PRIVATE

REAL MARKET DATA

Automated Historical Run

V1 · 1W Entry, requested 2026-01-23 to 2026-09-07. Effective simulation window 2026-01-23 to 2026-09-07.

Performance

Starting Capital

₹10,00,000.00

Ending Value

₹8,21,763.24

Total Return

-17.82%

CAGR

-27.08%

Risk

Maximum Drawdown

-23.01%

MDD Peak

2026-01-29

MDD Bottom

2026-08-24

MDD Recovery

Not Recovered

Days Underwater

221 days

Calendar Return Summary

Worst Calendar Year

2026, -17.82%

Best Calendar Year

2026, -17.82%

Median Calendar-Year Return

-17.82%

Trading

Total Buys

Total Sells

Total Transactions

141

Annual Turnover (Two-Sided)

2,281.84%

Average Holding Period

28.8 days

Portfolio

Average Number of Holdings

9.43

Maximum Single-Position Weight

N/A

Unavailable for runs completed before concentration tracking was added.

Cash at End

₹77,146.52

Open Positions at End

Calendar Year Returns

Year	Calendar-Year Return	Cumulative Portfolio Return
2026 YTD	-17.82%	-17.82%

Simulation Assumptions / Limitations

Price Data

UPSTOX_REAL Daily Close

Price Adjustment

Unadjusted

Corporate Actions

Not Included

Survivorship Bias

Possible

Trading Costs

Not Included

Taxes

Not Included

Circuit Handling

Disabled

Execution Price

Limitations

Uses UPSTOX_REAL stored DailyPrice.close as the official simulation price.
Open, high, low, adjusted close, and corporate action tables are not used.
Stored prices are treated as unadjusted unless provider semantics prove otherwise.
The imported real universe may contain survivorship bias because delisted or inactive historical stocks may be absent.

Unavailable Historical Filters

Historical market-cap filter unavailable: Market Cap >= Rs 2,000 Cr was not applied.
Historical debt/equity filter unavailable: D/E < 2 was not applied.

Position History

Stock	Entry	Qty	Entry Rank	Stop Trigger	Reviews	Exit	Realized	If Held To End	Status
BAAZAR STYLE RETAIL LTDNSE:STYLEBAAZA · Unclassified	2026-01-23₹334.60	298.8643	11W 16.34%	-	2026-02-23: RANK_FAILURE rank 770/30, return 0.33%, age 31d	2026-02-24RANK_FAILURE at ₹326.95	-2.29%	19.40%	CLOSED
JINDAL SAW LIMITEDNSE:JINDALSAW · Unclassified	2026-01-23₹177.72	562.6829	21W 14.93%	-	2026-02-23: RANK_FAILURE rank 727/30, return 0.89%, age 31d	2026-02-24RANK_FAILURE at ₹175.69

Decision / Event Log

Date	Event	Company	Details
2026-01-23	INITIAL_SELECTION	-	{ "eligibleCount": 27, "selectedCount": 10, "unavailableFilters": [ "Historical market-cap filter unavailable: Market Cap >= Rs 2,000 Cr was not applied.", "Historical debt/equity filter unavailable: D/E < 2 was not applied." ] }
2026-01-23	BUY	BAAZAR STYLE RETAIL LTD (STYLEBAAZA)	{ "price": 334.6, "source": "INITIAL_SELECTION", "quantity": 298.8643, "entryRank": 1, "allocation": 100000, "sourceDates": { "return1M": { "actualEndDate": "2026-01-23", "actualStartDate": "2025-12-23", "requestedStartDate": "2025-12-23" }, "return3M": { "actualEndDate": "2026-01-23", "actualStartDate": "2025-10-23", "requestedStartDate": "2025-10-23" }, "entryMomentum": { "actualEndDate": "2026-01-23", "actualStartDate": "2026-01-16", "requestedStartDate": "2026-01-16" } }, "entryReturn1M": 22.6989, "entryReturn3M": 1.1946, "entryMomentumDays": 7, "entryMomentumLabel": "1W", "entryMomentumReturn": 16.3421 }
2026-01-23	BUY	JINDAL SAW LIMITED (JINDALSAW)	{ "price": 177.72, "source": "INITIAL_SELECTION", "quantity": 562.6829, "entryRank": 2, "allocation": 100000, "sourceDates": { "return1M": { "actualEndDate": "2026-01-23", "actualStartDate": "2025-12-23", "requestedStartDate": "2025-12-23" }, "return3M": { "actualEndDate": "2026-01-23", "actualStartDate": "2025-10-23", "requestedStartDate": "2025-10-23" }, "entryMomentum": { "actualEndDate": "2026-01-23", "actualStartDate": "2026-01-16", "requestedStartDate": "2026-01-16" } }, "entryReturn1M": 5.3843, "entryReturn3M": -5.0184, "entryMomentumDays": 7, "entryMomentumLabel": "1W", "entryMomentumReturn": 14.925 }

Date

Event

Company

Details

2026-01-23

INITIAL_SELECTION

{
  "eligibleCount": 27,
  "selectedCount": 10,
  "unavailableFilters": [
    "Historical market-cap filter unavailable: Market Cap >= Rs 2,000 Cr was not applied.",
    "Historical debt/equity filter unavailable: D/E < 2 was not applied."
  ]
}

2026-01-23

BUY

BAAZAR STYLE RETAIL LTD (STYLEBAAZA)

{
  "price": 334.6,
  "source": "INITIAL_SELECTION",
  "quantity": 298.8643,
  "entryRank": 1,
  "allocation": 100000,
  "sourceDates": {
    "return1M": {
      "actualEndDate": "2026-01-23",
      "actualStartDate": "2025-12-23",
      "requestedStartDate": "2025-12-23"
    },
    "return3M": {
      "actualEndDate": "2026-01-23",
      "actualStartDate": "2025-10-23",
      "requestedStartDate": "2025-10-23"
    },
    "entryMomentum": {
      "actualEndDate": "2026-01-23",
      "actualStartDate": "2026-01-16",
      "requestedStartDate": "2026-01-16"
    }
  },
  "entryReturn1M": 22.6989,
  "entryReturn3M": 1.1946,
  "entryMomentumDays": 7,
  "entryMomentumLabel": "1W",
  "entryMomentumReturn": 16.3421
}

2026-01-23

BUY

JINDAL SAW LIMITED (JINDALSAW)

{
  "price": 177.72,
  "source": "INITIAL_SELECTION",
  "quantity": 562.6829,
  "entryRank": 2,
  "allocation": 100000,
  "sourceDates": {
    "return1M": {
      "actualEndDate": "2026-01-23",
      "actualStartDate": "2025-12-23",
      "requestedStartDate": "2025-12-23"
    },
    "return3M": {
      "actualEndDate": "2026-01-23",
      "actualStartDate": "2025-10-23",
      "requestedStartDate": "2025-10-23"
    },
    "entryMomentum": {
      "actualEndDate": "2026-01-23",
      "actualStartDate": "2026-01-16",
      "requestedStartDate": "2026-01-16"
    }
  },
  "entryReturn1M": 5.3843,
  "entryReturn3M": -5.0184,
  "entryMomentumDays": 7,
  "entryMomentumLabel": "1W",
  "entryMomentumReturn": 14.925
}

Daily Equity

Date	Cash	Invested	Total Equity	Return	Drawdown	Open Positions
2026-01-23	₹0.00	₹10,00,000.00	₹10,00,000.00	0.00%	0.00%	10
2026-01-27	₹0.00	₹10,19,123.44	₹10,19,123.44	1.91%	0.00%	10
2026-01-28	₹0.00	₹10,41,777.30	₹10,41,777.30	4.18%	0.00%	10
2026-01-29	₹0.00	₹10,60,723.01	₹10,60,723.01	6.07%	0.00%	10
2026-01-30	₹0.00	₹10,16,185.02	₹10,16,185.02	1.62%	-4.20%	10
2026-02-01	₹0.00	₹9,55,550.87	₹9,55,550.87	-4.44%	-9.92%	10
2026-02-02	₹87,319.31	₹8,89,414.65