Breakout trend-follower Simulated example

Buys 20-session breakouts on volume in names above their 200-session average; trails a 2 × ATR stop.

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 b966ff90a31e… verified

Universe: NIFTY 500, average turnover ≥ ₹100 lakh
Entry: 20-session breakout AND Volume ratio(20) ≥ 1.5 AND Close > SMA(200); ranked by Relative strength vs NIFTY 50, 60 sessions, highest first; at most 3 new a day
Timing: signals at the close, orders at the next session's open
Size: risk 1% of equity per trade, sized off the stop, max 12 positions
Risk: largest position 15%, largest sector 35%, no new entries after a 3% day's loss
Stop: trailing, 2 × ATR(14) below the highest close
Target: none
Exit: Close < SMA(50) 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": 3,
        "rank": {
            "by": "rs_nifty_60",
            "order": "desc"
        },
        "scanner_rules_hash": null,
        "scanner_version_id": null,
        "where": {
            "all": [
                {
                    "left": "breakout_20d",
                    "op": "==",
                    "right": {
                        "value": 1
                    }
                },
                {
                    "left": "volume_ratio_20",
                    "op": ">=",
                    "right": {
                        "value": 1.5
                    }
                },
                {
                    "left": "close",
                    "op": ">",
                    "right": {
                        "feature": "sma_200",
                        "times": 1
                    }
                }
            ]
        }
    },
    "exit": {
        "max_holding_days": 0,
        "where": {
            "any": [
                {
                    "left": "close",
                    "op": "<",
                    "right": {
                        "feature": "sma_50",
                        "times": 1
                    }
                }
            ]
        }
    },
    "rebalance": "daily",
    "risk": {
        "daily_loss_guard_pct": 3,
        "max_position_pct": 15,
        "max_positions": 12,
        "max_sector_pct": 35
    },
    "sizing": {
        "method": "risk_per_trade",
        "value": 1
    },
    "stop": {
        "method": "trailing_atr",
        "value": 2
    },
    "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.