Note: Previously, the name of this strategy was MRT. Since, we are running Mean Reversion Trading system, both the strategy names appear to be same. Thus, we have changed this strategy name from MRT to RTS(Reversal Trading Strategy).

Stocks are trend following in Long term and Mean reverting in Short term!

We tried to capture this Mean reverting phenomena of stocks using a systematic approach. This strategy is backtested on a universe of all FNO stocks.

MarketScanner always looks for good quantifiable opportunities in the Market. We are doing this webinar in association with Tanmay Agrawal(CA). 

Tanmay Agrawal has a corporate experience of more than 5 years in various MNCs such as EY and Deloitte. He is a systematic trader and has been trading his own systems through algorithms. He is highly data driven and uses python extensively for analysis and execution. 

WEBINAR CONTENTS

Webinar Date and Time: 13th Feb’21 at 11:00 AM (The Live Webinar is now over)

Webinar Recording Fee: Rs. 5000

BACKTESTED RESULTS (with 1X Leverage)

EQUITY CURVE

Strategy Stats

Frequently Asked Questions

Q. Is it an intraday or positional system? 

A. It is pure Intraday System with defined stop loss 

Q : Is it Long/Short system?

A : Yes, it is a long and Short system

Q. What is the tradable universe that you have back tested your strategy? 

A. We have considered all F&O stocks in Cash segment. Price greater then Rupee 20

Q. What is the leverage and Execution cost you have considered?

A. We have taken leverage of 1X only. Execution & Slippage cost is set at 0.12% per trade.

Q. What is the initial capital considered and have you compounded the returns ? 

A. Initial Capital is set to 1 Lac and with no compounding. 

Q. What are the maximum  number trades taken in a day?

A. We have taken max of 3 trades in a day. 

Q. What is the Annual Return and Max Drawdown?

A. Average Annual return is 50% (with no leverage) with Max DD of 17% so that gives use Return/DD = 3 

Q. Is it a rule based model which can be automated? 

A. Yes, it is completely rule based system and can be automated. 

Q. What all be given as part of the training?

A. You will be given complete rules with entry, exit, stop loss. AFL Backtesting code, Excel sheets and Recorded Webinar as part of training. 

Q. What is the fee for this webinar?

A. The fee for this Webinar and its content is Rs. 5000 only.

The Live Webinar is now over. You can buy the webinar recordings, Backtest AFL code, Results Excel sheet and other course material here.