Strategy library

Start with a question. A screen finds matching stocks; a strategy adds portfolio rules and needs evidence after costs. Being implemented does not establish a profitable edge.

Three kinds of strategy live here. 🧑 means the founder thought of it. 🏠 means we designed it in-house. 📚 means it is a public, textbook idea represented by the implementation described here. A familiar name does not establish exact reproduction, complete data or a profitable edge.

Measured verdicts (returns, drawdowns, whether a family passed or failed) live in the validation record and each strategy's own reference page, so there is exactly one copy of every number.

A holding stays until it falls below rank 35; the family rosters draw only on names trading at least ₹5 crore a day.

These are the rules implemented here, including simplified versions. Read each definition before treating it as the named original. A missing roster does not mean zero matches or an unbuilt calculation.

Famous published screens, re-run point-in-time on our own exchange data. Where we cannot reproduce a rule exactly we say so and label it a proxy, never silently substituted.

Where these numbers come from. Price, momentum, volatility, the tradeable universe and the Nifty 500 benchmark come from NSE's own files, and Low-Volatility reads nothing else, so it is shown in full. Six screens that select on company fundamentals are rebuilt on exchange filings and show today's roster.

Retired from this site: the reconstructed records of the fundamentals screens and the Coffee Can screen. Both were built on a fundamentals archive mostly collected from Screener.in, and the exchange filings, which begin in 2019, are too shallow to rebuild them under the primary-sources rule.

Each built screen's rule, re-run as a 25-name book on our own data from its first rebalance, beside Nifty 500 over the same span. Under five years is not a track record, so no per-year figure is printed for it. A reconstruction, not a record of money.

The famous factor families, measured head to head on our own NSE record and shown with what they delivered here, never with textbook claims. The families that failed are shown with their numbers, because the menu includes what does not work.

Return / volatility ratio — not a Sharpe ratio: no risk-free rate is subtracted and costs are modelled flat. Flat cost charges 0.3% of turnover; realistic cost adds the spread and slippage the Nifty 500 hurdle is measured with.

A family with a leg read from company accounts (quality, value, earnings or book yield) rests on the vendor-collected fundamentals archive before 2019, so its figures and its verdict are withheld under the primary-sources rule, until it is rebuilt on exchange filings.

Momentum's edge here is a known risk premium, not stock-picking skill. Quality momentum as measured here blends company quality with strength; the CRAFTSMAN-25 book is a different, price-only rule.

Every entry and exit the factor families have made, newest first. The rule decides these — nobody overrides them, which is the point.