Portfolio links
Model 1 Performance (To know more about it click here)
Model 2 Performance (To know more about it click here)
Nifty Future Long Short Strategy Performance (To know more about it click here)
This
week Nifty has seen whipsaw. On Monday Nifty crack around 3.75%, while the
intraday movement of 6% on the same day. It is the highest single-day crack in the
last two months. But after that Nifty recovered on Wednesday and Thursday.
Long
Uptrend was broken on a Monday and we show Nifty Long Short strategy undergone
whipsaw while both the long-only strategies (Model 1 and Model 2) have
outperformed Nifty by a huge margin and hit an all-time high this week. Model 1
and Model 2 both have witnessed a sharp drawdown on Monday around 5% each. But
from Tuesday onwards they both recovered handsomely.
Nifty is down around 0.08% this week.
Both the long-only portfolios have outperformed the Nifty 50 index this week.
Model 1 is up around 4.79% this week and outperformed the Nifty 50 index by 4.87%.
Model 2 is up around 2.76% this week and outperformed the Nifty 50 Index by 2.85%.
At the same time, the Nifty future long-short strategy has witnessed whipsaw. On Monday it went short after breaking its long trade. And on Tuesday it was providing a hedge to the long-only portfolio. And around the end of Tuesday, it went Long again. Last two days it recovered well. We are down around 7.92% this week on this strategy compared to the Nifty 50 index of 0.08%.
We are up 54.63% on overall capital and 101.16% on the margin money. (Currently using 3x leverage)
Model 1 is up around 43.18% while Model 2 is up around 33.16% and at the same time, Nifty is up around 26.80% from 13th July 2020.
The long-Short strategy is up around 54.63% at the same time Nifty 50 is up around 23.26%
Model 1 and Model 2 both are live from 13th July 2020 while the Index Long-Short strategy is live from 14th August 2020.
Model 1
Index Long-Short
Next Week Update:-
1 Change for Model 1 for Next week. There is no change in Model 2.
The current position for Nifty 50 future is Long.
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