Pullback in an uptrend, on volume Simulated example

The finance blueprint's example strategy, written in this format. Its ROCE and debt/equity conditions are left out: the stored filings carry the profit and loss statement only, not the balance sheet.

Backtest 1.0.0 Run it on paper Sweep or walk-forward Copy and change All strategies

Version 1.0.0 · current

Initial · saved 25 Sep 2026 · checksum 8cfa4ed9054b… verified

Universe: NIFTY 500, average turnover ≥ ₹100 lakh
Entry: RSI(14) < 35 AND Close > SMA(200) AND Volume > 2 × Average volume(20); ranked by RSI(14), lowest first
Timing: signals at the close, orders at the next session's open
Size: 10% of equity per position, max 10 positions
Risk: largest position 10%, largest sector 40%
Stop: 1.5 × ATR(14) from entry
Target: none
Exit: RSI(14) > 65 OR 20 sessions held OR stop
Rebalance: daily
Costs: in_eq_delivery_2026.09 (simulated charges)
Benchmark: NIFTY 50
Capital: ₹10,00,000 virtual
Change: preset

The spec as JSON

{
    "benchmark": "NIFTY 50",
    "capital": {
        "initial": 1000000
    },
    "costs": {
        "model": "in_eq_delivery_2026.09"
    },
    "entry": {
        "max_new_per_day": 0,
        "rank": {
            "by": "rsi_14",
            "order": "asc"
        },
        "scanner_rules_hash": null,
        "scanner_version_id": null,
        "where": {
            "all": [
                {
                    "left": "rsi_14",
                    "op": "<",
                    "right": {
                        "value": 35
                    }
                },
                {
                    "left": "close",
                    "op": ">",
                    "right": {
                        "feature": "sma_200",
                        "times": 1
                    }
                },
                {
                    "left": "volume",
                    "op": ">",
                    "right": {
                        "feature": "avg_volume_20",
                        "times": 2
                    }
                }
            ]
        }
    },
    "exit": {
        "max_holding_days": 20,
        "where": {
            "any": [
                {
                    "left": "rsi_14",
                    "op": ">",
                    "right": {
                        "value": 65
                    }
                }
            ]
        }
    },
    "rebalance": "daily",
    "risk": {
        "daily_loss_guard_pct": 0,
        "max_position_pct": 10,
        "max_positions": 10,
        "max_sector_pct": 40
    },
    "sizing": {
        "method": "pct_equity",
        "value": 10
    },
    "stop": {
        "method": "atr",
        "value": 1.5
    },
    "target": {
        "method": "none",
        "value": 0
    },
    "timing": {
        "execution": "next_open",
        "signal": "close"
    },
    "universe": {
        "kind": "nifty500",
        "min_turnover_lakh": 100,
        "value": null
    }
}

Simulated. Versions are never edited: a change is a new version, and the version number says how big a change it was - major for universe, entry, timing or exit; minor for size, risk, stop, target or rebalance; patch for costs, benchmark or capital.