Relative-Strength Long Leg — NIFTY 100
Side
long
Universe
NIFTY 100
Interval
1d
Stop
8%
Entry
textCLOSE > SMA200 AND SMA50 > SMA200 AND RSI > 55Exit
textCLOSE < SMA50FAQ
What is the Relative-Strength Long Leg — NIFTY 100 strategy?
Expresses the long leg of a pairs/relative-value trade: it buys the relatively-strong name (above the 200-day average with the 50-day above it and firm momentum) to be paired against a short index hedge, and exits when its relative strength fades below the 50-day average. The companion short leg …
What are the entry and exit rules?
It enters when CLOSE > SMA200 AND SMA50 > SMA200 AND RSI > 55, and exits when CLOSE < SMA50.
Is it a long or short strategy?
It trades the long side — it takes long positions when the entry condition fires.
What are the risk controls?
It uses a 8% stop-loss, with risk_parity position sizing.
How do I backtest it?
Open the strategy and run a backtest to see its historical signals and equity curve on Indian market data before deploying it.
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