Educational screening tool — not investment advice. Not SEBI-registered. Momentum strategies have historically suffered drawdowns of 30–50%. Full disclaimer
One published formula ranks every segment of the Indian and US markets. Scores refresh each trading day, every published list stays on the record, and drawdowns get the same billing as returns. Educational, not advice.
A place on this list is not a recommendation, rating or endorsement of any security.
Backtest max drawdown-38.5%CAGR
36.4%
benchmark 13.8%
Max drawdown
-38.5%
benchmark -34.2%
Sharpe
1.14
benchmark 0.47
Backtest window
2020–2026
24 Jan 2020 – 07 Aug 2026
Lists on record
30
each re-measured every refresh
12-1 vol-scaled momentum, top 20, weekly, 0.4%/side — Nifty 500, net of stated costs. Data may contain errors. Past performance does not guarantee future results.
The same published formula ranks every segment: 12-month return, skipping the latest month, divided by volatility. No per-segment tweaks, no fitting after the fact — every step of the arithmetic is on the methodology page.
Momentum strategies have historically suffered drawdowns of 30–50%. On this site that number sits next to every return figure, charted at the same size — a return without its drawdown is half a fact.
Every list published here is stored the day it appears and re-measured against its benchmark at each refresh. Nothing is back-filled or edited; the tracking page shows every list, misses included.
Daily scores · monthly backtest rebalance
View rankings
Daily scores · monthly backtest rebalance
View rankings
Daily scores · weekly (Friday close) backtest rebalance
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Daily scores · weekly (Friday close) backtest rebalance
View rankings
Daily scores · weekly (Friday close) backtest rebalance
View rankings
Daily scores · monthly backtest rebalance
View rankings
Strategy vs benchmark since 2020 — return and drawdown curves at equal size, all assumptions stated.
The walk-forward record: every published list, frozen at publication and re-measured every refresh.
The same backtest under four pre-declared variants — the published spec is deliberately not the best row.
The full formula, the rebalance calendar, and every known limitation, step by step.
Momentum Record is an educational screening tool. Nothing on this website is investment advice, research analysis or a recommendation of any security. Momentum strategies have historically suffered drawdowns of 30–50%.