QUANT SYSTEM OVERVIEW & SYSTEM TRIGGER - 11.06.24

From the desk of Capt.D.Ganesh Raja                                                                       

DISCLAIMER

Please be informed that the author of this blog by Capt Ganesh Raja Dhanuskodi (Hereinafter called Capt Ganesh) is not a SEBI registered Research Analyst or Financial Advisor. Capt Ganesh writes this blog to express his views based of more than two decades of experience in capital markets and based on the Quant system which he has invented and he does not do this for “consideration” as per SEBI regulations, which means he does not receive economic benefit through it. Readers of this blog must seek advice from registered Investment Advisors / Research Analysts before taking any trading or investment decisions.

Capt Ganesh has been investing and trading actively since 2001, building trading models since 2013 and has invented an AI based intraday trading system, which has a pending patent approval.

Dear Friends,

Today is a momentous day, since my personal portfolio has generated 100% returns in about 10 months, even though the funds were invested in a calibrated manner. Still, I am taking the time period from the first investment. I have stuck to my own methodology and research to achieve this kind of returns.  

I had to travel to Dubai for various other work, which leaves me with very little time to write a detailed blog. Moreover, I have discussed in detail in my previous blogs and things or more or less on track, including my view on India VIX.

The 10 year Government Security index is again rallying sharply and this aided by a stable rupee and falling VIX favour the uptrend to continue in minor timeframe.

I will quickly wrap this up with Quant system triggers.

QUANT SYSTEM HAS TRIGGERED EXIT SIGNAL IN FOLLOWING:

1.     LIC:  Last close  –842.45. System has triggered an exit at these levels resulting in absolute profit of 52.85%, since August 2023.

NEW SYSTEM TRIGGERS FOR MOCK PORTFOLIO

1.      TATA CONSUMER PRODUCTS: Last close – 1135.60. System has triggered a buy at this price with stop loss at 1028.0.

      Target 1 – 1309.40 , Target 2 – 1488.0, Leverage – 0.20x.

      Minimum profit potential – 15.3% , Asset allocation profit potential – 3.1%.

      Minor trend : Up , Intermediate trend : Neutral with upward tendency ,  Long term

trend : Neutral.

2.      CIPLA: Last close – 1530.25. System has triggered a buy at this price with stop loss at

1418.0.

      Target 1 – 1677.0 , Target 2 – NA, Leverage – 0.15x.

      Minimum profit potential – 9.6% , Asset allocation profit potential – 1.4%.

        Minor trend : Up , Intermediate trend : Up ,  Long term trend : Up.

RETURNS TILL DATE SINCE 04.07.20 : 158.02.% (AS OF TUESDAY 11.06.24 CLOSING) 

LEVERAGE FOR EXISTING MOCK PORTFOLIO TRIGGERS: 1.60

SYSTEM EXIT DELEVERAGE: 0.20

LEVERAGE FOR NEW MOCK PORTFOLIO TRIGGERS: 0.35

TOTAL LEVERAGE: 1.75

ASSET ALLOCATION PROFIT POTENTIAL FOR NEW PORTFOLIO TRIGGERS : 4.5%

TIME PERIOD OF TRADES RECOMMENDED : 15 DAYS TO 3 MONTHS.

MOCK PORTFOLIO.pdf

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