Momentum Portfolio Metrics - January 2018

This page is part of analysis of momentum stock portfolios of Nifty 500 stocks using Rolling Momentum Stock Portfolio Strategy. For more, read the article.

On this page, we track the performance and draw-down metrics of the January 2018 momentum stock portfolio for top 10, 20 & 30 momentum stocks and compare it to the Nifty 50 and Nifty 500 index benchmarks.  The charts will get updated every day at 8 PM IST after the market closes.

Here is the list of top 30 momentum stocks for January 2018 (list is generated at December 2017 end & portfolio entered at closing prices on the first market working day of the January 2018 , 2017).

Date Symbol Close Momentum Score
Date Symbol Close Momentum Score

Performance of previous momentum portfolios can be tracked on June, July, August, SeptemberOctober November and December month momentum portfolio pages.

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13 comments

  1. ATUL 13 January, 2018 at 20:42 Reply

    Hi
    This is an excellent strategy. I have 2 queries – 1) Would like to know whether you have back tested less than 10 stocks (say top 5 stocks only) – to check whether the returns are higher in that case and
    2) In this strategy, we hold on to the purchased stocks for the holding period (say 12 months) irrespective of whether they qualify or not from 2nd month onwards…Then, after the holding period is over, we immediately sell those stock holdings that were no longer qualifying as momentum stocks – Right?
    Thanks

  2. Atul 13 January, 2018 at 21:47 Reply

    Thanks for the quick reply. After reading the original article and related questions just now, I have another query –

    What is the reason for recommending a 4 month investment interval for a 12 month holding period and 2 month interval for 6 month holding period?

    Alternatively, is it OK if I just invest 10K every month into each of the top 10 stocks like a SIP and relook at the 1st investment of 1 lac after 12 months to filter out the drop outs…and repeat the process for 13th month and so on…would that be aligned with the recommended strategy?

    • Raghunath
      Raghunath 14 January, 2018 at 00:51 Reply

      The interval is to have overlapping portfolios of 3 tranches in order to catch the different momentum stocks at regular intervals instead of going in all at once.

      You can invest how much ever you want. Just buy 10 stocks giving equal weight for each stock.

  3. Suhas Kothavale
    Suhas Kothavale 26 January, 2018 at 17:30 Reply

    Dear Raghunath,
    Have you uploaded your new web based app for hedging these portfolio ? You were to launch it today as per your update on twitter.

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