Thursday, 30 April 2026
New strategy
YP
Strategy builder · No-code

Compose a strategy in six blocks.

Each block reads top-to-bottom: where can it buy, what filters apply, how to rank, how to size, how often to rebalance, and what frictions to model. Every change re-renders the plain-English summary on the right.

Real Yahoo Finance data
01

Universe

Where the strategy can buy
Current constituents only. Survivorship-bias-free historical membership ships in v2.
02

Filters

Stocks must satisfy all of these to be eligible
Above 200-DMA
Long-only trend filter; classic momentum overlay
Min average daily traded value
60-day rolling, excludes illiquid names
₹Cr
≈ ₹5.00Cr of daily turnover required
Exclude sectors
Optional — toggle off sectors you don't want
03

Ranking

How eligible stocks compete for portfolio slots
04

Portfolio construction

How to size and limit positions
Holdings (top N)
stocks
Max single-position weight
%
Initial capital
₹L
05

Rebalance & period

Cadence and the test window
Rebalance frequency
Backtest window
→
06

Costs & execution

The realistic frictions
Cost preset
Slippage
One-way slippage in basis points (10 bps = 0.10%)
bps
Execution price
Max ADV participation
Capped fraction of average traded value
%
Strategy in plain English

From the Nifty 50 universe, this strategy filters for stocks trading above their 200-day moving average with at least ₹5 Cr of 60-day average daily traded value. It then ranks remaining names by 6-month price momentum, picks the top 10, and weights them equally with a 15% per-position cap. The portfolio rebalances monthly, executing at the next session's open with 10 bps of slippage and a 5.0% ADV liquidity cap. Costs use the discount-broker (delivery) preset including STT, exchange charges, GST on fees, stamp duty, and SEBI turnover fee.

Run backtest
Real Yahoo Finance data, India-cost engine, ~10–25s for Nifty 50
Universe
Nifty 50
Capital
₹10.00L
Holdings
10
Cadence
monthly
Cost preset
Discount
Slippage
10 bps
Hits Yahoo Finance for daily OHLCV + adjusted close, then runs the full India-cost engine in-process. First run for a universe takes 10–30 seconds; subsequent runs hit the disk cache.
Tip

Try the same strategy at three slippage levels (5 / 15 / 30 bps) and three holding counts (10 / 20 / 30) on the Compare page — that's the robustness check that separates real edge from backtest illusion.