Walk-forward tracking

A backtest is hindsight; this page is the opposite. Every list this site has published is measured after the fact: an equal-weight basket of the names at their publication-day closes, held untouched, compared with the segment's benchmark index over the identical window. Nothing here can be tuned or back-filled — the record simply accumulates with each weekly refresh.

Published lists — S&P 500

Published	Tracked through	Days	Stocks	List	S&P 500 TR	Difference	Worst dip
09 Jul 2026	10 Jul 2026	1	20	-0.7%	+0.2%	-0.8%	-0.7%

“Worst dip” is the basket's deepest peak-to-trough fall since publication — the part of the ride a return figure hides.

How to read this record

Tracking began in July 2026. A record this young says very little either way — short windows are mostly noise. It is published from day one so that it cannot be curated later.
Figures are price returns on adjusted closes with no transaction costs and no taxes; real-world results would be lower.
Each segment is compared against its own benchmark price index where a free daily series exists (Nifty 50, Next 50, Midcap 150, Nifty 500). No free series exists for the Smallcap 250 index, so that segment compares against the Nifty 50 — a substitution stated rather than hidden. All benchmarks are price indices and exclude dividends.
This is a descriptive record of a published screen, not a recommendation, a rating, or advice of any kind. How the formula works is on the methodology page.