Classic screens — the famous strategies, run on our data
Bottom lineThe name-brand equity strategies — Magic Formula, CANSLIM, Piotroski, Coffee Can, GARP, Graham, Quality, Low-Vol — each expressed as a faithful screen over the NSE universe with a live top-25 roster. We label every proxy (where our point-in-time data can't yet match the textbook rule exactly) and show the value strategies next to what they ACTUALLY delivered here. Descriptive, not a recommendation.
rosters as-of 2026-10-01 · universe = liquid NSE names (turnover ≥ ₹5cr) · every metric is point-in-time (no look-ahead)
Where these numbers come from. Price, momentum, volatility, the tradeable universe and the Nifty-500 benchmark are 100% primary NSE (bhav copy, EQUITY_L, index feed). The fundamentals (ROCE · P/E · P/B · margins · growth) are today read mostly from a third-party archive (Screener.in) — ≈91% of rows as of 2026-07 — with NSE XBRL primary filings at ≈9% and growing as the migration lands. Point-in-time dates come from real BSE/NSE filings where captured, else a conservative calibrated lag. We say this plainly because the source matters as much as the number.
| Strategy | How we run it | Since | CAGR | vs Nifty 500 | MaxDD | |
|---|
Low-Volatility
Haugen / min-variance | the 25 lowest-realised-volatility liquid names | 2012-06-01 (14y) | 14.9% | +1.3% | -21% | portfolio → |
Quality (QMJ)
AQR / Buffett-Munger | high ROCE + high margin + low leverage, percentile-blended | 2015-07-01 (11y) | 9.8% | -1.7% | -25% | portfolio → |
Coffee Can
Saurabh Mukherjea / Marcellus | ROCE >=15% (3y) and 5y sales growth >=10% — the clean compounders | 2020-07-01 (6y) | 22.8% | +4.8% | -29% | portfolio → |
CANSLIM
William O'Neil | strong earnings acceleration + near a 52w high + market leadership (RS) | 2024-08-01 | insufficient history (1.9y, 24 rebalances) — not a track record | portfolio → |
GARP (PEG)
Peter Lynch | lowest PEG (PE / 3y earnings growth) among quality names | 2023-07-03 | insufficient history (3.0y, 13 rebalances) — not a track record | portfolio → |
Magic Formula
Joel Greenblatt | combined rank of high return-on-capital + high earnings yield (E/P proxy) | 2023-07-03 | insufficient history (3.0y, 13 rebalances) — not a track record | portfolio → |
Piotroski F-Score
Joseph Piotroski | financial-strength score — 5 of the 9 signals computable today | 2018-07-02 (8y) | 13.7% | +1.3% | -36% | portfolio → |
Graham Deep Value
Benjamin Graham | low P/E and low P/B — shown WITH what deep value did on our data | 2024-04-01 | insufficient history (2.2y, 10 rebalances) — not a track record | portfolio → |
Acquirer's Multiple
Tobias Carlisle | cheapest EV/EBIT — needs PIT enterprise value (phase 2) | not runnable — needs PIT enterprise value | phase 2 |
How to read this menu. These are public, citable rules — we run our closest faithful expression of each against the data we actually hold, and we do not soften the result. Where the textbook needs data we lack point-in-time (enterprise value, cash-flow statement, current ratio), the card says so and the rule is proxied or held for phase 2. The value strategies (Graham, the Magic Formula value leg) are shown with our own recorded numbers — on 14 years of NSE data deep value's alpha was negative — so a low-multiple roster reads as context, never as a signal. Descriptive, not a recommendation.