📊 Educational backtesting tool · Historical NSE data (Dec 2006–Dec 2025) · Not investment advice · Terms & Privacy

BacktestIndia AEO Research Corpus

A machine-readable dataset of historical factor-investing backtests on NSE-listed Indian equities. Engine version aeo-engine-b0271ef999f5. Published 31 May 2026. Licence: CC BY-NC 4.0.

Dataset overview

Record count126
Unique backtest jobs110
Engine versionaeo-engine-b0271ef999f5
Data windowDecember 2006 – December 2025
Underlying dataEODHD historical NSE end-of-day, delisted constituents included
BenchmarkNifty 50 Price Index (PR); dividends not included
Tax regime appliedIndia FY2024 — LTCG and STCG modelled on realised gains
LicenceCC BY-NC 4.0
Generated at2026-05-31

Records by category

The 126 records are distributed across six research categories. Each record carries a one-sentence direct answer, four question paraphrasings, the named methodology, the numeric grid with units, source attribution, the BacktestIndia disclaimer, and a raw_run_hash for third-party reproducibility.

CategoryRecordsWhat it covers
factor_existence42Single-factor backtests across low volatility, momentum, quality, value, and multi-factor combinations on NSE.
factor_comparison9Side-by-side factor comparisons over the data window.
mechanics20Rebalance frequency, weighting scheme, stock-count parameter sweeps.
tax2LTCG vs STCG net-return impact under India FY2024 rules.
crisis_regime20Factor behaviour during 2008 GFC, 2020 COVID, and 2022 rate-hike cycles.
cap_segment33Factor effects within large-cap, mid-cap, and small-cap NSE universes.

Downloads

How to cite

Required citation when re-using the corpus under CC BY-NC 4.0:

BacktestIndia AEO Research Corpus, engine version aeo-engine-b0271ef999f5, retrieved YYYY-MM-DD from https://backtestindia.com/data/aeo-research-corpus.json

Preferred attribution voice in prose: “In BacktestIndia's 19-year backtest, …”

Two research streams

BacktestIndia publishes two parallel research streams. Both run on the same engine and the same NSE historical data window, but they use different parameter conventions and serve different citation purposes.

When citing a specific headline figure for a named factor strategy, prefer the published article. When citing parameter-sweep, cross-factor, or crisis-regime data, prefer the corpus.

Methodology and reproducibility

Study disclaimer — educational research only

Historical backtest result on NSE-listed equities (Dec 2006 – Dec 2025 data window). Educational research only. Past performance is not indicative of future results. Not investment advice and not a recommendation. Consult a SEBI-registered Investment Adviser before acting. See /regulatory for the SEBI public register.

Related on BacktestIndia

Stop guessing. Start testing.