QUANT SYSTEM TRADE UPDATE & MOCK PORTFOLIO 06.01.24

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,

Wish you all a very Happy New Year 2024.

In my last blog I had stated that downward scenario of domestic market was negated and we were waiting for a system trigger, obviously to the buy side.

The system gave a buy trigger on 20.11.23 with a leverage of 0.3x. MOCK PORTFOLIO sheet has been updated accordingly with this entry.

Due to various marine activities just prior leaving ship and once home, ship chartering and commodity trading related negotiations and also taking a break from activities, I was unable to update with a detailed blog . I was monitoring the market and all the stocks / assets in MOCK PORTFOLIO and there were no exit triggers. Also you all might be aware that there is a saying in the market, “If there is a trend in progress put a trade and go fishing”, since that is what was happening in domestic markets.

I am pleased to state that in my personal account I have generated returns of 71.43% in 6 months. People say that personal account cannot be counted as proof of the returns generated and that’s why I had started writing this blog in 2020 to validate my views based on the Quant model. I was also told recently that due to “Deep fake” etc. this also cannot be shown as proof. Alternate means are being discussed with my team to validate my model and take it to next level.

I am going to keep this post brief based on the readings of Quant system because entire decision-making chain have been covered till date through my blogs. All this crystallises into buy or sell trigger which is what MOCK PORTFOLIO covers.  

Inflation has been hovering around mean level but food inflation is ticking up, which is a cause of concern due to approaching general elections and Government would want that to be in control. Crude prices are still subdued in spite of the Red Sea crisis and that gives us a comfort zone. However, how the situation would pan out if the crisis prolongs is anybody’s guess, though there is no indication of flare up in oil prices as per charts and my proprietary indicators.

10 year Government Security index is consolidating and nothing to be concerned as of date. But VIX readings and complex patterns formed by Quant indicators made me sit up and pay closer attention. The markets and these indicators are moving in reverse direction, which is a bit unusual. Also surge of new demat accounts is going to bring fresh money in the market. This combined with surge in prices across the board might be bringing markets to euphoria zone. I am not making any guesswork here because for each of these factors there are proprietary indicators to validate decision making model. Having said that, I would like to stay put in the market since that is what system is indicating till there is an indication otherwise.

New system triggers as follows: CIPLA & ACTION CONSTRUCTION.

FOR NEW SYSTEM TRIGGERS PLEASE REFER TO MOCK PORTFOLIO. 

RETURNS TILL DATE SINCE 04.07.20 : 127.02% (AS OF FRIDAY 05.01.24

CLOSING)

                      LEVERAGE FOR EXISTING MOCK PORTFOLIO TRIGGERS: 1.75

                      SYSTEM EXIT DELEVERAGE NA

                      LEVERAGE FOR NEW MOCK PORTFOLIO TRIGGERS: 0.25

                      TOTAL LEVERAGE: 2.00

                      ASSET ALLOCATION PROFIT POTENTIAL FOR NEW PORTFOLIO TRIGGERS :

5.3%

                      TIME PERIOD OF TRADES RECOMMENDED : 15 DAYS TO 3

                       MONTHS.

MOCK PORTFOLIO.pdf

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