🔬 Research Lab

NSE Quantitative Strategy Research & Backtests

Data-driven backtest studies on liquid Indian equities from 2017 to 2026-08-15 (>30 days old). Tested with exact brokerage, STT, and exchange taxes.

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All strategies

VWAP Trading Strategy

Intraday volume-weighted average price breakout and pullback rules. 9-year historical NSE backtest across 5-minute and 15-minute intervals.

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BTST Trading Strategy

Buy Today Sell Tomorrow overnight momentum rules, gap analysis, and profitability after 0.1% delivery STT friction.

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Opening Range Breakout (ORB)

Comparing 5-min, 15-min, and 30-min opening range breakout strategies on NIFTY 50 cash stocks with ATR trailing stops.

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Supertrend Indicator Strategy

Optimizing Supertrend parameters (10, 3 vs 7, 3) for intraday trend following on 15-minute timeframe charts.

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RSI Mean Reversion Strategy

Testing oversold RSI (<30) and overbought RSI (>70) mean reversion setups on liquid NSE large-cap equities.

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9/20 EMA Crossover Strategy

Exponential Moving Average crossover rules with session filters and volume confirmation on intraday charts.

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Comprehensive Intraday Strategies Comparison

Full comparative benchmark comparing win rates, drawdowns, gross vs net profits, and tax friction across all major intraday setups on NSE.

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Real NSE backtests of popular strategies

See all of them compared in one table, after charges →

7 popular strategies: net return after charges
44 EMA-1.34%
125 trades, 24.0% won, daily
96 trades, 29.2% won, daily
709 trades, 45.0% won, 15-minute
NR7-16.60%
126 trades, 24.6% won, daily
1,623 trades, 42.0% won, 15-minute
9 / 15 EMA-74.27%
6,385 trades, 25.3% won, 5-minute
5 EMA-84.39%
7,417 trades, 35.5% won, 5-minute
Our own engine run: 15 NIFTY 50 stocks, 2025-10-07 to 2026-10-07, one ₹1,00,000 account, after every Indian charge and slippage. Each bar is the result after every charge; the full study lists every trade.

New: deeper backtests, with the results year by year and after all charges. Breakout trading strategy: 4 rules tested · Open high low strategy, 2017 to 2026 · RSI 30/70 strategy success rate in India · Volume shockers: what happens next · Best indicator for intraday trading

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