📰 Featured Strategy

Momentum × Low-Liquidity Premium
NSE India — 19-Year Backtest

Research published in a leading personal finance study found that combining high-momentum with low scaled turnover (illiquid, uncrowded stocks) produced 19.43% net CAGR vs 10.42% for Nifty 50, over December 2006–December 2025, after all taxes and transaction costs.

The strategy is pre-loaded below. Click Run Backtest to verify the results yourself.

19.43%
Net CAGR (study)
10.42%
Nifty 50 CAGR
+8.97%/yr
Alpha
19 years
Period
15 stocks
Portfolio

Strategy Rules

Exact parameters from the study — no changes made.

1
🏢Start with top 200 by market cap

NSE 500 stocks, ranked 1–200 by market cap. Filter PE > 0 (profitable companies only).

2
📈Keep top 30 by 12-month Momentum

From those 200, pick the 30 stocks with the highest trailing 12-month returns.

3
💧Filter to bottom 15 by Scaled Turnover

From those 30 high-momentum stocks, keep only the 15 with the lowest trading volume (least crowded). Annual rebalance, equal weight.

Universe: NSE 500 (rank 1–200)Slippage: 0.05%Transaction cost: 0.11%Equal weightAnnual rebalanceDec 2006 – Dec 2025

Slippage Sensitivity

The strategy beats Nifty 50 (10.42%) at every slippage level, including a conservative 0.50% estimate.

SlippageNet CAGRvs Nifty
0.00%20.85%+10.43%/yr
0.05%← article baseline19.43%+9.01%/yr
0.15%17.22%+6.80%/yr
0.20%16.42%+6.00%/yr
0.50%13.91%+3.49%/yr

Verify the Results Yourself

The strategy is pre-loaded. Click below to run the exact backtest on our Modal serverless backend using 18+ years of NSE data.

Free account required. Backtests from ₹29 — chat with Buddy is free.

💡 What is Scaled Turnover?

Scaled Turnover = trading volume ÷ shares outstanding. A low value means the stock trades infrequently relative to its float — it's less "crowded" by institutional traders. The hypothesis: stocks that are high-momentum AND low-liquidity earn an extra premium because most institutions can't easily take large positions in them, leaving the alpha for smaller retail investors who can.

Key findings from the study

  • Strategy beats Nifty 50 at all 5 slippage levels tested (0% to 0.50%)
  • Annual rebalancing (not monthly) is tax-efficient — lower STCG exposure
  • The liquidity filter reduces drawdown compared to pure momentum
  • Starting universe limited to top 200 by market cap reduces small-cap noise
  • Equal weighting outperformed market-cap weighting in this study
🧪

Want to explore variations?

What if you used the top 500 instead of top 200? Or monthly rebalancing? Or added a PE filter? Our AI strategy builder (Buddy) will help you run any variation.

Open Strategy Builder →

Educational Research Only. BacktestIndia.com is not SEBI-registered and operates under SEBI (Investment Advisers) Regulations 2013, Regulation 3(1)(d) exemption as a DIY educational tool. Backtest results represent historical simulations, not future performance guarantees. All taxes (12.5% LTCG / 20% STCG per Finance Act 2024, Sections 112A & 111A), transaction costs (0.11%), and slippage (0.05%) are modelled. Tax methodology note: Finance Act 2024 rates are applied uniformly across the entire backtest period (Dec 2006–Dec 2025). Pre-July 2024 actual rates were lower (10% LTCG / 15% STCG), so historical net CAGR figures are conservatively stated — actual after-tax returns for that period would have been modestly higher under the rates in force at the time. This is not investment advice. Consult a SEBI-registered investment adviser before making investment decisions.

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