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.
VWAP Trading Strategy
Intraday volume-weighted average price breakout and pullback rules. 9-year historical NSE backtest across 5-minute and 15-minute intervals.
View VWAP Research →BTST Trading Strategy
Buy Today Sell Tomorrow overnight momentum rules, gap analysis, and profitability after 0.1% delivery STT friction.
View BTST Research →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.
View ORB Research →Supertrend Indicator Strategy
Optimizing Supertrend parameters (10, 3 vs 7, 3) for intraday trend following on 15-minute timeframe charts.
View Supertrend Research →RSI Mean Reversion Strategy
Testing oversold RSI (<30) and overbought RSI (>70) mean reversion setups on liquid NSE large-cap equities.
View RSI Research →9/20 EMA Crossover Strategy
Exponential Moving Average crossover rules with session filters and volume confirmation on intraday charts.
View EMA Research →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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