 | 198 | 37.9% | 2.29 | 77582.71 | 415.34 | 79.9% | 100.0% | 12.54 | 24.0% | 2115 | -23.9% | -44.2% | 6 | 1062370.6 | 0.0 | 283 | 528 |
| A | rsi70+rng2.0 | 2.4% | 9.1% | 59.5% | 0.22 | -0.91 | 14.4% | 14.0% | 35.3% | 0.69 | 0.3 | 7.7% | 59.5% | 0.44 | 180 | 35.6% | 1.85 | 51912.56 | 385.17 | 75.3% | 100.0% | 10.32 | 23.0% | 2146 | -20.1% | -43.8% | 5 | 908612.28 | 0.0 | 150 | 359 |
| A | rsi70+rng2.618 | 2.0% | 9.1% | 44.1% | 0.2 | -1.17 | 11.3% | 14.0% | 47.2% | 0.55 | -0.18 | 6.2% | 47.2% | 0.4 | 112 | 37.5% | 1.59 | 42315.95 | 386.97 | 55.1% | 100.0% | 6.63 | 17.5% | 1866 | -27.7% | -38.4% | 4 | 636262.86 | 0.0 | 27 | 154 |
| A | rsi70+rng3.0 | 0.8% | 9.1% | 45.4% | 0.13 | -1.44 | 13.1% | 14.0% | 43.2% | 0.62 | 0.05 | 6.2% | 45.4% | 0.41 | 68 | 39.7% | 2.18 | 105210.92 | 383.78 | 43.6% | 100.0% | 3.79 | 14.3% | 1866 | -24.7% | -39.2% | 5 | 520118.6 | 0.0 | 9 | 85 |
| A | body50+rng1.0 | 6.6% | 9.1% | 45.8% | 0.4 | -0.59 | 10.3% | 14.0% | 46.4% | 0.52 | -0.44 | 8.3% | 46.4% | 0.48 | 272 | 42.3% | 1.97 | 57412.26 | 426.42 | 91.3% | 100.0% | 17.29 | 23.5% | 1598 | -21.1% | -44.6% | 6 | 1348277.21 | 0.0 | 1398 | 1751 |
| A | body50+rng1.618 | 8.5% | 9.1% | 46.5% | 0.49 | -0.09 | 12.4% | 14.0% | 42.0% | 0.63 | -0.14 | 10.4% | 46.5% | 0.57 | 234 | 41.9% | 2.09 | 105590.86 | 446.98 | 88.0% | 100.0% | 15.44 | 24.9% | 1586 | -22.6% | -44.9% | 6 | 1734084.39 | 0.0 | 748 | 1037 |
| A | body50+rng2.0 | 6.5% | 9.1% | 51.0% | 0.38 | -0.34 | 13.8% | 14.0% | 35.5% | 0.69 | 0.17 | 9.9% | 51.0% | 0.53 | 210 | 45.2% | 1.97 | 83371.13 | 437.77 | 85.6% | 100.0% | 13.75 | 25.3% | 1688 | -20.9% | -48.7% | 5 | 1516808.63 | 0.0 | 353 | 605 |
| A | body50+rng2.618 | 3.4% | 9.1% | 51.5% | 0.26 | -0.79 | 17.3% | 14.0% | 32.3% | 0.75 | 0.59 | 9.5% | 51.5% | 0.5 | 137 | 39.4% | 2.23 | 121899.4 | 387.91 | 62.1% | 100.0% | 7.82 | 20.7% | 2402 | -23.7% | -45.7% | 4 | 1053894.05 | 0.0 | 64 | 214 |
| A | body50+rng3.0 | 4.0% | 9.1% | 48.2% | 0.29 | -0.78 | 13.0% | 14.0% | 29.5% | 0.66 | -0.1 | 8.0% | 48.2% | 0.48 | 82 | 35.4% | 2.27 | 144227.37 | 354.61 | 47.3% | 100.0% | 4.21 | 16.4% | 2465 | -21.0% | -41.7% | 5 | 776414.36 | 0.0 | 15 | 106 |
| A | body60+rng1.0 | 5.4% | 9.1% | 48.3% | 0.34 | -0.67 | 11.8% | 14.0% | 44.5% | 0.61 | -0.23 | 8.3% | 48.3% | 0.48 | 269 | 42.4% | 2.0 | 54402.89 | 428.43 | 90.6% | 100.0% | 17.15 | 24.1% | 1633 | -26.6% | -47.5% | 5 | 1257930.08 | 0.0 | 1142 | 1483 |
| A | body60+rng1.618 | 8.4% | 9.1% | 45.7% | 0.49 | -0.12 | 14.5% | 14.0% | 44.0% | 0.72 | 0.22 | 11.3% | 45.7% | 0.61 | 228 | 45.6% | 2.23 | 120355.1 | 453.29 | 88.1% | 100.0% | 15.39 | 24.7% | 1583 | -23.6% | -44.1% | 6 | 1801356.96 | 0.0 | 605 | 882 |
| A | body60+rng2.0 | 6.2% | 9.1% | 51.5% | 0.37 | -0.37 | 16.5% | 14.0% | 38.2% | 0.78 | 0.53 | 10.8% | 51.5% | 0.56 | 203 | 45.3% | 2.12 | 106288.04 | 444.13 | 85.2% | 100.0% | 13.2 | 25.7% | 1685 | -20.1% | -49.4% | 5 | 1627957.39 | 0.0 | 290 | 524 |
| A | body60+rng2.618 | 3.3% | 9.1% | 51.9% | 0.25 | -0.82 | 19.0% | 14.0% | 30.3% | 0.82 | 0.78 | 10.1% | 51.9% | 0.53 | 132 | 37.9% | 2.6 | 147566.74 | 381.61 | 60.9% | 100.0% | 7.5 | 20.3% | 2291 | -20.5% | -46.5% | 4 | 1052144.65 | 0.0 | 45 | 188 |
| A | body60+rng3.0 | 4.7% | 9.1% | 47.8% | 0.33 | -0.71 | 13.5% | 14.0% | 24.6% | 0.75 | -0.05 | 8.7% | 47.8% | 0.53 | 75 | 38.7% | 2.71 | 188208.09 | 372.6 | 46.4% | 100.0% | 4.06 | 16.1% | 2144 | -19.9% | -41.4% | 5 | 786821.71 | 0.0 | 9 | 91 |
| A | body70+rng1.0 | 3.6% | 9.1% | 47.3% | 0.26 | -0.98 | 15.0% | 14.0% | 38.9% | 0.76 | 0.24 | 8.7% | 47.3% | 0.5 | 254 | 44.9% | 1.91 | 61274.79 | 424.45 | 89.5% | 100.0% | 15.94 | 23.8% | 1649 | -25.6% | -44.2% | 5 | 1284487.91 | 0.0 | 807 | 1115 |
| A | body70+rng1.618 | 7.6% | 9.1% | 45.9% | 0.44 | -0.19 | 11.9% | 14.0% | 49.2% | 0.61 | -0.23 | 9.7% | 49.2% | 0.53 | 218 | 45.0% | 1.86 | 81166.03 | 437.64 | 84.7% | 100.0% | 14.13 | 24.4% | 1633 | -24.0% | -42.5% | 5 | 1596870.49 | 0.0 | 405 | 663 |
| A | body70+rng2.0 | 5.8% | 9.1% | 53.7% | 0.35 | -0.34 | 20.2% | 14.0% | 37.5% | 0.89 | 1.08 | 12.2% | 53.7% | 0.59 | 180 | 47.2% | 1.92 | 104888.99 | 444.72 | 83.2% | 100.0% | 11.93 | 25.1% | 1846 | -19.6% | -49.6% | 5 | 1620168.39 | 0.0 | 199 | 405 |
| A | body70+rng2.618 | 3.8% | 9.1% | 52.0% | 0.28 | -0.82 | 11.0% | 14.0% | 28.9% | 0.57 | -0.47 | 7.1% | 52.0% | 0.43 | 121 | 42.1% | 1.72 | 56455.46 | 401.62 | 55.8% | 100.0% | 7.28 | 18.7% | 2285 | -20.2% | -45.5% | 4 | 846061.61 | 0.0 | 20 | 150 |
| A | body70+rng3.0 | 6.0% | 9.1% | 46.8% | 0.41 | -0.56 | 4.1% | 14.0% | 27.9% | 0.31 | -1.59 | 5.3% | 46.8% | 0.39 | 66 | 39.4% | 1.45 | 52500.7 | 369.21 | 39.6% | 100.0% | 3.54 | 13.9% | 1865 | -18.2% | -40.3% | 3 | 610744.75 | 0.0 | 1 | 72 |
| A | rsi60+body50+rng1.0 | 6.7% | 9.1% | 45.8% | 0.41 | -0.58 | 8.9% | 14.0% | 50.3% | 0.47 | -0.84 | 7.8% | 50.3% | 0.46 | 260 | 43.5% | 1.78 | 48799.29 | 442.55 | 91.0% | 100.0% | 17.18 | 23.9% | 1517 | -20.8% | -44.6% | 6 | 1307570.68 | 0.0 | 1238 | 1576 |
| A | rsi60+body50+rng2.0 | 4.6% | 9.1% | 50.7% | 0.31 | -0.62 | 14.3% | 14.0% | 38.6% | 0.67 | 0.25 | 8.9% | 50.7% | 0.48 | 212 | 43.9% | 1.67 | 55237.58 | 428.55 | 84.6% | 100.0% | 13.33 | 25.4% | 1767 | -20.9% | -48.6% | 5 | 1311019.06 | 0.0 | 323 | 575 |
| A | rsi60+body50+rng3.0 | 2.5% | 9.1% | 49.1% | 0.22 | -0.95 | 13.0% | 14.0% | 29.5% | 0.66 | -0.1 | 7.2% | 49.1% | 0.43 | 81 | 34.6% | 2.13 | 116635.29 | 352.54 | 47.0% | 100.0% | 4.14 | 16.2% | 2470 | -20.7% | -42.3% | 5 | 678970.07 | 0.0 | 14 | 104 |
| A | rsi60+body60+rng1.0 | 5.5% | 9.1% | 48.7% | 0.35 | -0.69 | 10.3% | 14.0% | 45.2% | 0.55 | -0.55 | 7.8% | 48.7% | 0.46 | 263 | 41.4% | 1.77 | 42466.04 | 432.53 | 89.8% | 100.0% | 16.93 | 23.9% | 1601 | -23.2% | -48.1% | 5 | 1199872.69 | 0.0 | 1011 | 1344 |
| A | rsi60+body60+rng2.0 | 6.3% | 9.1% | 51.5% | 0.38 | -0.35 | 18.6% | 14.0% | 37.6% | 0.81 | 0.82 | 11.8% | 51.5% | 0.58 | 198 | 45.5% | 1.96 | 93716.84 | 445.25 | 84.1% | 100.0% | 12.83 | 25.6% | 1686 | -20.1% | -49.4% | 5 | 1495570.6 | 0.0 | 275 | 503 |
| A | rsi60+body60+rng3.0 | 3.2% | 9.1% | 49.3% | 0.25 | -0.88 | 13.5% | 14.0% | 24.6% | 0.75 | -0.05 | 7.8% | 49.3% | 0.48 | 75 | 37.3% | 2.52 | 150839.86 | 371.0 | 46.0% | 100.0% | 4.04 | 16.0% | 2148 | -17.6% | -42.9% | 5 | 683874.94 | 0.0 | 7 | 89 |
| A | rsi60+body70+rng1.0 | 1.9% | 9.1% | 47.4% | 0.18 | -1.23 | 7.6% | 14.0% | 49.0% | 0.43 | -1.27 | 4.6% | 49.0% | 0.31 | 254 | 42.9% | 1.26 | 14138.4 | 416.19 | 88.9% | 100.0% | 15.63 | 23.9% | 1754 | -25.6% | -44.4% | 7 | 987661.89 | 0.0 | 713 | 1020 |
| A | rsi60+body70+rng2.0 | 5.7% | 9.1% | 53.7% | 0.35 | -0.35 | 21.0% | 14.0% | 37.0% | 0.85 | 1.12 | 12.5% | 53.7% | 0.58 | 176 | 42.6% | 1.89 | 89424.7 | 430.73 | 81.6% | 100.0% | 11.33 | 25.1% | 1848 | -19.6% | -49.6% | 5 | 1449341.47 | 0.0 | 192 | 391 |
| A | rsi60+body70+rng3.0 | 4.5% | 9.1% | 48.7% | 0.32 | -0.73 | 4.1% | 14.0% | 27.9% | 0.31 | -1.59 | 4.4% | 48.7% | 0.33 | 65 | 38.5% | 1.31 | 33066.69 | 369.28 | 39.2% | 100.0% | 3.49 | 13.7% | 1866 | -18.0% | -42.7% | 3 | 529370.44 | 0.0 | 1 | 71 |
| A | rsi65+body50+rng1.0 | 7.0% | 9.1% | 45.4% | 0.42 | -0.49 | 12.4% | 14.0% | 43.1% | 0.61 | -0.25 | 9.5% | 45.4% | 0.53 | 243 | 43.6% | 2.14 | 73603.17 | 448.21 | 90.4% | 100.0% | 16.29 | 24.5% | 1602 | -23.0% | -44.1% | 6 | 1356261.99 | 0.0 | 848 | 1165 |
| A | rsi65+body50+rng2.0 | 6.8% | 9.1% | 55.3% | 0.39 | -0.19 | 18.6% | 14.0% | 31.3% | 0.84 | 0.87 | 12.1% | 55.3% | 0.59 | 188 | 42.0% | 2.06 | 89556.5 | 425.67 | 84.0% | 100.0% | 11.91 | 25.6% | 1688 | -23.1% | -51.8% | 5 | 1371739.02 | 0.0 | 250 | 475 |
| A | rsi65+body50+rng3.0 | 2.6% | 9.1% | 49.1% | 0.22 | -0.94 | 13.2% | 14.0% | 29.5% | 0.67 | -0.06 | 7.3% | 49.1% | 0.44 | 79 | 35.4% | 2.21 | 124629.32 | 358.84 | 46.8% | 100.0% | 4.18 | 16.2% | 2465 | -20.7% | -42.3% | 5 | 680124.39 | 0.0 | 9 | 98 |
| A | rsi65+body60+rng1.0 | 7.5% | 9.1% | 49.6% | 0.43 | -0.34 | 13.5% | 14.0% | 39.8% | 0.67 | -0.06 | 10.3% | 49.6% | 0.57 | 239 | 43.1% | 2.19 | 83496.77 | 432.85 | 89.4% | 100.0% | 15.36 | 24.3% | 1636 | -24.7% | -47.8% | 4 | 1514676.33 | 0.0 | 696 | 998 |
| A | rsi65+body60+rng2.0 | 7.8% | 9.1% | 56.1% | 0.42 | -0.03 | 18.6% | 14.0% | 31.4% | 0.87 | 0.82 | 12.7% | 56.1% | 0.61 | 180 | 41.1% | 2.15 | 108935.77 | 427.19 | 83.1% | 100.0% | 11.46 | 25.3% | 1685 | -21.8% | -52.6% | 5 | 1531407.19 | 0.0 | 208 | 416 |
| A | rsi65+body60+rng3.0 | 3.3% | 9.1% | 49.3% | 0.26 | -0.87 | 13.7% | 14.0% | 23.9% | 0.76 | -0.02 | 7.9% | 49.3% | 0.48 | 71 | 39.4% | 2.62 | 164717.46 | 382.46 | 45.7% | 100.0% | 3.94 | 15.9% | 2148 | -17.6% | -42.9% | 5 | 684416.88 | 0.0 | 6 | 84 |
| A | rsi65+body70+rng1.0 | 9.0% | 9.1% | 47.6% | 0.49 | -0.05 | 13.6% | 14.0% | 44.5% | 0.63 | 0.12 | 11.2% | 47.6% | 0.58 | 226 | 46.9% | 2.13 | 119506.14 | 435.54 | 87.2% | 100.0% | 14.59 | 24.4% | 1600 | -27.1% | -43.8% | 5 | 1877079.89 | 0.0 | 487 | 763 |
| A | rsi65+body70+rng2.0 | 7.1% | 9.1% | 55.7% | 0.39 | -0.11 | 19.2% | 14.0% | 33.3% | 0.78 | 0.87 | 12.5% | 55.7% | 0.58 | 167 | 41.9% | 1.91 | 90941.34 | 420.34 | 79.4% | 100.0% | 10.51 | 24.8% | 1784 | -21.1% | -51.1% | 5 | 1447419.45 | 0.0 | 139 | 328 |
| A | rsi65+body70+rng3.0 | 4.5% | 9.1% | 48.7% | 0.32 | -0.72 | 4.1% | 14.0% | 27.9% | 0.31 | -1.59 | 4.4% | 48.7% | 0.33 | 64 | 39.1% | 1.31 | 34191.85 | 373.12 | 39.0% | 100.0% | 3.47 | 13.6% | 1866 | -18.0% | -42.7% | 5 | 527004.29 | 0.0 | 1 | 70 |
| A | rsi70+body50+rng1.0 | 8.5% | 9.1% | 44.2% | 0.49 | -0.19 | 12.4% | 14.0% | 43.4% | 0.58 | -0.08 | 10.4% | 44.2% | 0.56 | 213 | 44.6% | 2.54 | 112967.85 | 442.49 | 85.0% | 100.0% | 13.83 | 24.4% | 1681 | -21.1% | -40.7% | 6 | 1518996.02 | 0.0 | 381 | 658 |
| A | rsi70+body50+rng2.0 | 2.3% | 9.1% | 58.6% | 0.21 | -0.92 | 15.4% | 14.0% | 31.7% | 0.73 | 0.43 | 8.1% | 58.6% | 0.46 | 174 | 36.8% | 1.77 | 45834.06 | 388.16 | 74.8% | 100.0% | 10.18 | 23.4% | 2152 | -20.1% | -43.9% | 4 | 822940.79 | 0.0 | 127 | 329 |
| A | rsi70+body50+rng3.0 | 0.4% | 9.1% | 45.4% | 0.11 | -1.51 | 6.9% | 14.0% | 27.4% | 0.43 | -0.96 | 3.4% | 45.4% | 0.28 | 66 | 34.8% | 1.23 | 20038.02 | 358.17 | 39.5% | 100.0% | 3.51 | 13.7% | 1866 | -22.7% | -39.2% | 5 | 411515.81 | 0.0 | 4 | 79 |
| A | rsi70+body60+rng1.0 | 11.3% | 9.1% | 48.9% | 0.59 | 0.28 | 11.3% | 14.0% | 41.1% | 0.57 | -0.23 | 11.4% | 48.9% | 0.6 | 208 | 44.7% | 2.55 | 147015.86 | 450.35 | 83.2% | 100.0% | 13.74 | 24.6% | 1678 | -22.7% | -44.9% | 5 | 1864260.87 | 0.0 | 296 | 562 |
| A | rsi70+body60+rng2.0 | 5.3% | 9.1% | 54.7% | 0.34 | -0.52 | 15.3% | 14.0% | 30.9% | 0.74 | 0.38 | 9.8% | 54.7% | 0.53 | 170 | 38.8% | 2.11 | 77456.26 | 404.89 | 74.1% | 100.0% | 10.19 | 23.4% | 1820 | -17.9% | -43.9% | 5 | 1028490.97 | 0.0 | 96 | 287 |
| A | rsi70+body60+rng3.0 | 0.0% | 9.1% | 42.8% | 0.08 | -1.55 | 5.1% | 14.0% | 24.2% | 0.37 | -1.4 | 2.4% | 42.8% | 0.23 | 57 | 33.3% | 0.98 | -1886.79 | 361.79 | 36.0% | 100.0% | 3.03 | 12.6% | 2276 | -20.6% | -36.6% | 5 | 348858.32 | 0.0 | 5 | 68 |
| A | rsi70+body70+rng1.0 | 7.5% | 9.1% | 46.0% | 0.43 | -0.22 | 7.6% | 14.0% | 44.8% | 0.43 | -0.91 | 7.7% | 46.0% | 0.45 | 198 | 40.4% | 1.39 | 29113.64 | 404.23 | 78.5% | 100.0% | 12.09 | 22.8% | 1732 | -22.8% | -40.2% | 5 | 1143003.14 | 0.0 | 194 | 430 |
| A | rsi70+body70+rng2.0 | 5.9% | 9.1% | 50.5% | 0.36 | -0.43 | 14.9% | 14.0% | 34.0% | 0.69 | 0.3 | 9.9% | 50.5% | 0.53 | 138 | 36.2% | 1.56 | 52898.41 | 404.82 | 68.1% | 100.0% | 8.46 | 21.8% | 1841 | -23.0% | -39.1% | 4 | 1017595.9 | 0.0 | 74 | 227 |
| A | rsi70+body70+rng3.0 | 1.2% | 9.1% | 37.2% | 0.16 | -1.37 | 4.4% | 14.0% | 26.9% | 0.34 | -1.53 | 2.8% | 37.2% | 0.26 | 52 | 34.6% | 0.99 | -1458.43 | 358.52 | 33.1% | 100.0% | 2.74 | 11.6% | 1841 | -18.9% | -32.0% | 5 | 350141.68 | 0.0 | 3 | 59 |
| B | exit base | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 9.9% | 14.0% | 45.9% | 0.54 | -0.57 | 8.9% | 50.7% | 0.5 | 274 | 42.0% | 2.07 | 60296.19 | 434.93 | 92.0% | 100.0% | 17.71 | 23.5% | 1639 | -20.8% | -49.3% | 4 | 1374493.62 | 0.0 | 1879 | 2251 |
| B | exit sma-only | 8.0% | 9.1% | 51.9% | 0.45 | -0.32 | 12.4% | 14.0% | 35.4% | 0.64 | -0.25 | 10.0% | 51.9% | 0.56 | 248 | 41.9% | 2.56 | 80026.88 | 487.4 | 94.0% | 100.0% | 18.05 | 22.3% | 1581 | -23.0% | -49.7% | 5 | 1278075.07 | 0.0 | 1902 | 2251 |
| B | exit st-only | 6.0% | 9.1% | 54.8% | 0.36 | -0.66 | 12.6% | 14.0% | 43.8% | 0.65 | -0.09 | 9.0% | 54.8% | 0.5 | 204 | 42.2% | 2.49 | 82495.39 | 581.37 | 94.6% | 100.0% | 17.92 | 22.5% | 1632 | -20.8% | -53.6% | 4 | 935063.65 | 0.0 | 1927 | 2251 |
| B | ATR intramonth + base k1.0 | 6.1% | 9.1% | 38.0% | 0.38 | -0.59 | 7.0% | 14.0% | 31.6% | 0.45 | -1.27 | 6.5% | 38.0% | 0.42 | 722 | 38.1% | 1.31 | 14222.05 | 128.42 | 67.2% | 100.0% | 11.72 | 15.9% | 946 | -14.4% | -21.4% | 4 | 4363504.63 | 1782039.1 | 1487 | 2251 |
| B | ATR intramonth + base k1.5 | 3.5% | 9.1% | 32.6% | 0.25 | -1.0 | 11.8% | 14.0% | 34.9% | 0.65 | -0.4 | 7.2% | 34.9% | 0.44 | 414 | 42.0% | 1.62 | 30330.14 | 263.71 | 81.6% | 100.0% | 15.12 | 19.6% | 884 | -17.2% | -29.8% | 4 | 2032678.86 | 1623855.45 | 1762 | 2251 |
| B | ATR intramonth + base k2.0 | 7.7% | 9.1% | 40.3% | 0.45 | -0.35 | 12.3% | 14.0% | 33.7% | 0.69 | -0.3 | 9.9% | 40.3% | 0.57 | 313 | 44.4% | 1.95 | 55188.88 | 364.43 | 87.0% | 100.0% | 16.72 | 21.0% | 872 | -19.6% | -36.4% | 4 | 1770984.9 | 2396862.06 | 1843 | 2251 |
| B | ATR intramonth + base k2.5 | 8.7% | 9.1% | 46.0% | 0.48 | -0.2 | 11.6% | 14.0% | 40.6% | 0.62 | -0.23 | 10.0% | 46.0% | 0.55 | 293 | 42.3% | 2.09 | 68448.62 | 389.53 | 89.2% | 100.0% | 17.0 | 22.4% | 943 | -22.3% | -42.6% | 5 | 1664871.02 | 2520433.03 | 1864 | 2251 |
| B | ATR intramonth + base k3.0 | 8.2% | 9.1% | 46.2% | 0.46 | -0.24 | 11.1% | 14.0% | 43.6% | 0.61 | -0.42 | 9.5% | 46.2% | 0.53 | 274 | 42.3% | 2.14 | 64924.22 | 425.35 | 90.7% | 100.0% | 17.35 | 22.8% | 942 | -24.8% | -45.7% | 6 | 1407559.56 | 1385566.31 | 1879 | 2251 |
| B | ATR intramonth only k1.0 | 5.3% | 9.1% | 41.0% | 0.33 | -0.71 | 6.0% | 14.0% | 32.1% | 0.39 | -1.46 | 5.6% | 41.0% | 0.37 | 689 | 38.8% | 1.27 | 11387.15 | 137.82 | 68.4% | 100.0% | 12.09 | 16.1% | 1149 | -13.6% | -22.4% | 4 | 3759689.42 | 1654506.05 | 1515 | 2251 |
| B | ATR intramonth only k1.5 | 4.8% | 9.1% | 37.5% | 0.31 | -0.85 | 8.7% | 14.0% | 42.0% | 0.52 | -1.26 | 6.6% | 42.0% | 0.42 | 222 | 48.2% | 2.2 | 49450.03 | 498.06 | 85.9% | 100.0% | 16.72 | 20.6% | 1204 | -20.9% | -35.0% | 4 | 990196.99 | 1342986.66 | 1928 | 2251 |
| B | ATR intramonth only k2.0 | 6.6% | 9.1% | 50.6% | 0.37 | -0.52 | 6.5% | 14.0% | 42.6% | 0.39 | -1.87 | 6.5% | 50.6% | 0.39 | 90 | 51.1% | 2.01 | 55331.56 | 814.21 | 91.7% | 100.0% | 18.32 | 21.9% | 1325 | -23.0% | -47.2% | 5 | 438681.53 | 805740.9 | 2041 | 2251 |
| B | ATR intramonth only k2.5 | 6.4% | 9.1% | 59.2% | 0.36 | -0.67 | 8.1% | 14.0% | 51.2% | 0.45 | -1.28 | 7.2% | 59.2% | 0.41 | 40 | 45.0% | 1.54 | 29795.9 | 1255.88 | 97.2% | 100.0% | 19.33 | 24.5% | 1259 | -23.3% | -54.6% | 5 | 169036.95 | 585786.76 | 2092 | 2251 |
| B | ATR intramonth only k3.0 | 6.1% | 9.1% | 63.4% | 0.34 | -0.51 | 8.1% | 14.0% | 48.7% | 0.5 | -1.43 | 7.0% | 63.4% | 0.39 | 25 | 48.0% | 2.21 | 67751.21 | 1906.64 | 96.3% | 100.0% | 19.62 | 27.6% | 1582 | -27.4% | -56.0% | 7 | 123225.84 | 1045622.11 | 2108 | 2251 |
| B | ATR month-end + base k1.0 | 10.0% | 9.1% | 38.2% | 0.55 | -0.01 | 16.1% | 14.0% | 35.0% | 0.81 | 0.5 | 12.8% | 38.2% | 0.69 | 381 | 47.2% | 2.56 | 116216.95 | 307.49 | 89.9% | 100.0% | 17.04 | 21.7% | 892 | -21.6% | -37.8% | 4 | 3432731.95 | 0.0 | 1787 | 2251 |
| B | ATR month-end + base k1.5 | 9.2% | 9.1% | 40.2% | 0.52 | -0.14 | 14.5% | 14.0% | 39.6% | 0.76 | 0.28 | 11.6% | 40.2% | 0.64 | 306 | 45.1% | 2.7 | 109779.19 | 393.28 | 90.8% | 100.0% | 17.36 | 22.8% | 940 | -21.8% | -39.4% | 4 | 2125531.62 | 0.0 | 1847 | 2251 |
| B | ATR month-end + base k2.0 | 9.4% | 9.1% | 45.7% | 0.52 | -0.1 | 12.6% | 14.0% | 45.3% | 0.66 | -0.06 | 10.9% | 45.7% | 0.59 | 277 | 42.6% | 2.39 | 86918.76 | 421.29 | 91.4% | 100.0% | 17.49 | 23.1% | 931 | -21.0% | -44.3% | 6 | 1638369.83 | 0.0 | 1873 | 2251 |
| B | ATR month-end + base k2.5 | 8.0% | 9.1% | 50.6% | 0.45 | -0.31 | 10.8% | 14.0% | 45.8% | 0.58 | -0.42 | 9.3% | 50.6% | 0.52 | 274 | 41.2% | 2.18 | 64762.98 | 429.47 | 92.0% | 100.0% | 17.63 | 23.3% | 1639 | -20.8% | -49.3% | 4 | 1397270.99 | 0.0 | 1877 | 2251 |
| B | ATR month-end + base k3.0 | 8.0% | 9.1% | 50.6% | 0.45 | -0.3 | 10.0% | 14.0% | 45.9% | 0.56 | -0.63 | 8.9% | 50.6% | 0.51 | 267 | 41.6% | 2.02 | 55648.92 | 440.28 | 92.1% | 100.0% | 17.74 | 23.3% | 1639 | -20.8% | -49.2% | 4 | 1321739.54 | 0.0 | 1883 | 2251 |
| B | ATR month-end only k1.0 | 10.4% | 9.1% | 41.8% | 0.56 | 0.06 | 18.4% | 14.0% | 28.2% | 0.98 | 0.89 | 14.0% | 41.8% | 0.76 | 257 | 52.5% | 3.6 | 214913.09 | 453.23 | 92.7% | 100.0% | 17.98 | 22.7% | 884 | -20.8% | -39.9% | 4 | 2801723.13 | 0.0 | 1882 | 2251 |
| B | ATR month-end only k1.5 | 9.6% | 9.1% | 53.0% | 0.5 | 0.04 | 12.2% | 14.0% | 42.9% | 0.68 | -0.44 | 10.8% | 53.0% | 0.58 | 80 | 52.5% | 5.14 | 256931.58 | 1040.2 | 94.5% | 100.0% | 19.05 | 23.5% | 787 | -22.6% | -51.1% | 5 | 622677.94 | 0.0 | 2042 | 2251 |
| B | ATR month-end only k2.0 | 6.2% | 9.1% | 63.9% | 0.35 | -0.72 | 9.6% | 14.0% | 39.2% | 0.61 | -1.04 | 7.7% | 63.9% | 0.44 | 38 | 36.8% | 1.98 | 51841.44 | 1646.21 | 97.5% | 100.0% | 19.68 | 25.4% | 698 | -22.8% | -57.3% | 5 | 161520.44 | 0.0 | 2096 | 2251 |
| B | ATR month-end only k2.5 | 5.7% | 9.1% | 67.2% | 0.32 | -0.43 | 10.4% | 14.0% | 51.4% | 0.6 | -0.86 | 7.8% | 67.2% | 0.42 | 18 | 33.3% | 1.43 | 32717.05 | 2214.67 | 94.9% | 100.0% | 19.88 | 29.2% | 882 | -28.8% | -61.5% | 5 | 90916.4 | 0.0 | 2115 | 2251 |
| B | ATR month-end only k3.0 | 5.2% | 9.1% | 67.5% | 0.31 | -0.48 | 12.3% | 14.0% | 46.6% | 0.72 | -0.46 | 8.4% | 67.5% | 0.44 | 12 | 25.0% | 1.51 | 53155.65 | 2785.0 | 94.2% | 100.0% | 19.92 | 29.5% | 699 | -29.8% | -61.1% | 5 | 70235.81 | 0.0 | 2123 | 2251 |
| C | pwx T100 share75 | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 9.9% | 14.0% | 45.9% | 0.54 | -0.57 | 8.9% | 50.7% | 0.5 | 274 | 42.0% | 2.07 | 60296.19 | 434.93 | 92.0% | 100.0% | 17.71 | 23.5% | 1639 | -20.8% | -49.3% | 4 | 1374493.62 | 0.0 | 1879 | 2251 |
| C | pwx T100 share50 | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 9.9% | 14.0% | 45.9% | 0.54 | -0.57 | 8.9% | 50.7% | 0.5 | 274 | 42.0% | 2.07 | 60296.19 | 434.93 | 92.0% | 100.0% | 17.71 | 23.5% | 1639 | -20.8% | -49.3% | 4 | 1374493.62 | 0.0 | 1879 | 2251 |
| C | pwx T50 share75 | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 9.9% | 14.0% | 45.9% | 0.54 | -0.57 | 8.9% | 50.7% | 0.5 | 274 | 42.0% | 2.07 | 60296.19 | 434.93 | 92.0% | 100.0% | 17.71 | 23.5% | 1639 | -20.8% | -49.3% | 4 | 1374493.62 | 0.0 | 1879 | 2251 |
| C | pwx T50 share50 | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 9.9% | 14.0% | 45.9% | 0.54 | -0.57 | 8.9% | 50.7% | 0.5 | 274 | 42.0% | 2.07 | 60296.19 | 434.93 | 92.0% | 100.0% | 17.71 | 23.5% | 1639 | -20.8% | -49.3% | 4 | 1374493.62 | 0.0 | 1879 | 2251 |
| C | pwx T30 share75 | 6.1% | 9.1% | 50.7% | 0.36 | -0.58 | 11.0% | 14.0% | 45.9% | 0.58 | -0.42 | 8.3% | 50.7% | 0.47 | 288 | 42.4% | 1.97 | 47436.18 | 406.74 | 90.8% | 100.0% | 17.47 | 23.0% | 1729 | -20.8% | -49.3% | 5 | 1325478.53 | 0.0 | 1872 | 2251 |
| C | pwx T30 share50 | 6.1% | 9.1% | 50.7% | 0.36 | -0.58 | 11.0% | 14.0% | 45.9% | 0.58 | -0.42 | 8.3% | 50.7% | 0.47 | 288 | 42.4% | 1.97 | 47436.18 | 406.74 | 90.8% | 100.0% | 17.47 | 23.0% | 1729 | -20.8% | -49.3% | 5 | 1325478.53 | 0.0 | 1872 | 2251 |
| C | pwx T20 share75 | 10.4% | 9.1% | 43.3% | 0.57 | 0.04 | 11.5% | 14.0% | 45.9% | 0.56 | -0.22 | 10.9% | 45.9% | 0.58 | 321 | 45.2% | 2.28 | 83112.46 | 353.06 | 87.2% | 100.0% | 16.68 | 21.4% | 1029 | -20.8% | -28.9% | 5 | 2447899.22 | 0.0 | 1858 | 2251 |
| C | pwx T20 share50 | 10.4% | 9.1% | 43.3% | 0.57 | 0.04 | 11.5% | 14.0% | 45.9% | 0.56 | -0.22 | 10.9% | 45.9% | 0.58 | 321 | 45.2% | 2.28 | 83112.46 | 353.06 | 87.2% | 100.0% | 16.68 | 21.4% | 1029 | -20.8% | -28.9% | 5 | 2447899.22 | 0.0 | 1858 | 2251 |
| C | pwx T10 share75 | 4.4% | 9.1% | 58.8% | 0.28 | -0.78 | 8.5% | 14.0% | 42.6% | 0.49 | -1.08 | 6.3% | 58.8% | 0.38 | 359 | 43.7% | 1.57 | 23602.8 | 304.07 | 85.7% | 100.0% | 16.08 | 22.1% | 1734 | -27.6% | -55.7% | 4 | 1434386.08 | 0.0 | 1832 | 2251 |
| C | pwx T10 share50 | 13.4% | 9.1% | 26.7% | 0.73 | 0.41 | 10.8% | 14.0% | 42.6% | 0.59 | -0.56 | 12.2% | 42.6% | 0.68 | 407 | 54.8% | 2.02 | 83630.08 | 244.84 | 79.6% | 100.0% | 14.76 | 20.2% | 747 | -19.4% | -25.4% | 4 | 4179344.98 | 0.0 | 1795 | 2251 |
| D | size EQ N10 cap5 | 4.0% | 9.1% | 35.5% | 0.35 | -1.17 | 9.1% | 14.0% | 28.4% | 0.7 | -1.22 | 6.3% | 35.5% | 0.53 | 145 | 42.8% | 1.97 | 43776.67 | 421.62 | 56.2% | 77.0% | 9.2 | 14.2% | 1642 | -15.9% | -35.0% | 4 | 586658.23 | 0.0 | 2057 | 2251 |
| D | size EQ N10 cap10 | 3.7% | 9.1% | 51.9% | 0.26 | -1.04 | 11.3% | 14.0% | 44.5% | 0.62 | -0.4 | 7.1% | 51.9% | 0.43 | 146 | 41.8% | 1.88 | 62589.94 | 416.86 | 91.3% | 100.0% | 9.16 | 22.6% | 1733 | -23.6% | -51.5% | 5 | 956315.96 | 0.0 | 2057 | 2251 |
| D | size EQ N10 cap15 | 3.7% | 9.1% | 51.9% | 0.26 | -1.04 | 11.3% | 14.0% | 44.5% | 0.62 | -0.4 | 7.1% | 51.9% | 0.43 | 146 | 41.8% | 1.88 | 62589.94 | 416.86 | 91.3% | 100.0% | 9.16 | 22.6% | 1733 | -23.6% | -51.5% | 5 | 956315.96 | 0.0 | 2057 | 2251 |
| D | size EQ N20 cap5 | 5.6% | 9.1% | 45.8% | 0.37 | -0.73 | 10.7% | 14.0% | 47.5% | 0.6 | -0.58 | 8.0% | 47.5% | 0.49 | 276 | 39.1% | 1.82 | 38907.71 | 422.2 | 89.9% | 100.0% | 17.59 | 22.7% | 1699 | -21.5% | -43.7% | 4 | 1083062.79 | 0.0 | 1878 | 2251 |
| D | size EQ N20 cap10 | 5.6% | 9.1% | 45.8% | 0.37 | -0.73 | 10.7% | 14.0% | 47.5% | 0.6 | -0.58 | 8.0% | 47.5% | 0.49 | 276 | 39.1% | 1.82 | 38907.71 | 422.2 | 89.9% | 100.0% | 17.59 | 22.7% | 1699 | -21.5% | -43.7% | 4 | 1083062.79 | 0.0 | 1878 | 2251 |
| D | size EQ N20 cap15 | 5.6% | 9.1% | 45.8% | 0.37 | -0.73 | 10.7% | 14.0% | 47.5% | 0.6 | -0.58 | 8.0% | 47.5% | 0.49 | 276 | 39.1% | 1.82 | 38907.71 | 422.2 | 89.9% | 100.0% | 17.59 | 22.7% | 1699 | -21.5% | -43.7% | 4 | 1083062.79 | 0.0 | 1878 | 2251 |
| D | size EQ N30 cap5 | 7.7% | 9.1% | 46.4% | 0.46 | -0.36 | 12.5% | 14.0% | 39.7% | 0.7 | -0.23 | 9.9% | 46.4% | 0.58 | 388 | 42.3% | 2.35 | 51441.99 | 436.66 | 88.5% | 100.0% | 25.21 | 22.4% | 1632 | -21.1% | -43.2% | 4 | 1349962.74 | 0.0 | 1721 | 2251 |
| D | size EQ N30 cap10 | 7.7% | 9.1% | 46.4% | 0.46 | -0.36 | 12.5% | 14.0% | 39.7% | 0.7 | -0.23 | 9.9% | 46.4% | 0.58 | 388 | 42.3% | 2.35 | 51441.99 | 436.66 | 88.5% | 100.0% | 25.21 | 22.4% | 1632 | -21.1% | -43.2% | 4 | 1349962.74 | 0.0 | 1721 | 2251 |
| D | size EQ N30 cap15 | 7.7% | 9.1% | 46.4% | 0.46 | -0.36 | 12.5% | 14.0% | 39.7% | 0.7 | -0.23 | 9.9% | 46.4% | 0.58 | 388 | 42.3% | 2.35 | 51441.99 | 436.66 | 88.5% | 100.0% | 25.21 | 22.4% | 1632 | -21.1% | -43.2% | 4 | 1349962.74 | 0.0 | 1721 | 2251 |
| D | size EQ N50 cap5 | 8.9% | 9.1% | 42.7% | 0.57 | -0.21 | 14.6% | 14.0% | 39.4% | 0.78 | 0.22 | 11.5% | 42.7% | 0.68 | 584 | 45.4% | 2.62 | 47229.83 | 457.86 | 84.0% | 100.0% | 39.7 | 21.0% | 1583 | -21.7% | -39.9% | 4 | 1651732.61 | 0.0 | 1447 | 2251 |
| D | size EQ N50 cap10 | 8.9% | 9.1% | 42.7% | 0.57 | -0.21 | 14.6% | 14.0% | 39.4% | 0.78 | 0.22 | 11.5% | 42.7% | 0.68 | 584 | 45.4% | 2.62 | 47229.83 | 457.86 | 84.0% | 100.0% | 39.7 | 21.0% | 1583 | -21.7% | -39.9% | 4 | 1651732.61 | 0.0 | 1447 | 2251 |
| D | size EQ N50 cap15 | 8.9% | 9.1% | 42.7% | 0.57 | -0.21 | 14.6% | 14.0% | 39.4% | 0.78 | 0.22 | 11.5% | 42.7% | 0.68 | 584 | 45.4% | 2.62 | 47229.83 | 457.86 | 84.0% | 100.0% | 39.7 | 21.0% | 1583 | -21.7% | -39.9% | 4 | 1651732.61 | 0.0 | 1447 | 2251 |
| D | size FILL N10 cap5 | 4.0% | 9.1% | 35.5% | 0.35 | -1.17 | 9.1% | 14.0% | 28.4% | 0.7 | -1.22 | 6.3% | 35.5% | 0.53 | 145 | 42.8% | 1.97 | 43776.67 | 421.62 | 56.2% | 77.0% | 9.2 | 14.2% | 1642 | -15.9% | -35.0% | 4 | 586658.23 | 0.0 | 2057 | 2251 |
| D | size FILL N10 cap10 | 3.7% | 9.1% | 49.7% | 0.26 | -1.08 | 12.3% | 14.0% | 47.3% | 0.63 | -0.15 | 7.5% | 49.7% | 0.44 | 145 | 42.8% | 1.99 | 75312.51 | 421.62 | 91.5% | 100.0% | 9.2 | 23.0% | 1695 | -22.1% | -49.2% | 4 | 993023.69 | 0.0 | 2057 | 2251 |
| D | size FILL N10 cap15 | 2.0% | 9.1% | 45.9% | 0.16 | -1.36 | 13.7% | 14.0% | 48.2% | 0.69 | 0.1 | 7.1% | 48.2% | 0.42 | 146 | 41.1% | 1.94 | 66850.11 | 415.78 | 93.0% | 100.0% | 9.14 | 23.2% | 1658 | -21.3% | -44.9% | 4 | 896043.0 | 0.0 | 2057 | 2251 |
| D | size FILL N20 cap5 | 7.0% | 9.1% | 45.6% | 0.44 | -0.49 | 9.9% | 14.0% | 49.5% | 0.56 | -0.76 | 8.4% | 49.5% | 0.51 | 276 | 39.9% | 1.86 | 42948.26 | 429.39 | 89.9% | 100.0% | 17.89 | 22.7% | 1685 | -21.6% | -43.5% | 4 | 1174089.23 | 0.0 | 1876 | 2251 |
| D | size FILL N20 cap10 | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 9.9% | 14.0% | 45.9% | 0.54 | -0.57 | 8.9% | 50.7% | 0.5 | 274 | 42.0% | 2.07 | 60296.19 | 434.93 | 92.0% | 100.0% | 17.71 | 23.5% | 1639 | -20.8% | -49.3% | 4 | 1374493.62 | 0.0 | 1879 | 2251 |
| D | size FILL N20 cap15 | 4.7% | 9.1% | 49.9% | 0.29 | -0.83 | 9.4% | 14.0% | 49.2% | 0.49 | -0.67 | 6.8% | 49.9% | 0.4 | 270 | 41.1% | 1.71 | 36012.96 | 423.11 | 92.9% | 100.0% | 17.15 | 23.5% | 1027 | -21.0% | -47.7% | 6 | 1147774.69 | 0.0 | 1888 | 2251 |
| D | size FILL N30 cap5 | 7.4% | 9.1% | 45.0% | 0.45 | -0.41 | 9.7% | 14.0% | 43.7% | 0.54 | -0.76 | 8.5% | 45.0% | 0.51 | 401 | 42.1% | 1.85 | 34237.62 | 433.67 | 90.2% | 100.0% | 25.86 | 22.5% | 1642 | -21.6% | -43.3% | 5 | 1377199.95 | 0.0 | 1712 | 2251 |
| D | size FILL N30 cap10 | 7.5% | 9.1% | 50.1% | 0.43 | -0.39 | 9.4% | 14.0% | 44.0% | 0.52 | -0.71 | 8.4% | 50.1% | 0.48 | 400 | 41.8% | 1.86 | 34400.3 | 432.63 | 92.2% | 100.0% | 25.72 | 23.1% | 1640 | -20.8% | -48.9% | 6 | 1390130.31 | 0.0 | 1714 | 2251 |
| D | size FILL N30 cap15 | 4.8% | 9.1% | 49.5% | 0.29 | -0.82 | 11.1% | 14.0% | 46.6% | 0.56 | -0.32 | 7.6% | 49.5% | 0.43 | 389 | 41.9% | 1.85 | 31391.2 | 432.97 | 93.0% | 100.0% | 24.9 | 23.5% | 1000 | -20.1% | -47.4% | 6 | 1227979.29 | 0.0 | 1729 | 2251 |
| D | size FILL N50 cap5 | 7.8% | 9.1% | 45.9% | 0.47 | -0.33 | 13.8% | 14.0% | 36.8% | 0.72 | 0.11 | 10.6% | 45.9% | 0.6 | 594 | 44.1% | 2.36 | 40136.15 | 443.13 | 90.3% | 100.0% | 39.13 | 22.6% | 1643 | -21.6% | -44.2% | 5 | 1619612.19 | 0.0 | 1447 | 2251 |
| D | size FILL N50 cap10 | 6.1% | 9.1% | 51.4% | 0.36 | -0.6 | 12.8% | 14.0% | 37.8% | 0.66 | -0.04 | 9.1% | 51.4% | 0.51 | 595 | 43.2% | 2.04 | 28887.5 | 442.56 | 92.5% | 100.0% | 39.0 | 23.3% | 1689 | -20.8% | -50.3% | 4 | 1461661.89 | 0.0 | 1448 | 2251 |
| D | size FILL N50 cap15 | 4.4% | 9.1% | 48.3% | 0.27 | -0.89 | 12.9% | 14.0% | 39.2% | 0.63 | -0.01 | 8.2% | 48.3% | 0.45 | 584 | 42.8% | 1.95 | 24026.44 | 434.51 | 93.1% | 100.0% | 37.71 | 23.5% | 1001 | -20.1% | -47.3% | 5 | 1335509.65 | 0.0 | 1462 | 2251 |
| D | size RISK N10 cap5 | 4.5% | 9.1% | 25.1% | 0.51 | -1.08 | 7.8% | 14.0% | 24.4% | 0.73 | -1.6 | 6.0% | 25.1% | 0.63 | 145 | 42.8% | 1.99 | 34850.06 | 421.62 | 45.5% | 65.8% | 9.2 | 10.9% | 771 | -12.5% | -24.5% | 3 | 473432.59 | 0.0 | 2057 | 2251 |
| D | size RISK N10 cap10 | 3.6% | 9.1% | 28.3% | 0.4 | -1.23 | 7.9% | 14.0% | 26.9% | 0.69 | -1.61 | 5.5% | 28.3% | 0.55 | 145 | 42.8% | 1.79 | 29714.5 | 421.62 | 49.6% | 77.1% | 9.2 | 11.4% | 1598 | -15.0% | -27.7% | 4 | 499054.96 | 0.0 | 2057 | 2251 |
| D | size RISK N10 cap15 | 2.9% | 9.1% | 31.2% | 0.32 | -1.35 | 7.9% | 14.0% | 27.0% | 0.69 | -1.61 | 5.1% | 31.2% | 0.51 | 145 | 42.8% | 1.66 | 25080.24 | 421.62 | 50.5% | 81.1% | 9.2 | 11.4% | 1685 | -15.0% | -30.7% | 3 | 487005.35 | 0.0 | 2057 | 2251 |
| D | size RISK N20 cap5 | 6.7% | 9.1% | 42.0% | 0.47 | -0.67 | 9.3% | 14.0% | 45.6% | 0.56 | -1.06 | 7.9% | 45.6% | 0.53 | 277 | 39.4% | 1.81 | 36392.33 | 426.95 | 82.5% | 100.0% | 17.85 | 19.4% | 1642 | -23.2% | -39.3% | 4 | 1055709.74 | 0.0 | 1876 | 2251 |
| D | size RISK N20 cap10 | 5.3% | 9.1% | 45.0% | 0.39 | -0.91 | 9.3% | 14.0% | 45.0% | 0.56 | -0.99 | 7.1% | 45.0% | 0.48 | 274 | 39.8% | 1.7 | 28849.42 | 427.4 | 84.2% | 100.0% | 17.69 | 19.3% | 1701 | -21.0% | -42.4% | 3 | 980205.84 | 0.0 | 1878 | 2251 |
| D | size RISK N20 cap15 | 4.6% | 9.1% | 47.7% | 0.35 | -1.0 | 9.9% | 14.0% | 44.0% | 0.58 | -0.85 | 7.0% | 47.7% | 0.47 | 267 | 40.1% | 1.73 | 29152.17 | 434.83 | 84.2% | 100.0% | 17.55 | 19.2% | 1737 | -24.2% | -45.2% | 4 | 930031.41 | 0.0 | 1885 | 2251 |
| D | size RISK N30 cap5 | 6.4% | 9.1% | 47.0% | 0.41 | -0.62 | 10.5% | 14.0% | 43.6% | 0.61 | -0.71 | 8.3% | 47.0% | 0.52 | 379 | 40.9% | 1.97 | 32293.27 | 429.1 | 89.4% | 100.0% | 24.24 | 21.5% | 1649 | -23.6% | -43.9% | 4 | 1129917.26 | 0.0 | 1741 | 2251 |
| D | size RISK N30 cap10 | 4.8% | 9.1% | 50.2% | 0.33 | -0.9 | 10.6% | 14.0% | 42.8% | 0.62 | -0.69 | 7.4% | 50.2% | 0.47 | 365 | 40.0% | 1.86 | 25598.03 | 428.4 | 90.2% | 100.0% | 23.31 | 21.0% | 1732 | -23.3% | -47.3% | 4 | 992508.01 | 0.0 | 1760 | 2251 |
| D | size RISK N30 cap15 | 4.3% | 9.1% | 52.0% | 0.31 | -0.96 | 10.1% | 14.0% | 43.2% | 0.6 | -0.76 | 6.9% | 52.0% | 0.44 | 360 | 41.4% | 1.76 | 22071.96 | 429.76 | 90.2% | 100.0% | 23.06 | 20.7% | 1752 | -23.8% | -49.4% | 4 | 951688.86 | 0.0 | 1770 | 2251 |
| D | size RISK N50 cap5 | 6.3% | 9.1% | 47.0% | 0.41 | -0.64 | 10.7% | 14.0% | 43.4% | 0.62 | -0.65 | 8.3% | 47.0% | 0.52 | 427 | 37.7% | 1.97 | 28905.21 | 422.26 | 89.6% | 100.0% | 26.74 | 21.5% | 1688 | -23.7% | -43.9% | 4 | 1134942.72 | 0.0 | 1681 | 2251 |
| D | size RISK N50 cap10 | 5.2% | 9.1% | 49.5% | 0.36 | -0.82 | 10.3% | 14.0% | 43.0% | 0.61 | -0.77 | 7.5% | 49.5% | 0.48 | 410 | 38.8% | 1.86 | 23454.72 | 426.34 | 90.1% | 100.0% | 25.94 | 20.9% | 1700 | -23.3% | -46.7% | 4 | 1030728.34 | 0.0 | 1703 | 2251 |
| D | size RISK N50 cap15 | 4.3% | 9.1% | 52.0% | 0.31 | -0.95 | 9.5% | 14.0% | 44.2% | 0.57 | -0.97 | 6.6% | 52.0% | 0.43 | 401 | 40.4% | 1.7 | 18320.35 | 431.19 | 90.2% | 100.0% | 25.78 | 20.7% | 1750 | -24.4% | -49.4% | 4 | 944730.01 | 0.0 | 1708 | 2251 |
| D | size RISKFILL N10 cap5 | 4.0% | 9.1% | 35.5% | 0.35 | -1.17 | 9.1% | 14.0% | 28.4% | 0.7 | -1.22 | 6.3% | 35.5% | 0.53 | 145 | 42.8% | 1.97 | 43776.67 | 421.62 | 56.2% | 77.0% | 9.2 | 14.2% | 1642 | -15.9% | -35.0% | 4 | 586658.23 | 0.0 | 2057 | 2251 |
| D | size RISKFILL N10 cap10 | 3.7% | 9.1% | 49.3% | 0.26 | -1.08 | 12.3% | 14.0% | 46.5% | 0.64 | -0.17 | 7.5% | 49.3% | 0.45 | 145 | 42.8% | 2.0 | 74777.59 | 421.62 | 91.5% | 100.0% | 9.2 | 22.8% | 1695 | -22.0% | -48.8% | 4 | 980498.02 | 0.0 | 2057 | 2251 |
| D | size RISKFILL N10 cap15 | 2.6% | 9.1% | 45.7% | 0.19 | -1.24 | 12.3% | 14.0% | 46.1% | 0.65 | -0.19 | 6.9% | 46.1% | 0.41 | 142 | 43.0% | 1.87 | 60552.32 | 427.76 | 92.8% | 100.0% | 9.15 | 22.3% | 1152 | -22.3% | -43.5% | 4 | 871340.08 | 0.0 | 2059 | 2251 |
| D | size RISKFILL N20 cap5 | 6.7% | 9.1% | 45.2% | 0.42 | -0.55 | 10.5% | 14.0% | 47.8% | 0.58 | -0.66 | 8.4% | 47.8% | 0.51 | 275 | 39.6% | 1.87 | 43745.19 | 426.61 | 90.0% | 100.0% | 17.72 | 22.4% | 1691 | -21.5% | -43.3% | 4 | 1173866.32 | 0.0 | 1876 | 2251 |
| D | size RISKFILL N20 cap10 | 3.5% | 9.1% | 50.2% | 0.25 | -1.08 | 11.4% | 14.0% | 46.8% | 0.6 | -0.4 | 7.0% | 50.2% | 0.42 | 258 | 39.1% | 1.78 | 32903.0 | 409.22 | 92.4% | 100.0% | 16.31 | 22.2% | 1694 | -21.2% | -48.1% | 6 | 993223.98 | 0.0 | 1901 | 2251 |
| D | size RISKFILL N20 cap15 | 2.4% | 9.1% | 47.8% | 0.19 | -1.28 | 11.5% | 14.0% | 47.4% | 0.6 | -0.27 | 6.4% | 47.8% | 0.39 | 260 | 38.8% | 1.75 | 31308.48 | 401.41 | 92.9% | 100.0% | 15.94 | 22.1% | 1000 | -22.8% | -45.9% | 7 | 981251.56 | 0.0 | 1906 | 2251 |
| D | size RISKFILL N30 cap5 | 5.8% | 9.1% | 45.3% | 0.38 | -0.7 | 10.2% | 14.0% | 47.1% | 0.57 | -0.72 | 7.9% | 47.1% | 0.48 | 363 | 40.2% | 1.81 | 29386.07 | 424.21 | 90.2% | 100.0% | 22.94 | 22.1% | 1691 | -22.1% | -43.3% | 6 | 1139004.49 | 0.0 | 1766 | 2251 |
| D | size RISKFILL N30 cap10 | 4.0% | 9.1% | 49.9% | 0.27 | -1.01 | 11.8% | 14.0% | 43.8% | 0.65 | -0.29 | 7.5% | 49.9% | 0.45 | 324 | 39.5% | 1.96 | 32514.61 | 412.76 | 92.5% | 100.0% | 20.0 | 22.5% | 1690 | -20.9% | -48.3% | 4 | 1054542.0 | 0.0 | 1817 | 2251 |
| D | size RISKFILL N30 cap15 | 2.0% | 9.1% | 47.2% | 0.17 | -1.36 | 12.1% | 14.0% | 47.1% | 0.63 | -0.17 | 6.4% | 47.2% | 0.39 | 311 | 37.9% | 1.76 | 26449.77 | 401.29 | 92.9% | 100.0% | 18.69 | 22.1% | 1037 | -21.3% | -45.9% | 6 | 969856.8 | 0.0 | 1846 | 2251 |
| D | size RISKFILL N50 cap5 | 6.2% | 9.1% | 45.3% | 0.4 | -0.62 | 12.2% | 14.0% | 45.3% | 0.65 | -0.25 | 9.0% | 45.3% | 0.53 | 394 | 38.3% | 2.05 | 37785.8 | 416.92 | 90.4% | 100.0% | 24.62 | 22.1% | 1688 | -21.5% | -43.3% | 5 | 1253032.65 | 0.0 | 1721 | 2251 |
| D | size RISKFILL N50 cap10 | 4.0% | 9.1% | 49.9% | 0.27 | -1.01 | 12.8% | 14.0% | 44.9% | 0.67 | -0.05 | 7.9% | 49.9% | 0.46 | 360 | 36.7% | 2.05 | 33767.12 | 407.35 | 92.3% | 100.0% | 22.25 | 22.3% | 1690 | -20.9% | -48.3% | 4 | 1083380.87 | 0.0 | 1772 | 2251 |
| D | size RISKFILL N50 cap15 | 2.0% | 9.1% | 47.2% | 0.17 | -1.36 | 12.1% | 14.0% | 47.1% | 0.63 | -0.17 | 6.4% | 47.2% | 0.39 | 329 | 37.1% | 1.76 | 25012.16 | 403.89 | 92.9% | 100.0% | 20.11 | 22.1% | 1037 | -21.3% | -45.9% | 6 | 970470.26 | 0.0 | 1817 | 2251 |
| D | size RISK risk0.5% N20 cap10 | 5.3% | 9.1% | 28.3% | 0.55 | -0.95 | 6.0% | 14.0% | 30.9% | 0.53 | -2.28 | 5.6% | 30.9% | 0.56 | 276 | 39.9% | 1.62 | 15621.93 | 429.39 | 54.0% | 80.7% | 17.89 | 11.3% | 1581 | -17.6% | -26.1% | 4 | 595926.28 | 0.0 | 1876 | 2251 |
| D | size RISK risk1.0% N20 cap10 | 5.3% | 9.1% | 45.0% | 0.39 | -0.91 | 9.3% | 14.0% | 45.0% | 0.56 | -0.99 | 7.1% | 45.0% | 0.48 | 274 | 39.8% | 1.7 | 28849.42 | 427.4 | 84.2% | 100.0% | 17.69 | 19.3% | 1701 | -21.0% | -42.4% | 3 | 980205.84 | 0.0 | 1878 | 2251 |
| D | size RISK risk1.5% N20 cap10 | 3.8% | 9.1% | 48.9% | 0.28 | -1.08 | 11.3% | 14.0% | 45.5% | 0.62 | -0.47 | 7.2% | 48.9% | 0.45 | 265 | 39.6% | 1.8 | 31809.52 | 415.83 | 91.1% | 100.0% | 16.51 | 21.4% | 2280 | -23.7% | -47.0% | 4 | 949668.11 | 0.0 | 1900 | 2251 |
| D | size RISKFILL risk0.5% N20 cap10 | 4.9% | 9.1% | 50.0% | 0.31 | -0.87 | 9.2% | 14.0% | 45.5% | 0.52 | -0.79 | 6.9% | 50.0% | 0.42 | 275 | 38.5% | 1.64 | 29545.72 | 414.91 | 92.3% | 100.0% | 17.27 | 22.0% | 1694 | -20.6% | -48.1% | 4 | 1097793.61 | 0.0 | 1875 | 2251 |
| D | size RISKFILL risk1.0% N20 cap10 | 3.5% | 9.1% | 50.2% | 0.25 | -1.08 | 11.4% | 14.0% | 46.8% | 0.6 | -0.4 | 7.0% | 50.2% | 0.42 | 258 | 39.1% | 1.78 | 32903.0 | 409.22 | 92.4% | 100.0% | 16.31 | 22.2% | 1694 | -21.2% | -48.1% | 6 | 993223.98 | 0.0 | 1901 | 2251 |
| D | size RISKFILL risk1.5% N20 cap10 | 3.0% | 9.1% | 49.2% | 0.23 | -1.21 | 12.7% | 14.0% | 45.8% | 0.67 | -0.1 | 7.3% | 49.2% | 0.44 | 247 | 40.5% | 1.91 | 37640.55 | 410.33 | 92.2% | 100.0% | 15.41 | 22.1% | 1732 | -21.2% | -48.0% | 5 | 953729.03 | 0.0 | 1923 | 2251 |
| D | sector cap 25% | 6.6% | 9.1% | 50.2% | 0.38 | -0.54 | 6.9% | 14.0% | 44.2% | 0.42 | -1.33 | 6.8% | 50.2% | 0.41 | 281 | 40.6% | 1.65 | 32408.89 | 426.48 | 91.4% | 100.0% | 17.75 | 23.0% | 1694 | -20.8% | -48.9% | 4 | 1175972.28 | 0.0 | 1873 | 2251 |
| D | sector cap 35% | 8.0% | 9.1% | 50.7% | 0.45 | -0.3 | 6.5% | 14.0% | 45.9% | 0.4 | -1.36 | 7.4% | 50.7% | 0.44 | 278 | 40.6% | 1.7 | 37988.91 | 428.03 | 92.0% | 100.0% | 17.75 | 23.1% | 1639 | -20.8% | -49.3% | 4 | 1278708.88 | 0.0 | 1875 | 2251 |
| D | drawdown control 15% | 1.1% | 9.1% | 38.3% | 0.12 | -1.49 | 11.8% | 14.0% | 29.9% | 0.79 | -0.31 | 5.8% | 38.3% | 0.45 | 113 | 39.8% | 1.92 | 36205.9 | 358.55 | 35.5% | 100.0% | 6.59 | 8.9% | 2408 | -23.7% | -35.5% | 4 | 388845.7 | 0.0 | 2113 | 2251 |
| D | drawdown control 20% | 2.2% | 9.1% | 36.4% | 0.2 | -1.32 | 2.2% | 14.0% | 33.2% | 0.17 | -2.31 | 2.4% | 36.4% | 0.24 | 80 | 35.0% | 0.97 | -1703.53 | 388.78 | 23.0% | 100.0% | 4.37 | 5.9% | 2090 | -20.8% | -34.0% | 5 | 277923.14 | 0.0 | 2158 | 2251 |
| D | regime sma10 entry | 12.6% | 9.1% | 43.3% | 0.64 | 0.4 | 14.8% | 14.0% | 34.8% | 0.83 | 0.1 | 13.7% | 43.3% | 0.74 | 236 | 47.0% | 3.23 | 193697.95 | 468.56 | 84.9% | 100.0% | 16.41 | 21.1% | 869 | -20.8% | -34.8% | 4 | 2154936.1 | 0.0 | 1926 | 2251 |
| D | regime sma10 exit | 13.3% | 9.1% | 43.3% | 0.7 | 0.41 | 15.5% | 14.0% | 42.6% | 0.93 | 0.34 | 14.3% | 43.3% | 0.79 | 382 | 49.2% | 3.34 | 157834.52 | 233.84 | 68.8% | 100.0% | 12.81 | 17.2% | 795 | -20.8% | -33.8% | 4 | 4365316.81 | 0.0 | 1825 | 2251 |
| D | regime sma20 entry | 7.0% | 9.1% | 50.7% | 0.4 | -0.45 | 15.1% | 14.0% | 45.5% | 0.73 | 0.36 | 10.6% | 50.7% | 0.57 | 250 | 44.8% | 2.45 | 90663.6 | 437.68 | 86.3% | 100.0% | 16.4 | 21.2% | 1558 | -23.2% | -49.3% | 5 | 1477619.84 | 0.0 | 1918 | 2251 |
| D | regime sma20 exit | 11.9% | 9.1% | 43.9% | 0.61 | 0.29 | 14.3% | 14.0% | 41.0% | 0.73 | 0.06 | 13.0% | 43.9% | 0.68 | 330 | 49.4% | 2.89 | 145332.11 | 293.39 | 75.5% | 100.0% | 13.88 | 19.2% | 852 | -20.8% | -41.4% | 4 | 3673918.93 | 0.0 | 1868 | 2251 |
| E | rsi70+body60+rng1.0 | ATR month-end only k1.0 | 15.6% | 9.1% | 30.2% | 0.8 | 0.79 | 12.0% | 14.0% | 38.4% | 0.63 | -0.19 | 14.1% | 38.4% | 0.74 | 233 | 46.4% | 2.63 | 235396.04 | 356.36 | 77.8% | 100.0% | 12.29 | 22.6% | 873 | -22.7% | -22.3% | 5 | 3677175.41 | 0.0 | 281 | 562 |
| E | rsi70+body60+rng1.0 | ATR month-end + base k1.0 | 15.6% | 9.1% | 30.2% | 0.8 | 0.78 | 13.8% | 14.0% | 36.8% | 0.72 | 0.08 | 14.9% | 36.8% | 0.78 | 270 | 44.1% | 2.43 | 236861.08 | 283.37 | 74.7% | 100.0% | 10.99 | 21.7% | 823 | -22.7% | -23.6% | 5 | 4798216.48 | 0.0 | 246 | 562 |
| E | rsi70+body60+rng1.0 | ATR month-end + base k1.5 | 15.8% | 9.1% | 34.1% | 0.8 | 0.86 | 13.8% | 14.0% | 37.9% | 0.73 | 0.12 | 15.0% | 37.9% | 0.78 | 225 | 44.0% | 2.88 | 254508.3 | 379.12 | 80.0% | 100.0% | 12.52 | 23.3% | 881 | -22.7% | -28.6% | 4 | 3336116.2 | 0.0 | 283 | 562 |
| E | rsi70+body60 | ATR month-end only k1.0 | 15.1% | 9.1% | 30.2% | 0.78 | 0.74 | 12.4% | 14.0% | 37.8% | 0.63 | -0.08 | 14.0% | 37.8% | 0.72 | 234 | 45.3% | 2.76 | 229457.39 | 362.21 | 78.9% | 100.0% | 12.63 | 22.7% | 881 | -22.7% | -22.3% | 5 | 3446856.32 | 0.0 | 294 | 575 |
| E | rsi70+body60 | ATR month-end + base k1.0 | 15.1% | 9.1% | 30.2% | 0.77 | 0.71 | 14.6% | 14.0% | 36.8% | 0.77 | 0.22 | 15.0% | 36.8% | 0.79 | 275 | 43.3% | 2.6 | 233476.98 | 280.64 | 75.5% | 100.0% | 11.17 | 21.6% | 823 | -22.7% | -23.6% | 5 | 4550282.81 | 0.0 | 251 | 575 |
| E | rsi70+body60 | ATR month-end + base k1.5 | 14.8% | 9.1% | 34.1% | 0.76 | 0.73 | 13.8% | 14.0% | 38.2% | 0.73 | 0.13 | 14.5% | 38.2% | 0.76 | 226 | 42.5% | 2.83 | 232434.02 | 373.81 | 80.7% | 100.0% | 12.47 | 23.4% | 884 | -22.7% | -28.6% | 4 | 3129553.78 | 0.0 | 292 | 575 |
| E | rsi65+rng1.618 | ATR month-end only k1.0 | 12.8% | 9.1% | 35.4% | 0.66 | 0.5 | 13.9% | 14.0% | 32.8% | 0.74 | -0.04 | 13.4% | 35.4% | 0.72 | 268 | 47.0% | 3.49 | 199753.19 | 379.57 | 84.3% | 100.0% | 14.68 | 23.2% | 1211 | -26.1% | -29.8% | 5 | 3152381.25 | 0.0 | 539 | 853 |
| E | rsi65+rng1.618 | ATR month-end + base k1.0 | 14.9% | 9.1% | 35.4% | 0.74 | 0.75 | 14.2% | 14.0% | 34.1% | 0.75 | 0.06 | 14.7% | 35.4% | 0.77 | 312 | 42.9% | 2.64 | 200496.18 | 290.84 | 80.9% | 100.0% | 13.08 | 22.6% | 841 | -26.1% | -28.2% | 5 | 4619174.59 | 0.0 | 496 | 853 |
| E | rsi65+rng1.618 | ATR month-end + base k1.5 | 14.2% | 9.1% | 35.4% | 0.73 | 0.66 | 12.2% | 14.0% | 38.5% | 0.66 | -0.23 | 13.5% | 38.5% | 0.72 | 248 | 44.8% | 2.67 | 192173.14 | 394.66 | 83.4% | 100.0% | 14.42 | 23.9% | 1183 | -26.1% | -29.7% | 4 | 2871713.01 | 0.0 | 546 | 853 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + no regime | 15.6% | 9.1% | 30.2% | 0.8 | 0.78 | 13.8% | 14.0% | 36.8% | 0.72 | 0.08 | 14.9% | 36.8% | 0.78 | 270 | 44.1% | 2.43 | 236861.08 | 283.37 | 74.7% | 100.0% | 10.99 | 21.7% | 823 | -22.7% | -23.6% | 5 | 4798216.48 | 0.0 | 246 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry | 17.1% | 9.1% | 30.2% | 0.87 | 0.94 | 14.6% | 14.0% | 35.2% | 0.82 | 0.23 | 16.0% | 35.2% | 0.85 | 252 | 46.0% | 3.17 | 300377.76 | 291.62 | 70.3% | 100.0% | 10.56 | 20.4% | 788 | -22.7% | -21.6% | 5 | 4617148.9 | 0.0 | 264 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 exit | 13.4% | 9.1% | 30.2% | 0.73 | 0.43 | 14.3% | 14.0% | 28.7% | 0.87 | 0.13 | 13.8% | 30.2% | 0.78 | 297 | 47.1% | 2.59 | 163352.07 | 185.76 | 51.6% | 100.0% | 7.9 | 15.3% | 882 | -22.7% | -21.5% | 5 | 4876772.3 | 0.0 | 239 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + EQ N50 cap10 + no regime | 5.7% | 9.1% | 25.5% | 0.56 | -0.79 | 10.0% | 14.0% | 21.6% | 0.86 | -0.94 | 7.6% | 25.5% | 0.71 | 454 | 41.2% | 2.23 | 26265.8 | 272.82 | 40.7% | 100.0% | 17.73 | 11.8% | 1644 | -17.9% | -22.1% | 4 | 1077579.05 | 0.0 | 47 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + EQ N50 cap10 + regime sma10 entry | 5.7% | 9.1% | 25.3% | 0.57 | -0.78 | 9.3% | 14.0% | 20.2% | 0.85 | -1.07 | 7.3% | 25.3% | 0.7 | 427 | 41.2% | 2.22 | 25022.36 | 276.71 | 38.7% | 100.0% | 16.9 | 11.2% | 1645 | -17.9% | -21.5% | 4 | 988604.12 | 0.0 | 79 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + EQ N50 cap10 + regime sma10 exit | 5.2% | 9.1% | 25.3% | 0.56 | -0.84 | 9.5% | 14.0% | 15.0% | 1.11 | -0.88 | 7.1% | 25.3% | 0.78 | 462 | 44.2% | 2.33 | 20952.06 | 180.96 | 26.0% | 100.0% | 11.89 | 7.6% | 1631 | -18.1% | -18.7% | 4 | 1038445.41 | 0.0 | 69 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end only k1.0 + FILL N20 cap10 + no regime | 15.6% | 9.1% | 30.2% | 0.8 | 0.79 | 12.0% | 14.0% | 38.4% | 0.63 | -0.19 | 14.1% | 38.4% | 0.74 | 233 | 46.4% | 2.63 | 235396.04 | 356.36 | 77.8% | 100.0% | 12.29 | 22.6% | 873 | -22.7% | -22.3% | 5 | 3677175.41 | 0.0 | 281 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end only k1.0 + FILL N20 cap10 + regime sma10 entry | 16.8% | 9.1% | 30.2% | 0.86 | 0.92 | 12.3% | 14.0% | 35.3% | 0.71 | -0.21 | 14.7% | 35.3% | 0.8 | 210 | 48.6% | 3.33 | 276278.46 | 382.57 | 73.1% | 100.0% | 11.83 | 21.1% | 874 | -22.7% | -19.3% | 5 | 3257424.15 | 0.0 | 306 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end only k1.0 + FILL N20 cap10 + regime sma10 exit | 13.4% | 9.1% | 30.2% | 0.73 | 0.43 | 13.7% | 14.0% | 29.1% | 0.84 | 0.05 | 13.5% | 30.2% | 0.77 | 291 | 47.8% | 2.47 | 157438.66 | 189.56 | 51.9% | 100.0% | 7.89 | 15.3% | 883 | -22.7% | -21.9% | 5 | 4707070.01 | 0.0 | 246 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end only k1.0 + EQ N50 cap10 + no regime | 5.4% | 9.1% | 25.3% | 0.52 | -0.85 | 8.6% | 14.0% | 29.0% | 0.67 | -1.26 | 6.8% | 29.0% | 0.6 | 418 | 41.1% | 2.01 | 23252.72 | 352.99 | 48.1% | 100.0% | 21.94 | 14.0% | 1678 | -17.8% | -22.4% | 4 | 928293.2 | 0.0 | 69 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end only k1.0 + EQ N50 cap10 + regime sma10 entry | 5.4% | 9.1% | 25.0% | 0.53 | -0.84 | 8.3% | 14.0% | 27.5% | 0.68 | -1.33 | 6.7% | 27.5% | 0.6 | 390 | 41.0% | 2.05 | 23394.8 | 362.37 | 46.2% | 100.0% | 21.1 | 13.4% | 1678 | -17.8% | -21.9% | 4 | 858470.01 | 0.0 | 102 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end only k1.0 + EQ N50 cap10 + regime sma10 exit | 5.2% | 9.1% | 25.1% | 0.56 | -0.84 | 9.3% | 14.0% | 15.3% | 1.08 | -0.92 | 7.0% | 25.1% | 0.77 | 460 | 43.9% | 2.28 | 20440.4 | 183.99 | 26.2% | 100.0% | 12.03 | 7.7% | 1631 | -18.0% | -18.5% | 4 | 1022406.0 | 0.0 | 71 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.5 + FILL N20 cap10 + no regime | 15.8% | 9.1% | 34.1% | 0.8 | 0.86 | 13.8% | 14.0% | 37.9% | 0.73 | 0.12 | 15.0% | 37.9% | 0.78 | 225 | 44.0% | 2.88 | 254508.3 | 379.12 | 80.0% | 100.0% | 12.52 | 23.3% | 881 | -22.7% | -28.6% | 4 | 3336116.2 | 0.0 | 283 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.5 + FILL N20 cap10 + regime sma10 entry | 16.6% | 9.1% | 34.1% | 0.86 | 0.91 | 15.1% | 14.0% | 35.5% | 0.84 | 0.35 | 16.0% | 35.5% | 0.85 | 205 | 43.4% | 3.76 | 311593.07 | 386.41 | 75.9% | 100.0% | 11.64 | 21.9% | 851 | -22.7% | -24.4% | 4 | 3027241.23 | 0.0 | 306 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.5 + FILL N20 cap10 + regime sma10 exit | 11.0% | 9.1% | 34.1% | 0.64 | 0.12 | 12.5% | 14.0% | 31.9% | 0.78 | -0.13 | 11.6% | 34.1% | 0.7 | 275 | 45.5% | 2.32 | 115402.02 | 207.0 | 52.8% | 100.0% | 8.14 | 15.7% | 884 | -22.7% | -24.6% | 4 | 3428381.71 | 0.0 | 262 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.5 + EQ N50 cap10 + no regime | 5.5% | 9.1% | 30.6% | 0.49 | -0.84 | 11.0% | 14.0% | 27.4% | 0.79 | -0.65 | 8.0% | 30.6% | 0.64 | 403 | 40.9% | 2.27 | 30843.66 | 364.36 | 51.0% | 100.0% | 21.63 | 15.0% | 1678 | -18.0% | -28.1% | 4 | 960107.22 | 0.0 | 83 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.5 + EQ N50 cap10 + regime sma10 entry | 5.7% | 9.1% | 29.8% | 0.51 | -0.8 | 10.8% | 14.0% | 25.0% | 0.8 | -0.71 | 7.9% | 29.8% | 0.65 | 376 | 41.5% | 2.45 | 33384.24 | 371.73 | 48.4% | 100.0% | 20.66 | 14.2% | 1677 | -18.0% | -27.3% | 4 | 886707.11 | 0.0 | 115 | 562 |
| F | rsi70+body60+rng1.0 | ATR month-end + base k1.5 + EQ N50 cap10 + regime sma10 exit | 4.8% | 9.1% | 28.3% | 0.51 | -0.89 | 9.6% | 14.0% | 18.0% | 1.04 | -0.84 | 6.9% | 28.3% | 0.73 | 446 | 44.2% | 2.4 | 21189.49 | 206.72 | 28.2% | 100.0% | 13.1 | 8.4% | 1641 | -17.6% | -21.3% | 3 | 936847.22 | 0.0 | 83 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + dd control 15% | 12.5% | 9.1% | 27.4% | 0.79 | 0.24 | 4.7% | 14.0% | 23.7% | 0.44 | -1.77 | 8.9% | 27.4% | 0.66 | 162 | 43.2% | 2.22 | 93738.43 | 270.03 | 42.8% | 100.0% | 6.33 | 12.4% | 1480 | -22.7% | -15.7% | 5 | 1488495.05 | 0.0 | 387 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + dd control 20% | 12.8% | 9.1% | 27.4% | 0.79 | 0.27 | 5.8% | 14.0% | 24.4% | 0.55 | -1.6 | 9.6% | 27.4% | 0.7 | 170 | 41.2% | 2.31 | 99898.6 | 270.94 | 45.3% | 100.0% | 6.69 | 12.9% | 1482 | -22.7% | -20.5% | 5 | 1678620.08 | 0.0 | 362 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + pwx T20 share75 | 17.1% | 9.1% | 30.2% | 0.87 | 0.94 | 14.6% | 14.0% | 35.2% | 0.82 | 0.23 | 16.0% | 35.2% | 0.85 | 252 | 46.0% | 3.17 | 300377.76 | 291.62 | 70.3% | 100.0% | 10.56 | 20.4% | 788 | -22.7% | -21.6% | 5 | 4617148.9 | 0.0 | 264 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + pwx T10 share50 | 17.1% | 9.1% | 30.2% | 0.87 | 0.94 | 14.6% | 14.0% | 35.2% | 0.82 | 0.23 | 16.0% | 35.2% | 0.85 | 252 | 46.0% | 3.17 | 300377.76 | 291.62 | 70.3% | 100.0% | 10.56 | 20.4% | 788 | -22.7% | -21.6% | 5 | 4617148.9 | 0.0 | 264 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + pwx T100 share75 (spec) | 17.1% | 9.1% | 30.2% | 0.87 | 0.94 | 14.6% | 14.0% | 35.2% | 0.82 | 0.23 | 16.0% | 35.2% | 0.85 | 252 | 46.0% | 3.17 | 300377.76 | 291.62 | 70.3% | 100.0% | 10.56 | 20.4% | 788 | -22.7% | -21.6% | 5 | 4617148.9 | 0.0 | 264 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + RISK 1% N20 cap10 | 10.1% | 9.1% | 19.6% | 0.84 | -0.14 | 10.6% | 14.0% | 21.2% | 0.84 | -0.85 | 10.3% | 21.2% | 0.85 | 268 | 45.5% | 2.93 | 87758.9 | 291.47 | 48.1% | 96.0% | 11.21 | 13.1% | 791 | -13.1% | -14.8% | 4 | 1615407.39 | 0.0 | 246 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + RISKFILL 1% N20 cap10 | 17.0% | 9.1% | 30.2% | 0.87 | 0.92 | 15.9% | 14.0% | 30.8% | 0.89 | 0.42 | 16.5% | 30.8% | 0.89 | 240 | 43.8% | 3.57 | 352022.15 | 286.69 | 70.4% | 100.0% | 9.8 | 20.3% | 775 | -22.4% | -21.1% | 5 | 4774098.18 | 0.0 | 278 | 562 |
| G | rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + sector cap 25% | 16.5% | 9.1% | 30.2% | 0.84 | 0.86 | 15.4% | 14.0% | 32.0% | 0.83 | 0.36 | 16.0% | 32.0% | 0.84 | 260 | 44.2% | 3.02 | 298223.67 | 282.68 | 68.8% | 100.0% | 10.46 | 19.9% | 880 | -22.7% | -21.8% | 4 | 4826660.35 | 0.0 | 258 | 562 |
Rules and parameters
Rules
- Universe: point-in-time 500 most traded NSE names each month (including delisted), 20-day median traded value of at least ₹5 crore at the signal date.
- Signal at the month-end close: close above SMA(20) + 2 × standard deviation of the last 20 monthly closes, and no such close in the six months before. Entry at the next month's first open.
- Baseline exits (month-end, sell at the next open): close below the 20-month SMA, or Supertrend(10, 2) flips from above to below.
- Finalist adds: RSI(14) at least 70, real body at least 60% of the range and bullish, range at least 1.0 × ATR(14); month-end exit when the close is below the previous close minus 1.0 × ATR(14); entries only while the Nifty 200 is above its 10-month average.
- Capital ₹50 lakh, no leverage, whole shares, at most 20 names, at most 10% of equity per stock; risk-based sizing (1% of equity at risk per trade against the SMA or Supertrend stop distance, clipped to 5-35%) scaled up to use available cash.
- Costs: delivery brokerage, STT, exchange, stamp and DP charges plus 0.05% / 0.10% / 0.25% slippage per fill by liquidity tier, stressed at 1x, 2x and 3x; cash earns repo minus 1.5%.
- Not tested: intraday monitoring beyond daily bars; dividends; sector data for delisted names.
Parameters
- capital
- ₹50,00,000
- window
- 2006-03 to 2025-09 (signals from 2006-02)
- development
- to 2016-12 (selection)
- validation
- 2017-01 to 2025-09
- sealed
- 2025-10 onward, never loaded
- configurations
- 211
- finalist
- rsi70+body60+rng1.0 | ATR month-end + base k1.0 + FILL N20 cap10 + regime sma10 entry + RISKFILL 1% N20 cap10
- pre-registration
- research/bbm/STRATEGY_BBM.md
- code
- research/bbm/
- report
- docs/bb-monthly-breakout.html
Instrument
Point-in-time top-500 liquid NSE stocks including delisted names (stand-in for the Nifty 500); benchmark Nifty 200 price index · capital ₹5,000,000
Known limitations
- The universe is the 500 most traded names each month, a stand-in for the Nifty 500 (57% to 81% name overlap with the real lists).
- NSE's previous close is mostly not adjusted for splits and bonus issues; unadjusted days were detected by a heuristic (1,491 days) and removed; rights issues and demergers are not adjusted. Dividends are excluded (price returns for strategy and index).
- Stops on daily bars: a session whose low touches the stop is assumed filled at the stop or at the open on a gap; the intraday path is unknown.
- Sale proceeds are reused the same open (T+0), and cash earns repo minus 1.5%.
- A held name whose prices stop for three months is closed at its last price less a 30% haircut (an assumption).
- Sector data exists only for current Nifty 500 members, so the sector cap cannot bind on delisted names.
- 211 configurations were tried; the best-of-many figure is optimistic by construction and the reality check does not support an edge.
- Results are not independently validated.
Logs and raw data
Downloads appear once a data window is loaded.
Files are plain CSV so results can be re-computed independently. Trade dates are IST sessions; returns are net of modelled costs and slippage.