NIFTY BEES — Trend + RSI Strategy Dashboard

Data: 2021-04-06 to 2026-09-24 (5.47 yrs, 1358 trading days) · NIFTYBEES daily closes via Kite Historical API

Your Position

Holding
47,000 units
Avg cost ₹270.00
Current Value
₹12,472,860
@ ₹265.38 (2026-09-24)
Unrealized P&L
₹-217,140
-1.71%
Rule Signal Right Now
STAY LONG
SMA100: ₹272.11 (below) · RSI14: 33.3

Strategy vs Buy & Hold — Full Period

Buy & Hold CAGR
10.03%
MaxDD -16.1% · Sharpe 0.34
Combo Strategy CAGR
12.74%
MaxDD -12.2% · Sharpe 0.59
₹1,00,000 → Buy & Hold
₹168,613
₹1,00,000 → Combo Strategy
₹192,681

Price, Trend & Signals

Equity Curve — Buy & Hold vs Combo Strategy (₹100 base)

In-Sample vs Out-of-Sample (robustness check)

SegmentBuy&Hold CAGRCombo CAGRBuy&Hold MaxDDCombo MaxDD
In-sample (2021-04-06 → 2023-12-29) 16.65%19.66% -16.1%-12.2%
Out-of-sample (2024-01-01 → 2026-09-24) 3.81%6.21% -15.2%-10.9%

Strategy Variant Comparison (full period)

VariantCAGRMax DrawdownSharpeSwitches
Buy & Hold10.03%-16.1%0.34—
SMA-50 trend filter 9.64% -13.5% 0.39 74
SMA-100 trend filter 9.75% -14.2% 0.39 54
SMA-150 trend filter 10.07% -11.0% 0.41 28
SMA-200 trend filter 5.93% -17.3% 0.00 40
Combo: SMA100 + RSI(14) overlay 12.74% -12.2% 0.59 35

Buy / Sell Trigger Log — Combo Strategy (35 signals)

DateActionPriceSMA100RSI14
2026-07-03 ENTER ₹275.91 ₹273.27 59.9
2026-04-09 EXIT ₹269.49 ₹285.73 53.8
2026-03-05 ENTER ₹280.35 ₹291.14 28.7
2026-02-24 EXIT ₹287.85 ₹290.92 50.3
2025-04-17 ENTER ₹266.54 ₹261.78 56.9
2025-04-02 EXIT ₹261.64 ₹262.72 53.7
2025-03-28 ENTER ₹263.21 ₹262.88 66.4
2025-03-27 EXIT ₹263.73 ₹262.97 64.9
2025-03-25 ENTER ₹264.73 ₹263.12 71.8
2025-03-19 EXIT ₹256.70 ₹263.58 54.1
2025-02-25 ENTER ₹252.75 ₹267.29 29.1
2024-12-17 EXIT ₹272.22 ₹275.88 57.5
2024-12-16 ENTER ₹275.48 ₹275.85 59.2
2024-12-10 EXIT ₹274.68 ₹275.80 58.0
2024-12-06 ENTER ₹275.88 ₹275.74 60.0
2024-11-26 EXIT ₹270.54 ₹275.65 51.0
2023-11-16 ENTER ₹218.16 ₹214.98 58.8
2023-11-15 EXIT ₹216.97 ₹214.88 50.8
2023-11-13 ENTER ₹214.55 ₹214.80 53.2
2023-11-10 EXIT ₹214.24 ₹214.63 50.0
2023-04-28 ENTER ₹197.29 ₹195.03 66.8
2023-02-20 EXIT ₹195.59 ₹196.47 50.8
2023-02-16 ENTER ₹197.35 ₹196.29 54.3
2023-02-15 EXIT ₹197.08 ₹196.25 50.2
2022-07-21 ENTER ₹180.54 ₹179.35 65.5
2022-07-07 EXIT ₹175.54 ₹180.40 52.6
2022-06-17 ENTER ₹166.87 ₹182.84 29.0
2022-05-31 EXIT ₹179.87 ₹185.18 54.1
2022-03-31 ENTER ₹188.87 ₹187.39 60.4
2022-03-15 EXIT ₹180.60 ₹188.37 50.5
2022-03-08 ENTER ₹173.40 ₹189.28 28.0
2022-02-11 EXIT ₹188.00 ₹190.62 51.2
2022-01-04 ENTER ₹192.46 ₹188.29 60.5
2022-01-03 EXIT ₹190.72 ₹188.14 53.9
2021-04-07 ENTER ₹158.82 — —

Rule Definition

Trend: price vs SMA(100) on NIFTYBEES daily close.

ENTER / stay long if trend is up, or RSI(14) < 30 (buy capitulation-level dips even before the trend confirms).

EXIT / move to cash only if trend is down and RSI(14) > 50 (wait for downside momentum confirmation, don't sell right at a bounce).

Cash proxy while out of the market: 6.5% p.a. Assumed cost per switch: 0.15% (approximates STT + slippage).