What you will be building
Build your own system.
Understand every part of it.
Anyone can hand you a strategy. Here you build the thing you can actually defend — long-term, swing and short-term strategies, from scratch, on 30 years of
Indian market data.
Not a strategy handed to you to copy. A system you built yourself, whose behaviour you can
explain to anyone who asks — including yourself, at the worst possible moment.
Three horizons, one honest engine
Long term
months to yearsRank the whole market on a schedule, hold the leaders, and let the reshuffle do the risk management.
Swing
days to weeksWait for one specific setup, take it, and exit on a stated reason — never on a calendar.
Short term
tight holds, end-of-day drivenShorter holding periods, where costs and slippage decide whether an edge survives contact with reality.
The numbers you learn to read — and read together
Drawdownthe worst fall
How far your money dropped from its highest point. The number that decides whether you could actually have held on.
Sharpe ratioreturn per unit of risk
Two strategies both returning 15% are not equal if one lurched to get there. This is how you compare them fairly.
Recoveryhow long the pain lasted
Not just how deep the fall went, but how many months you sat underwater waiting to get back to even.
Profit factorrupees won per rupee lost
A blunt honesty check — and you learn to recompute it with the ten best trades removed.
Exposurehow often you were actually invested
A strategy that sat in cash for six years is not the same as one that was at risk every single day.
Trades & win rateread together, never alone
A 70% win rate means nothing until you know the size of an average win against an average loss.
The controls you learn to turn, and what each one really changes
Market filterFive ways to react to a falling market — the single most valuable rule found in the whole project.
Position sizingEqual weight, smaller for jumpy stocks, or larger for the highest-ranked.
Costs & slippageThree real brokers, and impact that grows with the size of your order.
Real Indian taxNetted by financial year, losses carried forward, the LTCG exemption applied.
Buy limitsNever buy more of a stock in a day than it actually traded that day.
Dead-stock rulesWhat a delisted holding is worth — stated openly instead of quietly assumed away.
LeverageModelled as a real loan: daily interest, margin calls, and the date the account was wiped out.
Money in & outMonthly contributions and withdrawals — and why CAGR gets switched off when money moves.
Walk-forwardRe-pick using only past information, then test on the future you had not seen.
Rolling windowsSteadiness across time, instead of one flattering number from one lucky window.
Monte CarloThousands of re-runs with the fills shaken — seeded, so the claim is repeatable.
Market phasesThe same strategy scored separately through bulls, crashes and years of going nowhere.
“How does it behave when the market changes?”
That is the question the whole cohort is built around. You will run the same strategy through bull
markets, through crashes, and through years of going nowhere. You will test it on data it has never seen,
re-run it thousands of times with the fills shaken, and watch what moves when you change one control at a
time. By the end you will not be hoping a system works. You will know how it behaves, what it costs you,
where it breaks — and you will be making your own decisions about it.
