Backtests>Nifty 50>Reversal Signals>Lorentzian Classifier (Machine Learning based indicator)>Sell
Overall Summary of (correctness of) Strategy Prediction Positive outcomes:
Stock | 1-Pd | 2-Pd | 3-Pd | 4-Pd | 5-Pd | 10-Pd | 15-Pd | 22-Pd | 30-Pd | Overall |
---|---|---|---|---|---|---|---|---|---|---|
ADANIENT | 50.00% of (30) | 55.17% of (29) | 46.43% of (28) | 51.85% of (27) | 57.69% of (26) | 71.43% of (21) | 93.75% of (16) | 100.00% of (9) | 100.00% of (1) | 60.43% of (187) |
ADANIPORTS | 38.71% of (31) | 40.00% of (30) | 34.48% of (29) | 35.71% of (28) | 37.04% of (27) | 36.36% of (22) | 29.41% of (17) | 0.00% of (10) | 0.00% of (2) | 34.18% of (196) |
APOLLOHOSP | 50.00% of (30) | 62.07% of (29) | 67.86% of (28) | 74.07% of (27) | 65.38% of (26) | 61.90% of (21) | 68.75% of (16) | 66.67% of (9) | 100.00% of (1) | 64.17% of (187) |
ASIANPAINT | 53.33% of (30) | 48.28% of (29) | 46.43% of (28) | 40.74% of (27) | 42.31% of (26) | 28.57% of (21) | 43.75% of (16) | 11.11% of (9) | 0.00% of (1) | 42.25% of (187) |
AXISBANK | 63.33% of (30) | 58.62% of (29) | 57.14% of (28) | 62.96% of (27) | 57.69% of (26) | 57.14% of (21) | 50.00% of (16) | 33.33% of (9) | 0.00% of (1) | 57.22% of (187) |
BAJAJ-AUTO | 56.67% of (30) | 58.62% of (29) | 64.29% of (28) | 66.67% of (27) | 65.38% of (26) | 66.67% of (21) | 81.25% of (16) | 100.00% of (9) | 100.00% of (1) | 66.31% of (187) |
BAJAJFINSV | 60.00% of (30) | 48.28% of (29) | 50.00% of (28) | 55.56% of (27) | 53.85% of (26) | 61.90% of (21) | 68.75% of (16) | 88.89% of (9) | 100.00% of (1) | 57.75% of (187) |
BAJFINANCE | 50.00% of (30) | 48.28% of (29) | 57.14% of (28) | 62.96% of (27) | 53.85% of (26) | 57.14% of (21) | 56.25% of (16) | 22.22% of (9) | 100.00% of (1) | 53.48% of (187) |
BHARTIARTL | 58.06% of (31) | 60.00% of (30) | 62.07% of (29) | 64.29% of (28) | 66.67% of (27) | 68.18% of (22) | 88.24% of (17) | 100.00% of (10) | 100.00% of (2) | 67.35% of (196) |
BPCL | 51.61% of (31) | 40.00% of (30) | 41.38% of (29) | 39.29% of (28) | 33.33% of (27) | 36.36% of (22) | 47.06% of (17) | 30.00% of (10) | 50.00% of (2) | 40.82% of (196) |
BRITANNIA | 56.67% of (30) | 51.72% of (29) | 60.71% of (28) | 66.67% of (27) | 69.23% of (26) | 71.43% of (21) | 68.75% of (16) | 88.89% of (9) | 100.00% of (1) | 64.17% of (187) |
CIPLA | 50.00% of (30) | 44.83% of (29) | 42.86% of (28) | 40.74% of (27) | 38.46% of (26) | 52.38% of (21) | 37.50% of (16) | 44.44% of (9) | 0.00% of (1) | 43.85% of (187) |
COALINDIA | 43.33% of (30) | 44.83% of (29) | 46.43% of (28) | 48.15% of (27) | 46.15% of (26) | 47.62% of (21) | 62.50% of (16) | 33.33% of (9) | 0.00% of (1) | 46.52% of (187) |
DIVISLAB | 63.33% of (30) | 62.07% of (29) | 64.29% of (28) | 66.67% of (27) | 73.08% of (26) | 57.14% of (21) | 75.00% of (16) | 100.00% of (9) | 100.00% of (1) | 67.38% of (187) |
DRREDDY | 35.48% of (31) | 36.67% of (30) | 37.93% of (29) | 39.29% of (28) | 33.33% of (27) | 45.45% of (22) | 58.82% of (17) | 10.00% of (10) | 0.00% of (2) | 37.76% of (196) |
EICHERMOT | 40.00% of (30) | 48.28% of (29) | 46.43% of (28) | 55.56% of (27) | 53.85% of (26) | 47.62% of (21) | 50.00% of (16) | 22.22% of (9) | 0.00% of (1) | 47.06% of (187) |
GRASIM | 48.39% of (31) | 43.33% of (30) | 37.93% of (29) | 50.00% of (28) | 48.15% of (27) | 54.55% of (22) | 41.18% of (17) | 80.00% of (10) | 100.00% of (2) | 48.47% of (196) |
HCLTECH | 56.67% of (30) | 72.41% of (29) | 60.71% of (28) | 55.56% of (27) | 50.00% of (26) | 71.43% of (21) | 43.75% of (16) | 55.56% of (9) | 100.00% of (1) | 59.36% of (187) |
HDFCBANK | 56.67% of (30) | 68.97% of (29) | 64.29% of (28) | 66.67% of (27) | 65.38% of (26) | 61.90% of (21) | 56.25% of (16) | 77.78% of (9) | 100.00% of (1) | 64.17% of (187) |
HDFCLIFE | 50.00% of (30) | 55.17% of (29) | 60.71% of (28) | 40.74% of (27) | 38.46% of (26) | 47.62% of (21) | 50.00% of (16) | 22.22% of (9) | 100.00% of (1) | 48.13% of (187) |
HEROMOTOCO | 56.67% of (30) | 55.17% of (29) | 57.14% of (28) | 55.56% of (27) | 57.69% of (26) | 52.38% of (21) | 50.00% of (16) | 22.22% of (9) | 100.00% of (1) | 54.01% of (187) |
HINDALCO | 54.84% of (31) | 63.33% of (30) | 55.17% of (29) | 67.86% of (28) | 66.67% of (27) | 90.91% of (22) | 88.24% of (17) | 100.00% of (10) | 100.00% of (2) | 69.39% of (196) |
HINDUNILVR | 50.00% of (30) | 51.72% of (29) | 53.57% of (28) | 48.15% of (27) | 42.31% of (26) | 66.67% of (21) | 50.00% of (16) | 33.33% of (9) | 100.00% of (1) | 50.80% of (187) |
ICICIBANK | 51.61% of (31) | 53.33% of (30) | 58.62% of (29) | 53.57% of (28) | 51.85% of (27) | 63.64% of (22) | 58.82% of (17) | 60.00% of (10) | 100.00% of (2) | 56.12% of (196) |
INDUSINDBK | 43.33% of (30) | 44.83% of (29) | 50.00% of (28) | 33.33% of (27) | 30.77% of (26) | 47.62% of (21) | 43.75% of (16) | 0.00% of (9) | 0.00% of (1) | 39.57% of (187) |
INFY | 60.00% of (30) | 51.72% of (29) | 53.57% of (28) | 55.56% of (27) | 57.69% of (26) | 57.14% of (21) | 31.25% of (16) | 66.67% of (9) | 100.00% of (1) | 54.55% of (187) |
ITC | 46.67% of (30) | 51.72% of (29) | 53.57% of (28) | 48.15% of (27) | 50.00% of (26) | 57.14% of (21) | 50.00% of (16) | 33.33% of (9) | 0.00% of (1) | 49.73% of (187) |
JSWSTEEL | 50.00% of (30) | 65.52% of (29) | 71.43% of (28) | 70.37% of (27) | 65.38% of (26) | 100.00% of (21) | 100.00% of (16) | 100.00% of (9) | 100.00% of (1) | 73.26% of (187) |
KOTAKBANK | 53.33% of (30) | 62.07% of (29) | 57.14% of (28) | 59.26% of (27) | 65.38% of (26) | 66.67% of (21) | 75.00% of (16) | 100.00% of (9) | 100.00% of (1) | 63.64% of (187) |
LT | 43.33% of (30) | 41.38% of (29) | 39.29% of (28) | 44.44% of (27) | 42.31% of (26) | 47.62% of (21) | 50.00% of (16) | 11.11% of (9) | 0.00% of (1) | 41.71% of (187) |
LTIM | 58.06% of (31) | 56.67% of (30) | 58.62% of (29) | 57.14% of (28) | 59.26% of (27) | 63.64% of (22) | 52.94% of (17) | 90.00% of (10) | 100.00% of (2) | 60.20% of (196) |
M&M | 54.84% of (31) | 53.33% of (30) | 58.62% of (29) | 64.29% of (28) | 70.37% of (27) | 77.27% of (22) | 94.12% of (17) | 90.00% of (10) | 100.00% of (2) | 66.84% of (196) |
MARUTI | 43.33% of (30) | 48.28% of (29) | 53.57% of (28) | 62.96% of (27) | 53.85% of (26) | 61.90% of (21) | 93.75% of (16) | 100.00% of (9) | 100.00% of (1) | 59.36% of (187) |
NESTLEIND | 53.33% of (30) | 48.28% of (29) | 46.43% of (28) | 59.26% of (27) | 61.54% of (26) | 66.67% of (21) | 75.00% of (16) | 66.67% of (9) | 100.00% of (1) | 57.75% of (187) |
NTPC | 43.33% of (30) | 65.52% of (29) | 60.71% of (28) | 62.96% of (27) | 57.69% of (26) | 66.67% of (21) | 93.75% of (16) | 100.00% of (9) | 100.00% of (1) | 64.17% of (187) |
ONGC | 43.33% of (30) | 27.59% of (29) | 21.43% of (28) | 29.63% of (27) | 30.77% of (26) | 38.10% of (21) | 31.25% of (16) | 11.11% of (9) | 0.00% of (1) | 30.48% of (187) |
POWERGRID | 40.00% of (30) | 44.83% of (29) | 50.00% of (28) | 55.56% of (27) | 57.69% of (26) | 66.67% of (21) | 68.75% of (16) | 44.44% of (9) | 0.00% of (1) | 52.41% of (187) |
RELIANCE | 43.33% of (30) | 37.93% of (29) | 39.29% of (28) | 40.74% of (27) | 42.31% of (26) | 33.33% of (21) | 25.00% of (16) | 0.00% of (9) | 0.00% of (1) | 36.36% of (187) |
SBILIFE | 38.71% of (31) | 36.67% of (30) | 31.03% of (29) | 32.14% of (28) | 33.33% of (27) | 36.36% of (22) | 17.65% of (17) | 10.00% of (10) | 50.00% of (2) | 32.14% of (196) |
SBIN | 53.33% of (30) | 51.72% of (29) | 57.14% of (28) | 59.26% of (27) | 57.69% of (26) | 52.38% of (21) | 56.25% of (16) | 44.44% of (9) | 0.00% of (1) | 54.55% of (187) |
SHRIRAMFIN | 56.67% of (30) | 55.17% of (29) | 67.86% of (28) | 74.07% of (27) | 69.23% of (26) | 61.90% of (21) | 56.25% of (16) | 100.00% of (9) | 100.00% of (1) | 65.24% of (187) |
SUNPHARMA | 53.33% of (30) | 58.62% of (29) | 64.29% of (28) | 66.67% of (27) | 73.08% of (26) | 95.24% of (21) | 100.00% of (16) | 100.00% of (9) | 100.00% of (1) | 71.66% of (187) |
TATACONSUM | 40.00% of (30) | 34.48% of (29) | 32.14% of (28) | 37.04% of (27) | 30.77% of (26) | 38.10% of (21) | 37.50% of (16) | 0.00% of (9) | 0.00% of (1) | 33.69% of (187) |
TATAMOTORS | 33.33% of (30) | 34.48% of (29) | 32.14% of (28) | 25.93% of (27) | 26.92% of (26) | 9.52% of (21) | 0.00% of (16) | 0.00% of (9) | 0.00% of (1) | 24.06% of (187) |
TATASTEEL | 48.39% of (31) | 50.00% of (30) | 48.28% of (29) | 50.00% of (28) | 51.85% of (27) | 72.73% of (22) | 94.12% of (17) | 100.00% of (10) | 100.00% of (2) | 59.18% of (196) |
TCS | 33.33% of (30) | 31.03% of (29) | 32.14% of (28) | 40.74% of (27) | 26.92% of (26) | 0.00% of (21) | 0.00% of (16) | 0.00% of (9) | 0.00% of (1) | 24.60% of (187) |
TECHM | 56.67% of (30) | 51.72% of (29) | 50.00% of (28) | 59.26% of (27) | 53.85% of (26) | 57.14% of (21) | 37.50% of (16) | 44.44% of (9) | 100.00% of (1) | 52.94% of (187) |
TITAN | 53.33% of (30) | 51.72% of (29) | 64.29% of (28) | 55.56% of (27) | 61.54% of (26) | 57.14% of (21) | 50.00% of (16) | 33.33% of (9) | 0.00% of (1) | 55.08% of (187) |
ULTRACEMCO | 51.61% of (31) | 46.67% of (30) | 51.72% of (29) | 57.14% of (28) | 62.96% of (27) | 68.18% of (22) | 58.82% of (17) | 30.00% of (10) | 50.00% of (2) | 54.59% of (196) |
WIPRO | 51.61% of (31) | 53.33% of (30) | 44.83% of (29) | 53.57% of (28) | 40.74% of (27) | 59.09% of (22) | 70.59% of (17) | 80.00% of (10) | 100.00% of (2) | 54.08% of (196) |
^NSEI | 53.33% of (30) | 44.83% of (29) | 53.57% of (28) | 48.15% of (27) | 50.00% of (26) | 61.90% of (21) | 56.25% of (16) | 44.44% of (9) | 0.00% of (1) | 51.34% of (187) |
SUMMARY | 49.90% of (1543) | 50.40% of (1492) | 51.28% of (1441) | 53.17% of (1390) | 51.98% of (1339) | 56.83% of (1084) | 57.66% of (829) | 53.18% of (472) | 62.50% of (64) | 52.63% of (9654) |