Backtest Results

NTI timing strategy vs Buy & Hold Nifty 50 — historical simulation

Backtest Period →

Starting Capital ₹10,00,000

Transaction Cost 0.1% per trade

Model Version

CAGR %

Sharpe Ratio

Sortino Ratio

Max Drawdown -%

Calmar Ratio

Win Rate %

Total Trades

Days in Market %

Alpha vs Buy & Hold %

Strategy Rules

NTI Zone	Score Range	Equity Allocation
EXTREME_BUY	0–15	100% Equity
STRONG_BUY	16–30	100% Equity
BUY_LEAN	31–45	100% Equity
NEUTRAL	46–55	50% Equity / 50% Cash
SELL_LEAN	56–69	0% Equity (All Cash)
STRONG_SELL	70–84	0% Equity (All Cash)
EXTREME_SELL	85–100	0% Equity (All Cash)

⚠️ Disclaimer: Past performance does not guarantee future results. This backtest uses historical data with simulated transaction costs. Actual results may differ significantly. This is not investment advice.