High-Volatility Momentum — NIFTY Smallcap 100
Side
long
Universe
NIFTY SMALLCAP 100
Interval
1d
Stop
12%
Entry
textATR > 0 AND CLOSE > SMA50 AND ADX > 25Exit
textADX < 20FAQ
What is the High-Volatility Momentum — NIFTY Smallcap 100 strategy?
Trades fast-moving names above the 50-day average with an elevated ATR and a strong ADX trend, sized down for their wider swings and trailed to let the volatility work in its favour, exiting when ADX falls below 20. A volatility-targeting rule that embraces the chop in trending movers. Backtested…
What are the entry and exit rules?
It enters when ATR > 0 AND CLOSE > SMA50 AND ADX > 25, and exits when ADX < 20.
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 12% stop-loss, a trailing stop, with volatility 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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